Putting DATA in Hilbert Spaces: Proving the Riesz Theorem (Theory of Machine Learning)

In this video we introduce and prove the Riesz representation theorem for Hilbert spaces. This is the fundamental theorem that enables much of machine learning and data science, since it allows us to embed information and measurements from the real world into a Hilbert function space.
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0:00 What are functionals?
2:54 Functionals over R^n
3:55 Who proved this theorem?
5:00 Recapping the Projection Theorem
6:09 How do you prove this anyway?
16:25 Wrapping up

Пікірлер: 14

  • @mohammedbelgoumri
    @mohammedbelgoumri2 ай бұрын

    Absolute perfection! Would be great to see the Hann Banach theorem next, perhaps applied to proving the universal approximation theorem?

  • @JoelRosenfeld

    @JoelRosenfeld

    2 ай бұрын

    That is in the plans, but I’ll need to do some work developing measure theory and that version of the Riesz theorem. I’ll probably cover universal approximation with kernels first and later neural networks

  • @user-ct8qm1tx9l
    @user-ct8qm1tx9l2 ай бұрын

    Great! btw, Hilbert wrote mostly during the end of the 19th century and the begining of the 20th

  • @mriz
    @mriz2 ай бұрын

    Found out your channel from algorithm rec. Thank you so much for higher math content, Sir! ❤❤

  • @JoelRosenfeld

    @JoelRosenfeld

    2 ай бұрын

    I'm glad you like it! Welcome!

  • @tsnp423
    @tsnp4232 ай бұрын

    This is brilliant stuff! Thank you!

  • @JoelRosenfeld

    @JoelRosenfeld

    2 ай бұрын

    I’m glad you like it!

  • @MuhammmadAshiqultimate
    @MuhammmadAshiqultimate2 ай бұрын

    this is great, thank you. i'm interested in a lot of things learning-related and functional-analysis-related (deep learning theory, operator learning, continuous optimization, etc. etc.), so i will definitely be keeping up with this series! but, i am only (almost) through one semester of analysis... will hopefully get to this fun stuff formally by the end of undergrad :P

  • @JoelRosenfeld

    @JoelRosenfeld

    2 ай бұрын

    Sounds great! I will eventually touch on all of those topics down the line. What would you like to know about operator learning in particular? I also have an analysis sequence on my channel, if you haven’t seen it yet.

  • @scottish_cafe
    @scottish_cafe2 ай бұрын

    Getting this video in suggestions having Walter Rudin's Functional Analysis right next to me, I wonder if it's destiny or if ML is using my laptop's camera to give me well-tailored suggestions :D regardless - a very informative and well-produced video!

  • @JoelRosenfeld

    @JoelRosenfeld

    2 ай бұрын

    Thank you! I'm glad you liked it. I hope I can deliver more timely content lol!

  • @francd6535
    @francd65352 ай бұрын

    the rizz theorem??

  • @JoelRosenfeld

    @JoelRosenfeld

    2 ай бұрын

    I hear that Riesz went by Dr Rizz at parties lol jk