There are quite a few places differential geometry is very useful to know. Generally, if you want to know at a fundamental level "what does it mean to learn, what is inference truly?". You will find yourself in dire need of learning differential geometry. The easiest example is: the deeper your understanding of differential geometry, the more you'll be able to reason about hamiltonian monte carlo algorithms.
Information geometry also applies differential geometry, where you can think of learning as trajectories on a statistical manifold.
K-FAC, mirror descent and the natural gradient also derive from or are closely connected to work in information geometry. There's recent work connecting optimal transport. Optimal transport is an important idea and pops up in many surprising places, from GANs to programming language theory via way of modeling concurrency, for example (Kantorovich metric for bisimulation). Understanding differential geometry allows you to see and navigate such rich connections at a deep level. I heartily recommend it. A good place to start is: https://metacademy.org/roadmaps/rgrosse/dgml
There are quite a few places differential geometry is very useful to know. Generally, if you want to know at a fundamental level "what does it mean to learn, what is inference truly?". You will find yourself in dire need of learning differential geometry. The easiest example is: the deeper your understanding of differential geometry, the more you'll be able to reason about hamiltonian monte carlo algorithms.
Information geometry also applies differential geometry, where you can think of learning as trajectories on a statistical manifold.
K-FAC, mirror descent and the natural gradient also derive from or are closely connected to work in information geometry. There's recent work connecting optimal transport. Optimal transport is an important idea and pops up in many surprising places, from GANs to programming language theory via way of modeling concurrency, for example (Kantorovich metric for bisimulation). Understanding differential geometry allows you to see and navigate such rich connections at a deep level. I heartily recommend it. A good place to start is: https://metacademy.org/roadmaps/rgrosse/dgml