The Grassmannian of affine subspaces

The Grassmannian of affine subspaces is a natural generalization of both the Euclidean space, points being 0-dimensional affine subspaces, and the usual Grassmannian, linear subspaces being special cases of affine subspaces. We show that, like the Grassmannian, the affine Grassmannian has rich geometrical and topological properties: It has the structure of a homogeneous space, a differential manifold, an algebraic variety, a vector bundle, a classifying space, among many more structures; furthermore, it affords an analogue of Schubert calculus and its (co)homology and homotopy groups may be readily determined. On the other hand, like the Euclidean space, the affine Grassmannian serves as a concrete computational platform on which various distances, metrics, probability densities may be explicitly defined and computed via numerical linear algebra. Moreover, many standard problems in machine learning and statistics—linear regression, errors-in-variables regression, principal components analysis, support vector machines, or more generally any problem that seeks linear relations among variables that either best represent them or separate them into components—may be naturally formulated as problems on the affine Grassmannian.