The Grassmannian of affine subspaces

The Grassmannian of affine subspaces is a natural generalization of both the Euclidean space, points being zero-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.