About two weeks ago, French mathematician Michel Talagrand received the Abel prize, equivalent to the Nobel Prize in mathematics. In today’s video, I introduce you to his life and the struggles he went through, and I show you some of his results that most impacted ML.

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Most of the theoretical ideas presented are extracted from the book Concentration Inequalities: a nonasymptotic theory of independence, by Stephane Boucheron, Gabor Lugosi and Pascal Massart.

0:00 Intro
1:18 Michel Talagrand's life
5:11 Concentration of Measure Phenomenon
7:37 Concentration and Isoperimetry
9:44 Convex Distance Inequality

Michel Talagrand’s picture: the background has been removed from the original picture. By George Bergman https://opc.mfo.de/detail?photo_id=13001, GFDL 1.2, https://commons.wikimedia.org/w/index...
Gustave Choquet’s picture: the background has been removed from the original picture. By Konrad Jacobs https://opc.mfo.de/detail?photoID=668, CC BYSA 2.0 de, https://commons.wikimedia.org/w/index...
Gilles Pisier’s picture: the background has been removed from the original picture. By Konrad Jacobs https://opc.mfo.de/detail?photo_id=3317, CC BYSA 2.0 de, https://commons.wikimedia.org/w/index...
Vitali Milman’s picture: the background has been removed from the original picture. By Konrad Jacobs https://opc.mfo.de/detail?photo_id=2884, CC BYSA 2.0 de, https://commons.wikimedia.org/w/index...