Vigorously seconded. There is a lot of applications of convex analysis, convex duality, KKT conditions and game theory in ML if one looks at it right. In fact t

Vigorously seconded. There is a lot of applications of convex analysis, convex duality, KKT conditions and game theory in ML if one looks at it right. In fact the thats at the very foundation of techniques such as support vector machines (large margin separators in a Hilbert space), regret minimization algorithms, etc etc. Of course one can choose to ignore all that and only focus on stochastic gradient descent. That will carry one for some non-trivial distance.