Implicit Riemannian Optimism with Applications to Min-Max Problems
Optimization and Control
2025-01-31 v1 Machine Learning
Abstract
We introduce a Riemannian optimistic online learning algorithm for Hadamard manifolds based on inexact implicit updates. Unlike prior work, our method can handle in-manifold constraints, and matches the best known regret bounds in the Euclidean setting with no dependence on geometric constants, like the minimum curvature. Building on this, we develop algorithms for g-convex, g-concave smooth min-max problems on Hadamard manifolds. Notably, one method nearly matches the gradient oracle complexity of the lower bound for Euclidean problems, for the first time.
Cite
@article{arxiv.2501.18381,
title = {Implicit Riemannian Optimism with Applications to Min-Max Problems},
author = {Christophe Roux and David Martínez-Rubio and Sebastian Pokutta},
journal= {arXiv preprint arXiv:2501.18381},
year = {2025}
}