English

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.

Keywords

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}
}
R2 v1 2026-06-28T21:25:40.367Z