English

Sufficient conditions for non-asymptotic convergence of Riemannian optimisation methods

Optimization and Control 2022-12-13 v1

Abstract

Motivated by energy based analyses for descent methods in the Euclidean setting, we investigate a generalisation of such analyses for descent methods over Riemannian manifolds. In doing so, we find that it is possible to derive curvature-free guarantees for such descent methods. This also enables us to give the first known guarantees for a Riemannian cubic-regularised Newton algorithm over gg-convex functions, which extends the guarantees by Agarwal et al [2021] for an adaptive Riemannian cubic-regularised Newton algorithm over general non-convex functions. This analysis leads us to study acceleration of Riemannian gradient descent in the gg-convex setting, and we improve on an existing result by Alimisis et al [2021], albeit with a curvature-dependent rate. Finally, extending the analysis by Ahn and Sra [2020], we attempt to provide some sufficient conditions for the acceleration of Riemannian descent methods in the strongly geodesically convex setting.

Keywords

Cite

@article{arxiv.2212.05972,
  title  = {Sufficient conditions for non-asymptotic convergence of Riemannian optimisation methods},
  author = {Vishwak Srinivasan and Ashia Wilson},
  journal= {arXiv preprint arXiv:2212.05972},
  year   = {2022}
}

Comments

Paper accepted at the OPT-ML Workshop, NeurIPS 2022