Sufficient conditions for non-asymptotic convergence of Riemannian optimisation methods
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 -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 -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