Related papers: A Riemannian geometry for low-rank matrix completi…
For optimization problems on Riemannian manifolds, many types of globally convergent algorithms have been proposed, and they are often equipped with the Riemannian version of the Armijo line search for global convergence. Such existing…
Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…
We study the non-convex matrix factorization approach to matrix completion via Riemannian geometry. Based on an optimization formulation over a Grassmannian manifold, we characterize the landscape based on the notion of principal angles…
The problem of determining the configuration of points from partial distance information, known as the Euclidean Distance Geometry (EDG) problem, is fundamental to many tasks in the applied sciences. In this paper, we propose two algorithms…
The problem of completing a low-rank matrix from a subset of its entries is often encountered in the analysis of incomplete data sets exhibiting an underlying factor model with applications in collaborative filtering, computer vision and…
Various tasks in scientific computing can be modeled as an optimization problem on the indefinite Stiefel manifold. We address this using the Riemannian approach, which basically consists of equipping the feasible set with a Riemannian…
Low rank matrix approximation is a popular topic in machine learning. In this paper, we propose a new algorithm for this topic by minimizing the least-squares estimation over the Riemannian manifold of fixed-rank matrices. The algorithm is…
The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The…
This work puts forth low-complexity Riemannian subspace descent algorithms for the minimization of functions over the symmetric positive definite (SPD) manifold. Different from the existing Riemannian gradient descent variants, the proposed…
This paper presents a memory efficient, first-order method for low multi-linear rank approximation of high-order, high-dimensional tensors. In our method, we exploit the second-order information of the cost function and the constraints to…
One of the popular approaches for low-rank tensor completion is to use the latent trace norm regularization. However, most existing works in this direction learn a sparse combination of tensors. In this work, we fill this gap by proposing a…
In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…
We consider the problem of reconstructing a low-rank matrix from a small subset of its entries. In this paper, we describe the implementation of an efficient algorithm called OptSpace, based on singular value decomposition followed by local…
Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…
Low-rank optimization problems with sparse simplex constraints involve variables that must satisfy nonnegativity, sparsity, and sum-to-1 conditions, making their optimization particularly challenging due to the interplay between low-rank…
From optimal transport to robust dimensionality reduction, a plethora of machine learning applications can be cast into the min-max optimization problems over Riemannian manifolds. Though many min-max algorithms have been analyzed in the…
We introduce in this paper a manifold optimization framework that utilizes semi-Riemannian structures on the underlying smooth manifolds. Unlike in Riemannian geometry, where each tangent space is equipped with a positive definite inner…
The low-rank matrix recovery problem often arises in various fields, including signal processing, machine learning, and imaging science. The Riemannian gradient descent (RGD) algorithm has proven to be an efficient algorithm for solving…
Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…
The techniques and analysis presented in this paper provide new methods to solve optimization problems posed on Riemannian manifolds. A new point of view is offered for the solution of constrained optimization problems. Some classical…