Related papers: Efficient coordinate-descent for orthogonal matric…
We study a type of Riemannian gradient descent (RGD) algorithm, designed through Riemannian preconditioning, for optimization on $\mathcal{M}_k^{m\times n}$ -- the set of $m\times n$ real matrices with a fixed rank $k$. Our analysis is…
This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block…
Training neural networks is a challenging non-convex optimization problem, and backpropagation or gradient descent can get stuck in spurious local optima. We propose a novel algorithm based on tensor decomposition for guaranteed training of…
Dual descent methods are commonly used to solve network optimization problems because their implementation can be distributed through the network. However, their convergence rates are typically very slow. This paper introduces a family of…
This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegative cone (the cone of all positive semidefinite matrices…
This paper addresses the problem of synchronizing orthogonal matrices over directed graphs. For synchronized transformations (or matrices), composite transformations over loops equal the identity. We formulate the synchronization problem as…
This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on…
The Gromov-Wasserstein distance is a notable extension of optimal transport. In contrast to the classic Wasserstein distance, it solves a quadratic assignment problem that minimizes the pair-wise distance distortion under the transportation…
We present a Bayesian approach to identify optimal transformations that map model input points to low dimensional latent variables. The "projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to…
The majority of parameters in neural networks are naturally represented as matrices. However, most commonly used optimizers treat these matrix parameters as flattened vectors during optimization, potentially overlooking their inherent…
The optimization of physical parameters serves various purposes, such as system identification and efficiency in developing devices. Spin-torque oscillators have been applied to neuromorphic computing experimentally and theoretically, but…
We introduce an approach based on the Givens representation for posterior inference in statistical models with orthogonal matrix parameters, such as factor models and probabilistic principal component analysis (PPCA). We show how the Givens…
A frame is a generalization of a basis of a vector space to a redundant overspanning set whose vectors are linearly dependent. Frames find applications in signal processing and quantum information theory. We present a genetic algorithm that…
Conventional learning methods simplify the bilinear model by regarding two intrinsically coupled factors independently, which degrades the optimization procedure. One reason lies in the insufficient training due to the asynchronous gradient…
Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…
The optimisation of neural networks can be sped up by orthogonalising the gradients before the optimisation step, ensuring the diversification of the learned representations. We orthogonalise the gradients of the layer's components/filters…
The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…
In many high-dimensional estimation problems the main task consists in minimizing a cost function, which is often strongly non-convex when scanned in the space of parameters to be estimated. A standard solution to flatten the corresponding…
Low-rank matrices are pervasive throughout statistics, machine learning, signal processing, optimization, and applied mathematics. In this paper, we propose a novel and user-friendly Euclidean representation framework for low-rank matrices.…
We propose an inexact optimization algorithm on Riemannian manifolds, motivated by quadratic discrimination tasks in high-dimensional, low-sample-size (HDLSS) imaging settings. In such applications, gradient evaluations are often biased due…