Related papers: Riemannian stochastic variance reduced gradient on…
In this paper, we design unimodular waveforms with good correlation properties for multi-input multi-output (MIMO) radar systems. Specifically, first, we analyze the geometric properties of the unimodular constraint in the fourth-order…
Stein variational gradient descent (SVGD) is a deterministic particle inference algorithm that provides an efficient alternative to Markov chain Monte Carlo. However, SVGD has been found to suffer from variance underestimation when the…
Variance-reduced stochastic gradient methods have gained popularity in recent times. Several variants exist with different strategies for the storing and sampling of gradients and this work concerns the interactions between these two…
Bilevel optimization has gained prominence in various applications. In this study, we introduce a framework for solving bilevel optimization problems, where the variables in both the lower and upper levels are constrained on Riemannian…
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…
We study the convergence of the Riemannian steepest descent algorithm on the Grassmann manifold for minimizing the block version of the Rayleigh quotient of a symmetric matrix. Even though this problem is non-convex in the Euclidean sense…
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…
Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…
Riemannian convex optimization and minimax optimization have recently drawn considerable attention. Their appeal lies in their capacity to adeptly manage the non-convexity of the objective function as well as constraints inherent in the…
This paper proposes a Riemannian Multiobjective Proximal Gradient Method (RMPGM) for composite optimization problems on manifolds. Unlike scalarization-based approaches, the proposed framework directly handles vector-valued objectives and…
Stochastic variance reduced gradient (SVRG) is an accelerated version of stochastic gradient descent based on variance reduction, and is promising for solving large-scale inverse problems. In this work, we analyze SVRG and a regularized…
We introduce Kalman Gradient Descent, a stochastic optimization algorithm that uses Kalman filtering to adaptively reduce gradient variance in stochastic gradient descent by filtering the gradient estimates. We present both a theoretical…
In the recent past, nested structures in Riemannian manifolds has been studied in the context of dimensionality reduction as an alternative to the popular principal geodesic analysis (PGA) technique, for example, the principal nested…
Variational Bayes (VB) has become a widely-used tool for Bayesian inference in statistics and machine learning. Nonetheless, the development of the existing VB algorithms is so far generally restricted to the case where the variational…
We analyze inexact Riemannian gradient descent (RGD) where Riemannian gradients and retractions are inexactly (and cheaply) computed. Our focus is on understanding when inexact RGD converges and what is the complexity in the general…
Decentralized optimization with orthogonality constraints is found widely in scientific computing and data science. Since the orthogonality constraints are nonconvex, it is quite challenging to design efficient algorithms. Existing…
Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a…
In this paper, we propose a novel kernel stochastic gradient descent (SGD) algorithm for large-scale supervised learning with general losses. Compared to traditional kernel SGD, our algorithm improves efficiency and scalability through an…
Riemannian optimization is a principled framework for solving optimization problems where the desired optimum is constrained to a smooth manifold $\mathcal{M}$. Algorithms designed in this framework usually require some geometrical…
Deep Q-learning algorithms often suffer from poor gradient estimations with an excessive variance, resulting in unstable training and poor sampling efficiency. Stochastic variance-reduced gradient methods such as SVRG have been applied to…