Related papers: Riemannian Tensor Completion with Side Information
Riemannian geometry provides the fundamental framework for optimization on nonlinear spaces such as matrix manifolds, which arise in machine learning, signal processing, and robotics. While the underlying theory is classical, existing…
Optimization with constraints is a typical problem in quantum physics and quantum information science that becomes especially challenging for high-dimensional systems and complex architectures like tensor networks. Here we use ideas of…
In this paper, a descent method for nonsmooth multiobjective optimization problems on complete Riemannian manifolds is proposed. The objective functions are only assumed to be locally Lipschitz continuous instead of convexity used in…
The subgradient method for convex optimization problems on complete Riemannian manifolds with lower bounded sectional curvature is analyzed in this paper. Iteration-complexity bounds of the subgradient method with exogenous step-size and…
The tensor train (TT) format enjoys appealing advantages in handling structural high-order tensors. The recent decade has witnessed the wide applications of TT-format tensors from diverse disciplines, among which tensor completion has drawn…
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…
We develop new algorithms for Riemannian bilevel optimization. We focus in particular on batch and stochastic gradient-based methods, with the explicit goal of avoiding second-order information such as Riemannian hyper-gradients. We propose…
The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially…
We extend the classical primal-dual interior point method from the Euclidean setting to the Riemannian one. Our method, named the Riemannian interior point method, is for solving Riemannian constrained optimization problems. We establish…
We introduce the convex bundle method to solve convex, non-smooth optimization problems on Riemannian manifolds of bounded sectional curvature. Each step of our method is based on a model that involves the convex hull of previously…
Tensor completion exhibits an interesting computational-statistical gap in terms of the number of samples needed to perform tensor estimation. While there are only $\Theta(tn)$ degrees of freedom in a $t$-order tensor with $n^t$ entries,…
Several tensor networks are built of isometric tensors, i.e. tensors satisfying $W^\dagger W = \mathrm{I}$. Prominent examples include matrix product states (MPS) in canonical form, the multiscale entanglement renormalization ansatz (MERA),…
We propose a Riemannian conjugate gradient (CG) optimization method for finding low rank approximations of incomplete tensors. Our main contribution consists of an explicit expression of the geodesics on the Segre manifold. These are…
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…
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…
This paper investigates the low-rank tensor completion problem, which is about recovering a tensor from partially observed entries. We consider this problem in the tensor train format and extend the preconditioned metric from the matrix…
This paper studies large-scale optimization problems on Riemannian manifolds whose objective function is a finite sum of negative log-probability losses. Such problems arise in various machine learning and signal processing applications. By…
Understanding how systems built out of modular components can be jointly optimized is an important problem in biology, engineering, and machine learning. The backpropagation algorithm is one such solution and has been instrumental in the…
We study the tensor-on-tensor regression, where the goal is to connect tensor responses to tensor covariates with a low Tucker rank parameter tensor/matrix without the prior knowledge of its intrinsic rank. We propose the Riemannian…
This work is on constrained large-scale non-convex optimization where the constraint set implies a manifold structure. Solving such problems is important in a multitude of fundamental machine learning tasks. Recent advances on Riemannian…