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Despite the recent success of Bayesian optimization (BO) in a variety of applications where sample efficiency is imperative, its performance may be seriously compromised in settings characterized by high-dimensional parameter spaces. A…

Machine Learning · Computer Science 2020-11-26 Noémie Jaquier , Leonel Rozo

Manifold learning has been proven to be an effective method for capturing the implicitly intrinsic structure of non-Euclidean data, in which one of the primary challenges is how to maintain the distortion-free (isometry) of the data…

Machine Learning · Computer Science 2024-09-24 Zihao Chen , Wenyong Wang , Yu Xiang

Multi-task learning, which optimizes performance across multiple tasks, is inherently a multi-objective optimization problem. Various algorithms are developed to provide discrete trade-off solutions on the Pareto front. Recently, continuous…

Machine Learning · Computer Science 2024-07-31 Weiyu Chen , James T. Kwok

Supervised dimensionality reduction has emerged as an important theme in the last decade. Despite the plethora of models and formulations, there is a lack of a simple model which aims to project the set of patterns into a space defined by…

Machine Learning · Statistics 2016-10-28 Anthony O. Smith , Anand Rangarajan

Large scale dynamical systems (e.g. many nonlinear coupled differential equations) can often be summarized in terms of only a few state variables (a few equations), a trait that reduces complexity and facilitates exploration of behavioral…

In this work, we investigate Riemannian geometry based dimensionality reduction methods that respect the underlying manifold structure of the data. In particular, we focus on Principal Geodesic Analysis (PGA) as a nonlinear generalization…

Machine Learning · Computer Science 2026-02-06 Alaa El Ichi , Khalide Jbilou

Nonlinear manifold learning from unorganized data points is a very challenging unsupervised learning and data visualization problem with a great variety of applications. In this paper we present a new algorithm for manifold learning and…

Machine Learning · Computer Science 2016-08-31 Zhenyue Zhang , Hongyuan Zha

Clustering and dimensionality reduction have been crucial topics in machine learning and computer vision. Clustering high-dimensional data has been challenging for a long time due to the curse of dimensionality. For that reason, a more…

Machine Learning · Statistics 2026-04-16 Sida Liu , Yangzi Guo , Mingyuan Wang

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…

Optimization and Control · Mathematics 2026-05-19 Kangming Chen

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…

Machine Learning · Statistics 2023-12-19 Yogesh Darmwal , Ketan Rajawat

We propose an extremely versatile approach to address a large family of matrix nearness problems, possibly with additional linear constraints. Our method is based on splitting a matrix nearness problem into two nested optimization problems,…

Numerical Analysis · Mathematics 2025-08-14 Miryam Gnazzo , Vanni Noferini , Lauri Nyman , Federico Poloni

A flag is a sequence of nested subspaces. Flags are ubiquitous in numerical analysis, arising in finite elements, multigrid, spectral, and pseudospectral methods for numerical PDE; they arise in the form of Krylov subspaces in matrix…

Optimization and Control · Mathematics 2019-08-08 Ke Ye , Ken Sze-Wai Wong , Lek-Heng Lim

It is often possible to perform reduced order modelling by specifying linear subspace which accurately captures the dynamics of the system. This approach becomes especially appealing when linear subspace explicitly depends on parameters of…

Machine Learning · Computer Science 2026-04-17 Vladimir Fanaskov , Vladislav Trifonov , Alexander Rudikov , Ekaterina Muravleva , Ivan Oseledets

We study optimization over Riemannian embedded submanifolds, where the objective function is relatively smooth in the ambient Euclidean space. Such problems have broad applications but are still largely unexplored. We introduce two…

Optimization and Control · Mathematics 2025-08-08 Chang He , Jiaxiang Li , Bo Jiang , Shiqian Ma , Shuzhong Zhang

In this paper, we rigorously characterize for the first time the manifold of unitary and symmetric matrices, deriving its tangent space and its geodesics. The resulting parameterization of the geodesics (through a real and symmetric matrix)…

Signal Processing · Electrical Eng. & Systems 2026-01-21 Ignacio Santamaria , Mohammad Soleymani , Eduard Jorswieck , Jesus Gutierrez , Carlos Beltran

Symmetric positive definite (SPD) matrix has been demonstrated to be an effective feature descriptor in many scientific areas, as it can encode spatiotemporal statistics of the data adequately on a curved Riemannian manifold, i.e., SPD…

Computer Vision and Pattern Recognition · Computer Science 2023-11-29 Rui Wang , Xiao-Jun Wu , Hui Li , Josef Kittler

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…

Optimization and Control · Mathematics 2018-12-20 Tingran Gao , Lek-Heng Lim , Ke Ye

We reframe linear dimensionality reduction as a problem of Bayesian inference on matrix manifolds. This natural paradigm extends the Bayesian framework to dimensionality reduction tasks in higher dimensions with simpler models at greater…

Computation · Statistics 2016-06-15 Andrew Holbrook , Alexander Vandenberg-Rodes , Babak Shahbaba

Analyzing large volumes of high-dimensional data requires dimensionality reduction: finding meaningful low-dimensional structures hidden in their high-dimensional observations. Such practice is needed in atomistic simulations of complex…

Computational Physics · Physics 2023-10-17 Jakub Rydzewski , Ming Chen , Omar Valsson

This paper proposes a novel paradigm for machine learning that moves beyond traditional parameter optimization. Unlike conventional approaches that search for optimal parameters within a fixed geometric space, our core idea is to treat the…

Machine Learning · Computer Science 2025-10-31 Di Zhang
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