Related papers: Riemannian adaptive stochastic gradient algorithms…
Recent advances in computer vision and machine learning suggest that a wide range of problems can be addressed more appropriately by considering non-Euclidean geometry. In this paper we explore sparse dictionary learning over the space of…
The Grassmann manifold of linear subspaces is important for the mathematical modelling of a multitude of applications, ranging from problems in machine learning, computer vision and image processing to low-rank matrix optimization problems,…
We study the stochastic Riemannian gradient algorithm for matrix eigen-decomposition. The state-of-the-art stochastic Riemannian algorithm requires the learning rate to decay to zero and thus suffers from slow convergence and sub-optimal…
Decentralized optimization on Riemannian manifolds is foundational for many modern machine learning and signal processing applications in which data are non-Euclidean and generated and processed in a distributed manner. Although intrinsic…
Optimization over the Stiefel manifold is a fundamental computational problem in many scientific and engineering applications. Despite considerable research effort, high-dimensional optimization problems over the Stiefel manifold remain…
This paper advocates a novel framework for segmenting a dataset in a Riemannian manifold $M$ into clusters lying around low-dimensional submanifolds of $M$. Important examples of $M$, for which the proposed clustering algorithm is…
The adaptive cubic regularization algorithm employing the inexact gradient and Hessian is proposed on general Riemannian manifolds, together with the iteration complexity to get an approximate second-order optimality under certain…
Riemannian optimization has drawn a lot of attention due to its wide applications in practice. Riemannian stochastic first-order algorithms have been studied in the literature to solve large-scale machine learning problems over Riemannian…
Covariance matrices have attracted attention for machine learning applications due to their capacity to capture interesting structure in the data. The main challenge is that one needs to take into account the particular geometry of the…
Many machine learning applications are naturally formulated as optimization problems on Riemannian manifolds. The main idea behind Riemannian optimization is to maintain the feasibility of the variables while moving along a descent…
This paper focuses on minimizing a smooth function combined with a nonsmooth regularization term on a compact Riemannian submanifold embedded in the Euclidean space under a decentralized setting. Typically, there are two types of approaches…
This paper proposes a novel general framework of Riemannian conjugate gradient methods, that is, conjugate gradient methods on Riemannian manifolds. The conjugate gradient methods are important first-order optimization algorithms both in…
We propose a stochastic variance-reduced cubic regularized Newton algorithm to optimize the finite-sum problem over a Riemannian submanifold of the Euclidean space. The proposed algorithm requires a full gradient and Hessian update at the…
Modern machine learning algorithms have been adopted in a range of signal-processing applications spanning computer vision, natural language processing, and artificial intelligence. Many relevant problems involve subspace-structured…
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…
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…
Riemannian meta-optimization provides a promising approach to solving non-linear constrained optimization problems, which trains neural networks as optimizers to perform optimization on Riemannian manifolds. However, existing Riemannian…
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…
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…
In recent years, manifold learning has become increasingly popular as a tool for performing non-linear dimensionality reduction. This has led to the development of numerous algorithms of varying degrees of complexity that aim to recover man…