Related papers: Riemannian optimization with a preconditioning sch…
Consensus algorithms are popular distributed algorithms for computing aggregate quantities, such as averages, in ad-hoc wireless networks. However, existing algorithms mostly address the case where the measurements lie in a Euclidean space.…
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…
We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…
We consider stochastic zeroth-order optimization over Riemannian submanifolds embedded in Euclidean space, where the task is to solve Riemannian optimization problem with only noisy objective function evaluations. Towards this, our main…
We study a continuous-time system that solves optimization problems over the set of orthonormal matrices, which is also known as the Stiefel manifold. The resulting optimization flow follows a path that is not always on the manifold but…
Determining the ultimate limits of quantum communication, such as the quantum capacity of a channel and the distillable entanglement of a shared state, remains a central challenge in quantum information theory, primarily due to the…
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…
Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the…
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…
Adaptive stochastic gradient algorithms in the Euclidean space have attracted much attention lately. Such explorations on Riemannian manifolds, on the other hand, are relatively new, limited, and challenging. This is because of the…
Shape affects both the physical and chemical properties of a material. Characterizing the roughness, convexity, and general geometry of a material can yield information on its catalytic efficiency, solubility, elasticity, porosity, and…
We propose a novel Riemannian manifold preconditioning approach for the tensor completion problem with rank constraint. A novel Riemannian metric or inner product is proposed that exploits the least-squares structure of the cost function…
A generalized Stiefel manifold is the manifold of orthonormal frames in a vector space with a non-degenerated bilinear or hermitian form. In this article, the Isometry group of the generalized Stiefel manifolds are computed at least up to…
The symplectic Stiefel manifold, denoted by $\mathrm{Sp}(2p,2n)$, is the set of linear symplectic maps between the standard symplectic spaces $\mathbb{R}^{2p}$ and $\mathbb{R}^{2n}$. When $p=n$, it reduces to the well-known set of $2n\times…
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…
Optimization over the embedded submanifold defined by constraints $c(x) = 0$ has attracted much interest over the past few decades due to its wide applications in various areas. Plenty of related optimization packages have been developed…
In this paper we study nonconvex and nonsmooth multi-block optimization over Riemannian manifolds with coupled linear constraints. Such optimization problems naturally arise from machine learning, statistical learning, compressive sensing,…
Constrained optimization plays a crucial role in the fields of quantum physics and quantum information science and becomes especially challenging for high-dimensional complex structure problems. One specific issue is that of quantum process…
This paper formulates the problem of Extremum Seeking for optimization of cost functions defined on Riemannian manifolds. We extend the conventional extremum seeking algorithms for optimization problems in Euclidean spaces to optimization…
Principal component analysis is a simple yet useful dimensionality reduction technique in modern machine learning pipelines. In consequential domains such as college admission, healthcare and credit approval, it is imperative to take into…