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Related papers: Riemannian Natural Gradient Methods

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A Riemannian gradient descent algorithm and a truncated variant are presented to solve systems of phaseless equations $|Ax|^2=y$. The algorithms are developed by exploiting the inherent low rank structure of the problem based on the…

Numerical Analysis · Mathematics 2018-09-11 Jian-Feng Cai , Ke Wei

In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Andrei Patrascu

In this paper, we consider optimization problems over closed embedded submanifolds of $\mathbb{R}^n$, which are defined by the constraints $c(x) = 0$. We propose a class of constraint dissolving approaches for these Riemannian optimization…

Optimization and Control · Mathematics 2022-10-18 Nachuan Xiao , Xin Liu , Kim-Chuan Toh

We propose automatic optimisation methods considering the geometry of matrix manifold for the normalised parameters of neural networks. Layerwise weight normalisation with respect to Frobenius norm is utilised to bound the Lipschitz…

Machine Learning · Computer Science 2023-12-19 Namhoon Cho , Hyo-Sang Shin

An appealing property of the natural gradient is that it is invariant to arbitrary differentiable reparameterizations of the model. However, this invariance property requires infinitesimal steps and is lost in practical implementations with…

Machine Learning · Computer Science 2018-06-11 Yang Song , Jiaming Song , Stefano Ermon

This paper proposes a generalized framework with joint normalization which learns lower-dimensional subspaces with maximum discriminative power by making use of the Riemannian geometry. In particular, we model the similarity/dissimilarity…

Computer Vision and Pattern Recognition · Computer Science 2017-11-20 Tianci Liu , Zelin Shi , Yunpeng Liu

We introduce a Riemannian optimistic online learning algorithm for Hadamard manifolds based on inexact implicit updates. Unlike prior work, our method can handle in-manifold constraints, and matches the best known regret bounds in the…

Optimization and Control · Mathematics 2025-01-31 Christophe Roux , David Martínez-Rubio , Sebastian Pokutta

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…

Optimization and Control · Mathematics 2024-05-28 Sanchayan Dutta , Xiang Cheng , Suvrit Sra

This work considers optimization of composition of functions in a nested form over Riemannian manifolds where each function contains an expectation. This type of problems is gaining popularity in applications such as policy evaluation in…

Optimization and Control · Mathematics 2024-03-20 Dewei Zhang , Sam Davanloo Tajbakhsh

Equilibrium computation on Riemannian manifolds provides a unifying framework for numerous problems in machine learning and data analytics. One of the simplest yet most fundamental methods is Riemannian gradient descent (RGD). While its…

Optimization and Control · Mathematics 2025-11-11 Yang Cai , Michael I. Jordan , Tianyi Lin , Argyris Oikonomou , Emmanouil-Vasileios Vlatakis-Gkaragkounis

Derivative-free Riemannian optimization (DFRO) aims to minimize an objective function using only function evaluations, under the constraint that the decision variables lie on a Riemannian manifold. The rapid increase in problem dimensions…

Optimization and Control · Mathematics 2026-01-14 Timothé Taminiau , Estelle Massart , Geovani Nunes Grapiglia

We give curvature-dependant convergence rates for the optimization of weakly convex functions defined on a manifold of 1-bounded geometry via Riemannian gradient descent and via the dynamic trivialization algorithm. In order to do this, we…

Optimization and Control · Mathematics 2020-08-07 Mario Lezcano-Casado

In this paper, we define the geometric median of a probability measure on a Riemannian manifold, give its characterization and a natural condition to ensure its uniqueness. In order to calculate the median in practical cases, we also…

Differential Geometry · Mathematics 2019-02-20 Le Yang

This article deals with the conjugate gradient method on a Riemannian manifold with interest in global convergence analysis. The existing conjugate gradient algorithms on a manifold endowed with a vector transport need the assumption that…

Optimization and Control · Mathematics 2016-06-20 Hiroyuki Sato , Toshihiro Iwai

Recent works in deep learning have shown that integrating differentiable physics simulators into the training process can greatly improve the quality of results. Although this combination represents a more complex optimization task than…

Machine Learning · Computer Science 2022-03-22 Patrick Schnell , Philipp Holl , Nils Thuerey

We study the convergence issue for inexact descent algorithm (employing general step sizes) for multiobjective optimizations on general Riemannian manifolds (without curvature constraints). Under the assumption of the local…

Optimization and Control · Mathematics 2021-03-23 Xiangmei Wang , Jinhua Wang , Chong Li

We extend the Levenberg-Marquardt method on Euclidean spaces to Riemannian manifolds. Although a Riemannian Levenberg-Marquardt (RLM) method was produced by Peeters in 1993, to the best of our knowledge, there has been no analysis of…

Optimization and Control · Mathematics 2023-07-18 Sho Adachi , Takayuki Okuno , Akiko Takeda

Smoothness and low dimensional structures play central roles in improving generalization and stability in learning and statistics. This work combines techniques from semi-infinite constrained learning and manifold regularization to learn…

Machine Learning · Computer Science 2023-02-03 Juan Cervino , Luiz F. O. Chamon , Benjamin D. Haeffele , Rene Vidal , Alejandro Ribeiro

Natural gradients have been widely used in optimization of loss functionals over probability space, with important examples such as Fisher-Rao gradient descent for Kullback-Leibler divergence, Wasserstein gradient descent for…

Numerical Analysis · Mathematics 2020-06-30 Lexing Ying

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…

Quantum Physics · Physics 2024-04-30 Daniel Volya , Andrey Nikitin , Prabhat Mishra