Related papers: Manifold Free Riemannian Optimization
In this paper, we introduce some new iterative optimisation algorithms on Riemannian manifolds and Hilbert spaces which have good global convergence guarantees to local minima. More precisely, these algorithms have the following properties:…
We recover the Riemannian gradient of a given function defined on interior points of a Riemannian submanifold in the Euclidean space based on a sample of function evaluations at points in the submanifold. This approach is based on the…
Diffeological spaces firstly introduced by J.M. Souriau in the 1980s are a natural generalization of smooth manifolds. However, optimization techniques are only known on manifolds so far. Generalizing these techniques to diffeological…
Grover's algorithm is a fundamental quantum algorithm that offers a quadratic speedup for the unstructured search problem by alternately applying physically implementable oracle and diffusion operators. In this paper, we reformulate the…
In order to avoid the curse of dimensionality, frequently encountered in Big Data analysis, there was a vast development in the field of linear and nonlinear dimension reduction techniques in recent years. These techniques (sometimes…
We propose Riemannian preconditioned algorithms for the tensor completion problem via tensor ring decomposition. A new Riemannian metric is developed on the product space of the mode-2 unfolding matrices of the core tensors in tensor ring…
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…
In this paper, we present a stochastic augmented Lagrangian approach on (possibly infinite-dimensional) Riemannian manifolds to solve stochastic optimization problems with a finite number of deterministic constraints.We investigate the…
Gaussian variational approximation is a popular methodology to approximate posterior distributions in Bayesian inference especially in high dimensional and large data settings. To control the computational cost while being able to capture…
In this paper, we consider a class of structured nonsmooth optimization problems over an embedded submanifold of a Euclidean space, where the first part of the objective is the sum of a difference-of-convex (DC) function and a smooth…
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…
Matrix-valued optimization tasks, including those involving symmetric positive definite (SPD) matrices, arise in a wide range of applications in machine learning, data science and statistics. Classically, such problems are solved via…
The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…
The subgradient method is a classical and foundational approach in non-smooth convex optimization; its simplicity, robustness, and role as a conceptual and algorithmic starting point have made it the backbone of many significant…
One of the ultimate goals of Manifold Learning (ML) is to reconstruct an unknown nonlinear low-dimensional manifold embedded in a high-dimensional observation space by a given set of data points from the manifold. We derive a local lower…
A variational formulation of accelerated optimization on normed spaces was recently introduced by considering a specific family of time-dependent Bregman Lagrangian and Hamiltonian systems whose corresponding trajectories converge to the…
We study a type of Riemannian gradient descent (RGD) algorithm, designed through Riemannian preconditioning, for optimization on $\mathcal{M}_k^{m\times n}$ -- the set of $m\times n$ real matrices with a fixed rank $k$. Our analysis is…
Although Deep Learning (DL) has achieved success in complex Artificial Intelligence (AI) tasks, it suffers from various notorious problems (e.g., feature redundancy, and vanishing or exploding gradients), since updating parameters in…
In recent years, stochastic variance reduction algorithms have attracted considerable attention for minimizing the average of a large but finite number of loss functions. This paper proposes a novel Riemannian extension of the Euclidean…
The conjugate gradient method is a crucial first-order optimization method that generally converges faster than the steepest descent method, and its computational cost is much lower than that of second-order methods. However, while various…