Related papers: IRKA is a Riemannian Gradient Descent Method

We propose a generalization of modern representation learning objectives by reframing them as recursive divergence alignment processes over localized conditional distributions While recent frameworks like Information Contrastive Learning…

The gloabal objective of inverse Reinforcement Learning (IRL) is to estimate the unknown cost function of some MDP base on observed trajectories generated by (approximate) optimal policies. The classical approach consists in tuning this…

Natural gradient descent is a principled method for adapting the parameters of a statistical model on-line using an underlying Riemannian parameter space to redefine the direction of steepest descent. The algorithm is examined via methods…

In this paper, we propose a procedure that given an integer reset timed automaton (IRTA) ${\cal A}$, produces a language equivalent deterministic one clock IRTA ${\cal B}$ whose size is at most doubly exponential in the size of ${\cal A}$.…

In this work, we analyze two of the most fundamental algorithms in geodesically convex optimization: Riemannian gradient descent and (possibly inexact) Riemannian proximal point. We quantify their rates of convergence and produce different…

We present a new short-recurrence reaidual-optimal Krylov subspace recycling method for sequences of Hermitian systems of linear equations with a fixed system matrix and changing right-hand sides. Such sequences of linear systems occur…

Iterative procedures for parameter estimation based on stochastic gradient descent allow the estimation to scale to massive data sets. However, in both theory and practice, they suffer from numerical instability. Moreover, they are…

We consider the problem of rank-$1$ low-rank approximation (LRA) in the matrix-vector product model under various Schatten norms: $$ \min_{\|u\|_2=1} \|A (I - u u^\top)\|_{\mathcal{S}_p} , $$ where $\|M\|_{\mathcal{S}_p}$ denotes the…

In this paper, we establish for the first time the oracle complexity of a Riemannian inexact augmented Lagrangian (RiAL) method with the classical dual update for solving a class of Riemannian nonsmooth composite problems. By using the…

Mirror Descent (MD) is a scalable first-order method widely used in large-scale optimization, with applications in image processing, policy optimization, and neural network training. This paper generalizes MD to optimization on Riemannian…

Sparse principal component analysis (PCA), an important variant of PCA, attempts to find sparse loading vectors when conducting dimension reduction. This paper considers the nonsmooth Riemannian optimization problem associated with the…

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…

Iterative retrieval-augmented generation (iRAG) models offer an effective approach for multi-hop question answering (QA). However, their retrieval process faces two key challenges: (1) it can be disrupted by irrelevant documents or…

Very recently, the papers "Point Convergence of Nesterov's Accelerated Gradient Method: An AI-Assisted Proof" by Jang and Ryu, and "The Iterates of Nesterov's Accelerated Algorithm Converge in the Critical Regimes" by Bot, Fadili, and…

We develop a theory of accelerated first-order optimization from the viewpoint of differential equations and Lyapunov functions. Building upon the previous work of many researchers, we consider differential equations which model the…

In this paper, we propose a simple acceleration scheme for Riemannian gradient methods by extrapolating iterates on manifolds. We show when the iterates are generated from Riemannian gradient descent method, the accelerated scheme achieves…

For regularized optimization that minimizes the sum of a smooth term and a regularizer that promotes structured solutions, inexact proximal-Newton-type methods, or successive quadratic approximation (SQA) methods, are widely used for their…

Many optimization problems require balancing multiple conflicting objectives. As gradient descent is limited to single-objective optimization, we introduce its direct generalization: Jacobian descent (JD). This algorithm iteratively updates…

Fair principal component analysis (FPCA), a ubiquitous dimensionality reduction technique in signal processing and machine learning, aims to find a low-dimensional representation for a high-dimensional dataset in view of fairness. The FPCA…

We present a new perspective on the celebrated Sinkhorn algorithm by showing that is a special case of incremental/stochastic mirror descent. In order to see this, one should simply plug Kullback-Leibler divergence in both mirror map and…