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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…

Optimization and Control · Mathematics 2024-08-15 Shuyu Dong , Bin Gao , Wen Huang , Kyle A. Gallivan

This paper investigates score-based diffusion models when the underlying target distribution is concentrated on or near low-dimensional manifolds within the higher-dimensional space in which they formally reside, a common characteristic of…

Machine Learning · Computer Science 2025-01-03 Gen Li , Yuling Yan

Data sets tend to live in low-dimensional non-linear subspaces. Ideal data analysis tools for such data sets should therefore account for such non-linear geometry. The symmetric Riemannian geometry setting can be suitable for a variety of…

Differential Geometry · Mathematics 2024-03-12 Willem Diepeveen

We consider the problem of decentralized nonconvex optimization over a compact submanifold, where each local agent's objective function defined by the local dataset is smooth. Leveraging the powerful tool of proximal smoothness, we…

Optimization and Control · Mathematics 2023-10-03 Kangkang Deng , Jiang Hu

By restricting the iterate on a nonlinear manifold, the recently proposed Riemannian optimization methods prove to be both efficient and effective in low rank tensor completion problems. However, existing methods fail to exploit the easily…

Machine Learning · Statistics 2017-02-24 Tengfei Zhou , Hui Qian , Zebang Shen , Congfu Xu

Deep neural network (DNN) generally takes thousands of iterations to optimize via gradient descent and thus has a slow convergence. In addition, softmax, as a decision layer, may ignore the distribution information of the data during…

Machine Learning · Computer Science 2021-06-16 Rui Zhang , Ziheng Jiao , Hongyuan Zhang , Xuelong Li

Denoising diffusions are state-of-the-art generative models exhibiting remarkable empirical performance. They work by diffusing the data distribution into a Gaussian distribution and then learning to reverse this noising process to obtain…

Machine Learning · Statistics 2024-02-20 Joe Benton , Yuyang Shi , Valentin De Bortoli , George Deligiannidis , Arnaud Doucet

Riemannian optimization is concerned with problems, where the independent variable lies on a smooth manifold. There is a number of problems from numerical linear algebra that fall into this category, where the manifold is usually specified…

Numerical Analysis · Mathematics 2024-06-27 Rasmus Jensen , Ralf Zimmermann

By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

Machine Learning · Statistics 2019-06-12 Antoine Liutkus , Umut Şimşekli , Szymon Majewski , Alain Durmus , Fabian-Robert Stöter

Addressing real-world optimization problems becomes particularly challenging when analytic objective functions or constraints are unavailable. While numerous studies have addressed the issue of unknown objectives, limited research has…

The last decade has witnessed an explosion in the development of models, theory and computational algorithms for "big data" analysis. In particular, distributed computing has served as a natural and dominating paradigm for statistical…

Machine Learning · Statistics 2018-11-02 Bayan Saparbayeva , Michael Minyi Zhang , Lizhen Lin

The indicator matrix plays an important role in machine learning, but optimizing it is an NP-hard problem. We propose a new relaxation of the indicator matrix and prove that this relaxation forms a manifold, which we call the Relaxed…

Machine Learning · Computer Science 2025-04-14 Jinghui Yuan , Fangyuan Xie , Feiping Nie , Xuelong Li

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

Adjoint-based optimization methods are attractive for aerodynamic shape design primarily due to their computational costs being independent of the dimensionality of the input space and their ability to generate high-fidelity gradients that…

Computational Physics · Physics 2020-08-18 S. Ashwin Renganathan , Romit Maulik and , Jai Ahuja

Stochastic gradient descent is a simple approach to find the local minima of a cost function whose evaluations are corrupted by noise. In this paper, we develop a procedure extending stochastic gradient descent algorithms to the case where…

Optimization and Control · Mathematics 2016-11-17 Silvere Bonnabel

Strictly enforcing orthonormality constraints on parameter matrices has been shown advantageous in deep learning. This amounts to Riemannian optimization on the Stiefel manifold, which, however, is computationally expensive. To address this…

Machine Learning · Computer Science 2020-02-05 Jun Li , Li Fuxin , Sinisa Todorovic

Optimization with constraints is a typical problem in quantum physics and quantum information science that becomes especially challenging for high-dimensional systems and complex architectures like tensor networks. Here we use ideas of…

Quantum Physics · Physics 2021-11-18 Ilia A. Luchnikov , Mikhail E. Krechetov , Sergey N. Filippov

We present the first distributed optimization algorithm with lazy communication for collaborative geometric estimation, the backbone of modern collaborative simultaneous localization and mapping (SLAM) and structure-from-motion (SfM)…

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…

Machine Learning · Computer Science 2019-09-13 Daniel Brooks , Olivier Schwander , Frederic Barbaresco , Jean-Yves Schneider , Matthieu Cord

In this paper, we present a method for denoising and reconstruction of low-dimensional manifold in high-dimensional space. We suggest a multidimensional extension of the Locally Optimal Projection algorithm which was introduced by Lipman et…

Numerical Analysis · Mathematics 2022-11-17 Shira Faigenbaum-Golovin , David Levin
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