Related papers: NS-RGS: Newton-Schulz based Riemannian gradient me…

3D Gaussian Splatting (3DGS) has emerged as a mainstream solution for novel view synthesis and 3D reconstruction. By explicitly encoding a 3D scene using a collection of Gaussian kernels, 3DGS achieves high-quality rendering with superior…

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…

Stochastic gradient descent (SGD) on a low-rank factorization is commonly employed to speed up matrix problems including matrix completion, subspace tracking, and SDP relaxation. In this paper, we exhibit a step size scheme for SGD on a…

The tensor-network renormalization group (TNRG) is an accurate numerical real-space renormalization group method for studying phase transitions in both quantum and classical systems. Continuous phase transitions, as an important class of…

Conjugate gradient (CG) methods are widely acknowledged as efficient for minimizing continuously differentiable functions in Euclidean spaces. In recent years, various CG methods have been extended to Riemannian manifold optimization, but…

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…

We study nonconvex finite-sum problems and analyze stochastic variance reduced gradient (SVRG) methods for them. SVRG and related methods have recently surged into prominence for convex optimization given their edge over stochastic gradient…

This article introduces randomized block Gram-Schmidt process (RBGS) for QR decomposition. RBGS extends the single-vector randomized Gram-Schmidt (RGS) algorithm and inherits its key characteristics such as being more efficient and having…

We study optimization of finite sums of geodesically smooth functions on Riemannian manifolds. Although variance reduction techniques for optimizing finite-sums have witnessed tremendous attention in the recent years, existing work is…

Discretization of continuous stochastic processes is needed to numerically simulate them or to infer models from experimental time series. However, depending on the nature of the process, the same discretization scheme, if not accurate…

This paper explores the problem of generalized phase retrieval, which involves reconstructing a length-$n$ signal $\bm{x}$ from its $m$ phaseless samples $y_k = \left|\langle \bm{a}_k,\bm{x}\rangle\right|^2$, where $k = 1,2,...,m$, and…

We introduce the Nuclear Electronic All-Particle Density Matrix Renormalization Group (NEAP-DMRG) method for solving the time-independent Schr\"odinger equation simultaneously for electrons and other quantum species. In contrast to already…

This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…

In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…

Following early work on Hessian-free methods for deep learning, we study a stochastic generalized Gauss-Newton method (SGN) for training DNNs. SGN is a second-order optimization method, with efficient iterations, that we demonstrate to…

We present the remote stochastic gradient (RSG) method, which computes the gradients at configurable remote observation points, in order to improve the convergence rate and suppress gradient noise at the same time for different curvatures.…

The detection of gravitational waves has intensified the need for efficient, high-precision modeling of the two-body problem in General Relativity. Current analytical methods, primarily the Post-Minkowskian and Post-Newtonian expansions,…

In this paper we employ the Renormalization Group (RG) method to study higher order corrections to the long-time asymptotics of a class of nonlinear integral equations with a generalized heat kernel and with time-dependent coefficients.…

The low-rank matrix recovery problem seeks to reconstruct an unknown $n_1 \times n_2$ rank-$r$ matrix from $m$ linear measurements, where $m\ll n_1n_2$. This problem has been extensively studied over the past few decades, leading to a…

This work presents ReSync, a Riemannian subgradient-based algorithm for solving the robust rotation synchronization problem, which arises in various engineering applications. ReSync solves a least-unsquared minimization formulation over the…