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Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the…

Machine Learning · Computer Science 2013-04-25 B. Mishra , G. Meyer , S. Bonnabel , R. Sepulchre

Nonlinear dimensionality reduction methods provide a valuable means to visualize and interpret high-dimensional data. However, many popular methods can fail dramatically, even on simple two-dimensional manifolds, due to problems such as…

Machine Learning · Statistics 2020-07-08 Daniel Ting , Michael I. Jordan

In recent years, manifold learning has become increasingly popular as a tool for performing non-linear dimensionality reduction. This has led to the development of numerous algorithms of varying degrees of complexity that aim to recover man…

Machine Learning · Statistics 2013-06-03 Dominique Perraul-Joncas , Marina Meila

Dimensionality reduction on quadratic manifolds augments linear approximations with quadratic correction terms. Previous works rely on linear approximations given by projections onto the first few leading principal components of the…

Numerical Analysis · Mathematics 2024-12-13 Paul Schwerdtner , Benjamin Peherstorfer

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…

Machine Learning · Statistics 2026-03-19 Jiaxin Jiang , Lei Shi , Jiyuan Tan

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…

Machine Learning · Computer Science 2021-04-07 Bingxin Zhou , Junbin Gao , Minh-Ngoc Tran , Richard Gerlach

Representing images and videos with Symmetric Positive Definite (SPD) matrices, and considering the Riemannian geometry of the resulting space, has been shown to yield high discriminative power in many visual recognition tasks.…

Computer Vision and Pattern Recognition · Computer Science 2016-05-23 Mehrtash Harandi , Mathieu Salzmann , Richard Hartley

We propose an inexact optimization algorithm on Riemannian manifolds, motivated by quadratic discrimination tasks in high-dimensional, low-sample-size (HDLSS) imaging settings. In such applications, gradient evaluations are often biased due…

Optimization and Control · Mathematics 2025-07-08 Uday Talwar , Meredith K. Kupinski , Afrooz Jalilzadeh

Many machine learning applications are naturally formulated as optimization problems on Riemannian manifolds. The main idea behind Riemannian optimization is to maintain the feasibility of the variables while moving along a descent…

Optimization and Control · Mathematics 2024-06-05 Andi Han , Pratik Jawanpuria , Bamdev Mishra

The paper addresses the problem of optimizing a class of composite functions on Riemannian manifolds and a new first order optimization algorithm (FOA) with a fast convergence rate is proposed. Through the theoretical analysis for FOA, it…

Numerical Analysis · Computer Science 2015-12-08 Haoran Chen , Yanfeng Sun , Junbin Gao , Yongli Hu

We reframe linear dimensionality reduction as a problem of Bayesian inference on matrix manifolds. This natural paradigm extends the Bayesian framework to dimensionality reduction tasks in higher dimensions with simpler models at greater…

Computation · Statistics 2016-06-15 Andrew Holbrook , Alexander Vandenberg-Rodes , Babak Shahbaba

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

This paper generalizes recent advances on quadratic manifold (QM) dimensionality reduction by developing kernel methods-based nonlinear-augmentation dimensionality reduction. QMs, and more generally feature map-based nonlinear corrections,…

Computational Engineering, Finance, and Science · Computer Science 2025-09-03 Alejandro N. Diaz , Jacob T. Needels , Irina K. Tezaur , Patrick J. Blonigan

Optimization with orthogonality constraints frequently arises in various fields such as machine learning. Riemannian optimization offers a powerful framework for solving these problems by equipping the constraint set with a Riemannian…

Optimization and Control · Mathematics 2025-05-20 Andi Han , Pierre-Louis Poirion , Akiko Takeda

Meta-learning, or "learning to learn," aims to enable models to quickly adapt to new tasks with minimal data. While traditional methods like Model-Agnostic Meta-Learning (MAML) optimize parameters in Euclidean space, they often struggle to…

Machine Learning · Computer Science 2025-03-17 JuneYoung Park , YuMi Lee , Tae-Joon Kim , Jang-Hwan Choi

Convex optimization is a well-established research area with applications in almost all fields. Over the decades, multiple approaches have been proposed to solve convex programs. The development of interior-point methods allowed solving a…

Optimization and Control · Mathematics 2020-01-08 Ahmed Douik , Babak Hassibi

Although many machine learning algorithms involve learning subspaces with particular characteristics, optimizing a parameter matrix that is constrained to represent a subspace can be challenging. One solution is to use Riemannian…

Machine Learning · Computer Science 2017-03-10 Stephen Giguere , Francisco Garcia , Sridhar Mahadevan

Quadratic manifolds for nonintrusive reduced modeling are typically trained to minimize the reconstruction error on snapshot data, which means that the error of models fitted to the embedded data in downstream learning steps is ignored. In…

Dynamical Systems · Mathematics 2025-07-29 Paul Schwerdtner , Prakash Mohan , Julie Bessac , Marc T. Henry de Frahan , Benjamin Peherstorfer

This paper exploits a basic connection between sequential quadratic programming and Riemannian gradient optimization to address the general question of selecting a metric in Riemannian optimization, in particular when the Riemannian…

Optimization and Control · Mathematics 2016-03-10 Bamdev Mishra , Rodolphe Sepulchre

Riemannian optimization is a principled framework for solving optimization problems where the desired optimum is constrained to a smooth manifold $\mathcal{M}$. Algorithms designed in this framework usually require some geometrical…

Optimization and Control · Mathematics 2022-09-08 Boris Shustin , Haim Avron , Barak Sober
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