Riemannian accelerated gradient methods via extrapolation
Optimization and Control
2022-08-16 v1 Machine Learning
Machine Learning
Abstract
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 the optimal convergence rate asymptotically and is computationally more favorable than the recently proposed Riemannian Nesterov accelerated gradient methods. Our experiments verify the practical benefit of the novel acceleration strategy.
Cite
@article{arxiv.2208.06619,
title = {Riemannian accelerated gradient methods via extrapolation},
author = {Andi Han and Bamdev Mishra and Pratik Jawanpuria and Junbin Gao},
journal= {arXiv preprint arXiv:2208.06619},
year = {2022}
}