A brief introduction to manifold optimization
Manifold optimization is ubiquitous in computational and applied mathematics, statistics,
engineering, machine learning, physics, chemistry, etc. One of the main challenges usually …
engineering, machine learning, physics, chemistry, etc. One of the main challenges usually …
Proximal gradient method for nonsmooth optimization over the Stiefel manifold
We consider optimization problems over the Stiefel manifold whose objective function is the
summation of a smooth function and a nonsmooth function. Existing methods for solving this …
summation of a smooth function and a nonsmooth function. Existing methods for solving this …
A riemannian block coordinate descent method for computing the projection robust wasserstein distance
The Wasserstein distance has become increasingly important in machine learning and deep
learning. Despite its popularity, the Wasserstein distance is hard to approximate because of …
learning. Despite its popularity, the Wasserstein distance is hard to approximate because of …
Weakly convex optimization over Stiefel manifold using Riemannian subgradient-type methods
We consider a class of nonsmooth optimization problems over the Stiefel manifold, in which
the objective function is weakly convex in the ambient Euclidean space. Such problems are …
the objective function is weakly convex in the ambient Euclidean space. Such problems are …
Riemannian conjugate gradient methods with inverse retraction
X Zhu, H Sato - Computational Optimization and Applications, 2020 - Springer
We propose a new class of Riemannian conjugate gradient (CG) methods, in which inverse
retraction is used instead of vector transport for search direction construction. In existing …
retraction is used instead of vector transport for search direction construction. In existing …
Primal-dual optimization algorithms over Riemannian manifolds: an iteration complexity analysis
In this paper we study nonconvex and nonsmooth multi-block optimization over Euclidean
embedded (smooth) Riemannian submanifolds with coupled linear constraints. Such …
embedded (smooth) Riemannian submanifolds with coupled linear constraints. Such …
A cubic regularized Newton's method over Riemannian manifolds
In this paper we present a cubic regularized Newton's method to minimize a smooth function
over a Riemannian manifold. The proposed algorithm is shown to reach a second-order …
over a Riemannian manifold. The proposed algorithm is shown to reach a second-order …
Two-sample test with kernel projected wasserstein distance
We develop a kernel projected Wasserstein distance for the two-sample test, an essential
building block in statistics and machine learning: given two sets of samples, to determine …
building block in statistics and machine learning: given two sets of samples, to determine …
Nonsmooth Optimization over the Stiefel Manifold and Beyond: Proximal Gradient Method and Recent Variants
We consider optimization problems over the Stiefel manifold whose objective function is the
summation of a smooth function and a nonsmooth function. Existing methods for solving this …
summation of a smooth function and a nonsmooth function. Existing methods for solving this …
Riemannian natural gradient methods
This paper studies large-scale optimization problems on Riemannian manifolds whose
objective function is a finite sum of negative log-probability losses. Such problems arise in …
objective function is a finite sum of negative log-probability losses. Such problems arise in …