[КНИГА][B] An introduction to optimization on smooth manifolds
N Boumal - 2023 - books.google.com
Optimization on Riemannian manifolds-the result of smooth geometry and optimization
merging into one elegant modern framework-spans many areas of science and engineering …
merging into one elegant modern framework-spans many areas of science and engineering …
Forward-backward Gaussian variational inference via JKO in the Bures-Wasserstein space
Variational inference (VI) seeks to approximate a target distribution $\pi $ by an element of a
tractable family of distributions. Of key interest in statistics and machine learning is Gaussian …
tractable family of distributions. Of key interest in statistics and machine learning is Gaussian …
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 …
Minimum-distortion embedding
We consider the vector embedding problem. We are given a finite set of items, with the goal
of assigning a representative vector to each one, possibly under some constraints (such as …
of assigning a representative vector to each one, possibly under some constraints (such as …
Riemannian conjugate gradient methods: General framework and specific algorithms with convergence analyses
H Sato - SIAM Journal on Optimization, 2022 - SIAM
Conjugate gradient methods are important first-order optimization algorithms both in
Euclidean spaces and on Riemannian manifolds. However, while various types of conjugate …
Euclidean spaces and on Riemannian manifolds. However, while various types of conjugate …
[КНИГА][B] Riemannian optimization and its applications
H Sato - 2021 - Springer
Mathematical optimization is an important branch of applied mathematics. Different classes
of optimization problems are categorized based on their problem structures. While there are …
of optimization problems are categorized based on their problem structures. While there are …
Riemannian proximal gradient methods
In the Euclidean setting the proximal gradient method and its accelerated variants are a
class of efficient algorithms for optimization problems with decomposable objective. In this …
class of efficient algorithms for optimization problems with decomposable objective. In this …
Projection robust Wasserstein distance and Riemannian optimization
Projection robust Wasserstein (PRW) distance, or Wasserstein projection pursuit (WPP), is a
robust variant of the Wasserstein distance. Recent work suggests that this quantity is more …
robust variant of the Wasserstein distance. Recent work suggests that this quantity is more …
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 …