Corpus ID: 14262500

Fast stochastic optimization on Riemannian manifolds

@article{Zhang2016FastSO,
  title={Fast stochastic optimization on Riemannian manifolds},
  author={Hongyi Zhang and Sashank J. Reddi and Suvrit Sra},
  journal={ArXiv},
  year={2016},
  volume={abs/1605.07147}
}
  • Hongyi Zhang, Sashank J. Reddi, Suvrit Sra
  • Published 2016
  • Mathematics, Computer Science
  • ArXiv
  • We study optimization of finite sums of \emph{geodesically} smooth functions on Riemannian manifolds. Although variance reduction techniques for optimizing finite-sum problems have witnessed a huge surge of interest in recent years, all existing work is limited to vector space problems. We introduce \emph{Riemannian SVRG}, a new variance reduced Riemannian optimization method. We analyze this method for both geodesically smooth \emph{convex} and \emph{nonconvex} functions. Our analysis reveals… CONTINUE READING

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