[图书][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 …

[图书][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 …

Accelerating ill-conditioned low-rank matrix estimation via scaled gradient descent

T Tong, C Ma, Y Chi - Journal of Machine Learning Research, 2021 - jmlr.org
Low-rank matrix estimation is a canonical problem that finds numerous applications in signal
processing, machine learning and imaging science. A popular approach in practice is to …

Guarantees of Riemannian optimization for low rank matrix recovery

K Wei, JF Cai, TF Chan, S Leung - SIAM Journal on Matrix Analysis and …, 2016 - SIAM
We establish theoretical recovery guarantees of a family of Riemannian optimization
algorithms for low rank matrix recovery, which is about recovering an m*n rank r matrix from …

Low-rank tensor completion: a Riemannian manifold preconditioning approach

H Kasai, B Mishra - International conference on machine …, 2016 - proceedings.mlr.press
We propose a novel Riemannian manifold preconditioning approach for the tensor
completion problem with rank constraint. A novel Riemannian metric or inner product is …

Riemannian stochastic variance reduced gradient algorithm with retraction and vector transport

H Sato, H Kasai, B Mishra - SIAM Journal on Optimization, 2019 - SIAM
In recent years, stochastic variance reduction algorithms have attracted considerable
attention for minimizing the average of a large but finite number of loss functions. This paper …

[HTML][HTML] Low-rank matrix completion via preconditioned optimization on the Grassmann manifold

N Boumal, PA Absil - Linear Algebra and its Applications, 2015 - Elsevier
We address the numerical problem of recovering large matrices of low rank when most of
the entries are unknown. We exploit the geometry of the low-rank constraint to recast the …

Preconditioning matters: Fast global convergence of non-convex matrix factorization via scaled gradient descent

X Jia, H Wang, J Peng, X Feng… - Advances in Neural …, 2024 - proceedings.neurips.cc
Low-rank matrix factorization (LRMF) is a canonical problem in non-convex optimization, the
objective function to be minimized is non-convex and even non-smooth, which makes the …

Discriminative subspace learning via optimization on Riemannian manifold

W Yin, Z Ma, Q Liu - Pattern Recognition, 2023 - Elsevier
Discriminative subspace learning is an important problem in machine learning, which aims
to find the maximum separable decision subspace. Traditional Euclidean-based methods …

An estimate sequence for geodesically convex optimization

H Zhang, S Sra - Conference On Learning Theory, 2018 - proceedings.mlr.press
We propose a Riemannian version of Nesterov's Accelerated Gradient algorithm (\textsc
{Ragd}), and show that for\emph {geodesically} smooth and strongly convex problems …