Information geometry of exponentiated gradient: convergence beyond L-smoothness
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Information geometry (statistical aspects) (62B11) Numerical optimization and variational techniques (65K10) Computing methodologies for image processing (68U10) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Measures of information, entropy (94A17)
Cites work
- A descent lemma beyond Lipschitz gradient continuity: first-order methods revisited and applications
- An Introduction to Optimization on Smooth Manifolds
- Convergence of the exponentiated gradient method with Armijo line search
- Exponentiated gradient versus gradient descent for linear predictors
- Global convergence of Hager-Zhang type Riemannian conjugate gradient method
- scientific article; zbMATH DE number 1560711 (Why is no real title available?)
- scientific article; zbMATH DE number 5223994 (Why is no real title available?)
- scientific article; zbMATH DE number 3278849 (Why is no real title available?)
- Interior Gradient and Proximal Methods for Convex and Conic Optimization
- Mirror descent and nonlinear projected subgradient methods for convex optimization.
- On the Riemannian geometry defined by self-concordant barriers and interior-point methods.
- Pymanopt: a Python toolbox for optimization on manifolds using automatic differentiation
- Riemannian geometry and geometric analysis
- Sufficient descent Riemannian conjugate gradient methods
- The Information Geometry of Mirror Descent
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