Recent Advances in Stochastic Riemannian Optimization

DOI10.1007/978-3-030-31351-7_19OpenAlexW3014712791MaRDI QIDQ3300553

Suvrit Sra, Reshad Hosseini

Publication date: 29 July 2020

Published in: Handbook of Variational Methods for Nonlinear Geometric Data (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-31351-7_19

Mathematics Subject Classification ID

Numerical approximation and computational geometry (primarily algorithms) (65Dxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Numerical methods for partial differential equations, boundary value problems (65Nxx)

Related Items

Riemannian stochastic variance-reduced cubic regularized Newton method for submanifold optimization

Uses Software

• Manopt
• RTRMC
• Saga

Cites Work

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• Inference and mixture modeling with the elliptical Gamma distribution
• An alternative to EM for Gaussian mixture models: batch and stochastic Riemannian optimization
• A Riemannian gossip approach to subspace learning on Grassmann manifold
• Low-Rank Matrix Completion by Riemannian Optimization
• Matrix Information Geometry
• Manopt, a Matlab toolbox for optimization on manifolds
• A Broyden Class of Quasi-Newton Methods for Riemannian Optimization
• Global rates of convergence for nonconvex optimization on manifolds
• Riemannian Stochastic Variance Reduced Gradient Algorithm with Retraction and Vector Transport
• Conic Geometric Optimization on the Manifold of Positive Definite Matrices
• Medians and Means in Riemannian Geometry: Existence, Uniqueness and Computation
• Stochastic Gradient Descent on Riemannian Manifolds
• Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
• Riemannian geometry and geometric analysis

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