Zeroth-order Riemannian averaging stochastic approximation algorithms

DOI10.1137/23M1605405MaRDI QIDQ6622753zbMATH OpenFDO

Authors Jiaxiang Li, Krishnakumar Balasubramanian, Shiqian Ma

Publication date 22 October 2024

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/23M1605405

zbMATH Keywords

parallel and vector transport approximation boundsRiemannian optimizationsample complexityZeroth-order optimization

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56)

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• Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization
• The Geometry of Algorithms with Orthogonality Constraints
• Tracking and Regret Bounds for Online Zeroth-Order Euclidean and Riemannian Optimization

Cited in

(2)

• Tracking and Regret Bounds for Online Zeroth-Order Euclidean and Riemannian Optimization
• Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization

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