Forward-backward Gaussian variational inference via JKO in the Bures-Wasserstein space

MZ Diao, K Balasubramanian… - … on Machine Learning, 2023 - proceedings.mlr.press
Variational inference (VI) seeks to approximate a target distribution $\pi $ by an element of a
tractable family of distributions. Of key interest in statistics and machine learning is Gaussian …

Weakly convex optimization over Stiefel manifold using Riemannian subgradient-type methods

X Li, S Chen, Z Deng, Q Qu, Z Zhu… - SIAM Journal on …, 2021 - SIAM
We consider a class of nonsmooth optimization problems over the Stiefel manifold, in which
the objective function is weakly convex in the ambient Euclidean space. Such problems are …

A riemannian admm

J Li, S Ma, T Srivastava - arXiv preprint arXiv:2211.02163, 2022 - arxiv.org
We consider a class of Riemannian optimization problems where the objective is the sum of
a smooth function and a nonsmooth function, considered in the ambient space. This class of …

A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of

C Zhang, X Chen, S Ma - Mathematics of Operations …, 2023 - pubsonline.informs.org
In this paper, we study the generalized subdifferentials and the Riemannian gradient
subconsistency that are the basis for non-Lipschitz optimization on embedded submanifolds …

Stochastic zeroth-order Riemannian derivative estimation and optimization

J Li, K Balasubramanian, S Ma - Mathematics of Operations …, 2023 - pubsonline.informs.org
We consider stochastic zeroth-order optimization over Riemannian submanifolds embedded
in Euclidean space, where the task is to solve Riemannian optimization problems with only …

Decentralized weakly convex optimization over the Stiefel manifold

J Wang, J Hu, S Chen, Z Deng, AMC So - arXiv preprint arXiv:2303.17779, 2023 - arxiv.org
We focus on a class of non-smooth optimization problems over the Stiefel manifold in the
decentralized setting, where a connected network of $ n $ agents cooperatively minimize a …

A trust region method for solving multicriteria optimization problems on riemannian manifolds

N Eslami, B Najafi, SM Vaezpour - Journal of Optimization Theory and …, 2023 - Springer
We extend and analyze the trust region method for solving smooth and unconstrained
multicriteria optimization problems on Riemannian manifolds. At each iteration of this …

A manifold proximal linear method for sparse spectral clustering with application to single-cell RNA sequencing data analysis

Z Wang, B Liu, S Chen, S Ma, L Xue… - INFORMS Journal on …, 2022 - pubsonline.informs.org
Spectral clustering is one of the fundamental unsupervised learning methods and is widely
used in data analysis. Sparse spectral clustering (SSC) imposes sparsity to the spectral …

Nonsmooth Optimization over the Stiefel Manifold and Beyond: Proximal Gradient Method and Recent Variants

S Chen, S Ma, A Man-Cho So, T Zhang - SIAM Review, 2024 - SIAM
We consider optimization problems over the Stiefel manifold whose objective function is the
summation of a smooth function and a nonsmooth function. Existing methods for solving this …

HARD: Hyperplane ARrangement Descent

T Ding, L Peng, R Vidal - Conference on Parsimony and …, 2024 - proceedings.mlr.press
The problem of clustering points on a union of subspaces finds numerous applications in
machine learning and computer vision, and it has been extensively studied in the past two …