Riemannian stochastic optimization methods avoid strict saddle points

YP Hsieh, MR Karimi Jaghargh… - Advances in …, 2024 - proceedings.neurips.cc
Many modern machine learning applications-from online principal component analysis to
covariance matrix identification and dictionary learning-can be formulated as minimization …

Fast global convergence for low-rank matrix recovery via Riemannian gradient descent with random initialization

TY Hou, Z Li, Z Zhang - arXiv preprint arXiv:2012.15467, 2020 - arxiv.org
In this paper, we propose a new global analysis framework for a class of low-rank matrix
recovery problems on the Riemannian manifold. We analyze the global behavior for the …

Solving optimization problems over the Stiefel manifold by smooth exact penalty function

N Xiao, X Liu - arXiv preprint arXiv:2110.08986, 2021 - arxiv.org
In this paper, we present a novel penalty model called ExPen for optimization over the
Stiefel manifold. Different from existing penalty functions for orthogonality constraints, ExPen …

Exponential convergence of Sobolev gradient descent for a class of nonlinear eigenproblems

Z Zhang - arXiv preprint arXiv:1912.02135, 2019 - arxiv.org
We propose to use the {\L} ojasiewicz inequality as a general tool for analyzing the
convergence rate of gradient descent on a Hilbert manifold, without resorting to the …

Asymptotic escape of spurious critical points on the low-rank matrix manifold

TY Hou, Z Li, Z Zhang - arXiv preprint arXiv:2107.09207, 2021 - arxiv.org
We show that on the manifold of fixed-rank and symmetric positive semi-definite matrices,
the Riemannian gradient descent algorithm almost surely escapes some spurious critical …

[图书][B] Low-Rank Matrix Recovery: Manifold Geometry and Global Convergence

Z Zhang - 2023 - search.proquest.com
Low-rank matrix recovery problems are prevalent in modern data science, machine learning,
and artificial intelligence, and the low-rank property of matrices is widely exploited to extract …

Nonconvex Optimization for Low-rank Matrix Related Problems

L Zhenzhen - 2020 - search.proquest.com
In this thesis, we will talk about some non-convex analysis applied on the low-rank matrix
related problems via the Riemannian optimization. In Chapter 2, we will develop tools to …