Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Journal articles
  4. An Accelerated First-Order Method for Non-convex Optimization on Manifolds
 
research article

An Accelerated First-Order Method for Non-convex Optimization on Manifolds

Criscitiello, Christopher  
•
Boumal, Nicolas  
June 8, 2022
Foundations Of Computational Mathematics

We describe the first gradient methods on Riemannian manifolds to achieve accelerated rates in the non-convex case. Under Lipschitz assumptions on the Riemannian gradient and Hessian of the cost function, these methods find approximate first-order critical points faster than regular gradient descent. A randomized version also finds approximate second-order critical points. Both the algorithms and their analyses build extensively on existing work in the Euclidean case. The basic operation consists in running the Euclidean accelerated gradient descent method (appropriately safe-guarded against non-convexity) in the current tangent space, then moving back to the manifold and repeating. This requires lifting the cost function from the manifold to the tangent space, which can be done for example through the Riemannian exponential map. For this approach to succeed, the lifted cost function (called the pullback) must retain certain Lipschitz properties. As a contribution of independent interest, we prove precise claims to that effect, with explicit constants. Those claims are affected by the Riemannian curvature of the manifold, which in turn affects the worst-case complexity bounds for our optimization algorithms.

  • Files
  • Details
  • Metrics
Loading...
Thumbnail Image
Name

s10208-022-09573-9.pdf

Type

Publisher's Version

Version

http://purl.org/coar/version/c_970fb48d4fbd8a85

Access type

openaccess

License Condition

CC BY

Size

1.05 MB

Format

Adobe PDF

Checksum (MD5)

19c338ee8404084273dd2791fa3a7a4c

Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés