arXiv Machine Learning

Curvature-Independent Regret Bounds for Distributed Online Optimization on Hadamard Manifolds

arXiv:2609. 13646v1 Announce Type: new Abstract: This work addresses decentralized online Riemannian optimization on Hadamard manifolds.

arXiv Machine Learning
2d ago

Riemannian ascent--descent for nonconvex nonconcave minimax landscapes: convergence to basin saddle points and applications to distributionally robust optimization

The paper introduces a new convergence framework for solving distributionally robust optimization problems formulated as nonconvex, nonconcave minimax problems over a Euclidean space and a Riemannian manifold. It defines a "basin saddle point"—a locally defined Nash equilibrium—and proves that a Riemannian gradient ascent–descent algorithm converges to such points under a local Łojasiewicz growth condition. The authors apply this theory to a statistical risk DRO problem over Gaussian measures, deriving explicit convergence rates and constants in terms of data dimension, loss moments, and reference covariance.

By Rishabh Dixit, Pranav Upadrashta, Alex Cloninger
arXiv Machine Learning
3d ago

Block-Norm Geometries for Online Mirror Descent with Sparse Losses

The paper investigates how the choice of geometry in online mirror descent affects performance, particularly when loss gradients are sparse. It introduces randomized block‑norm mirror maps that interpolate between Euclidean and entropic geometries, achieving polynomial‑in‑dimension regret improvements over standard methods for various convex sets. The authors also demonstrate that naive alternation between mirror maps can lead to linear regret and propose a Hedge‑based meta‑algorithm that competes with the best mirror map in a finite portfolio, achieving near‑optimal regret for random block geometries.

By Swati Gupta, Jai Moondra, Mohit Singh
Hugging Face Trending Papers
Sep 3

Projected Riemannian Gradient Descent for the Bures-Wasserstein Barycenter: Dimension-Independent Linear Convergence at Unit Step Size

The paper introduces a Projected Riemannian Gradient Descent (RGD) algorithm for computing the Bures‑Wasserstein barycenter of positive definite matrices, achieving dimension‑independent linear convergence at unit step size. It resolves a previous dichotomy by showing that clipping eigenvalues to a fixed interval yields a closed‑form, non‑expansive projection in the BW metric, allowing the algorithm to match the empirical speed of unit‑step RGD while maintaining theoretical guarantees. The method also extends to the invariant matrix projection problem, providing a unified dimension‑independent analysis.