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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Vector Transport Free Riemannian LBFGS for Optimization o...
Reza Godaz, Benyamin Ghojogh, Reshad Hosseini, Reza Monsefi, Fak · 2021-08-25 · via stat.ML updates on arXiv.org

This work concentrates on optimization on Riemannian manifolds. The Limited-memory Broyden-Fletcher-Goldfarb-Shanno (LBFGS) algorithm is a commonly used quasi-Newton method for numerical optimization in Euclidean spaces. Riemannian LBFGS (RLBFGS) is an extension of this method to Riemannian manifolds. RLBFGS involves computationally expensive vector transports as well as unfolding recursions using adjoint vector transports. In this article, we propose two mappings in the tangent space using the inverse second root and Cholesky decomposition. These mappings make both vector transport and adjoint vector transport identity and therefore isometric. Identity vector transport makes RLBFGS less computationally expensive and its isometry is also very useful in convergence analysis of RLBFGS. Moreover, under the proposed mappings, the Riemannian metric reduces to Euclidean inner product, which is much less computationally expensive. We focus on the Symmetric Positive Definite (SPD) manifolds which are beneficial in various fields such as data science and statistics. This work opens a research opportunity for extension of the proposed mappings to other well-known manifolds.