Faster first-order methods for stochastic non-convex optimization on Riemannian manifolds

• Main Authors: ZHOU, Pan, YUAN, Xiao-Tong, FENG, Jiashi
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2019
• Subjects: Graphics and Human Computer Interfaces
• Online Access: https://ink.library.smu.edu.sg/sis_research/9004; https://ink.library.smu.edu.sg/context/sis_research/article/10007/viewcontent/2019_AIS_Riemannian.pdf
• Institution: Singapore Management University

SPIDER (Stochastic Path Integrated Differential EstimatoR) is an efficient gradient estimation technique developed for non-convex stochastic optimization. Although having been shown to attain nearly optimal computational complexity bounds, the SPIDERtype methods are limited to linear metric spaces....