Curvature-Dependant Global Convergence Rates for Optimization on Manifolds of Bounded Geometry
We give curvature-dependant convergence rates for the optimization of weakly convex functions defined on a manifold of 1-bounded geometry via Riemannian gradient descent and via the dynamic trivialization algorithm. In order to do this, we give a tighter bound on the norm of the Hessian of the Riema...
Gespeichert in:
Veröffentlicht in: | arXiv.org 2020-08 |
---|---|
1. Verfasser: | |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | We give curvature-dependant convergence rates for the optimization of weakly convex functions defined on a manifold of 1-bounded geometry via Riemannian gradient descent and via the dynamic trivialization algorithm. In order to do this, we give a tighter bound on the norm of the Hessian of the Riemannian exponential than the previously known. We compute these bounds explicitly for some manifolds commonly used in the optimization literature such as the special orthogonal group and the real Grassmannian. Along the way, we present self-contained proofs of fully general bounds on the norm of the differential of the exponential map and certain cosine inequalities on manifolds, which are commonly used in optimization on manifolds. |
---|---|
ISSN: | 2331-8422 |