Riemannian SVRG: Fast Stochastic Optimization on Riemannian Manifolds Hongyi Zhang Sashank J. Reddi Suvrit Sra MIT Carnegie Mellon University MIT

We study optimization of finite sums of geodesically smooth functions on Riemannian manifolds. Although variance reduction techniques for optimizing finite-sums have witnessed tremendous attention in the recent years, existing work is limited to vector space problems.