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Random Coordinate Descent on the Wasserstein Space of Probability Measures

Xu, Yewei, Li, Qin

arXiv.org Machine Learning

Optimization over the space of probability measures endowed with the Wasserstein-2 geometry is central to modern machine learning and mean-field modeling. However, traditional methods relying on full Wasserstein gradients often suffer from high computational overhead in high-dimensional or ill-conditioned settings. We propose a randomized coordinate descent framework specifically designed for the Wasserstein manifold, introducing both Random Wasserstein Coordinate Descent (RWCD) and Random Wasserstein Coordinate Proximal{-Gradient} (RWCP) for composite objectives. By exploiting coordinate-wise structures, our methods adapt to anisotropic objective landscapes where full-gradient approaches typically struggle. We provide a rigorous convergence analysis across various landscape geometries, establishing guarantees under non-convex, Polyak-Łojasiewicz, and geodesically convex conditions. Our theoretical results mirror the classic convergence properties found in Euclidean space, revealing a compelling symmetry between coordinate descent on vectors and on probability measures. The developed techniques are inherently adaptive to the Wasserstein geometry and offer a robust analytical template that can be extended to other optimization solvers within the space of measures. Numerical experiments on ill-conditioned energies demonstrate that our framework offers significant speedups over conventional full-gradient methods.






Riemannian Projection-free Online Learning

Neural Information Processing Systems

In Euclidean space, OCO boasts a robust theoretical foundation and numerous real-world applications, such as online load balancing (Molinaro, 2017), optimal control (Li et al., 2019), revenue maximization (Lin et al., 2019), and portfolio management (Jézéquel et al., 2022).




HyperbolicNeuralNetworks

Neural Information Processing Systems

Hyperbolic spaces have recently gained momentum in the context of machine learning due to their high capacity and tree-likeliness properties. However, the representational power of hyperbolic geometry is not yet on par with Euclidean geometry, mostly because of the absence of corresponding hyperbolic neural networklayers.