parallel transport
Acceleration via silver stepsize on Riemannian manifolds with applications to Wasserstein space
There is extensive literature on accelerating first-order optimization methods in an Euclidean setting. Under which conditions such acceleration is feasible in Riemannian optimization problems is an active area of research. Motivated by the recent success of silver stepsize methods in the Euclidean setting, we undertake a study of such algorithms in the Riemannian setting. We provide the new class of algorithms determined by the choice of vector transport that allows the silver stepsize acceleration on Riemannian manifolds for the function classes associated with the corresponding vector transport. As a core application, we show that our algorithm recovers the standard Wasserstein gradient descent on the 2-Wasserstein space and, as a result, provides the first provable accelerated gradient method for potential functional optimization problems in the Wasserstein space.
Finite-Time Analysis of Stochastic Nonconvex Nonsmooth Optimization on the Riemannian Manifolds
This work addresses the finite-time analysis of nonsmooth nonconvex stochastic optimization under Riemannian manifold constraints. We adapt the notion of Goldstein stationarity to the Riemannian setting as a performance metric for nonsmooth optimization on manifolds. We then propose a Riemannian Online to NonConvex (RO2NC) algorithm, for which we establish the sample complexity of O(ϵ 3δ 1)in finding (δ,ϵ)-stationary points. This result is the first-ever finite-time guarantee for fully nonsmooth, nonconvex optimization on manifolds and matches the optimal complexity in the Euclidean setting. When gradient information is unavailable, we develop a zeroth order version of RO2NC algorithm (ZO-RO2NC), for which we establish the same sample complexity. The numerical results support the theory and demonstrate the practical effectiveness of the algorithms.
Another Look at Log-PCA for Probability Measures: A Dynamical Formulation and Statistical Convergence
Xu, Peng, Zhu, Changbo, Kim, Young-Heon, Chen, Xiaohui
Principal component analysis (PCA) is a major statistical analysis and machine learning tool for dimensional reduction and visualization of high-dimensional datasets [1]. Classical PCA in the Euclidean space is to find the eigenvectors associated with the top eigenvalues of the covariance matrix. Geometrically, PCA can be interpreted as finding the orthogonal directions that maximize the projected data variance to the linear subspace spanned by those directions. Recently, efforts for extending the Euclidean PCA to capture variations for a collection of probability measures have been made [2, 3, 4]. Since the Wasserstein space is an infinite-dimensional curved space, one challenge is to define a proper notion of principal mode of variations in the space of probability measures. In this paper, we take a variational and dynamical perspective of the Euclidean PCA that has robust generalization to the Wasserstein geometry. Specifically, given input data points x1,...,xn in the Euclidean space Rm, performing the standard PCA to find the first principal mode of variation gt = xn +tv passing through the mean xn = n 1 Pn i=1 xi can be reformulated as minimizing the residuals by projecting each data point in the direction v: ˆv1 = argmin
Intrinsic Riemannian Cross-covariance for Manifold-valued Random Objects
Soto, Carlos, Wang, Cheng, Huang, Yujing, Chen, Xiaoyu
Covariance estimation yields a fundamental second-order statistic underlying representation learning, dimension reduction, and dependence modeling. While covariance has been well understood in Euclidean spaces, it is ill-defined for random objects residing on nonlinear Riemannian manifolds, which increasingly arise in modern machine learning applications involving shapes, symmetric positive definite (SPD) matrices, etc. This paper introduces an intrinsic Riemannian cross-covariance for manifold-valued random objects. Our approach defines covariance and correlation by transporting local variations to a common tangent space via parallel transport, yielding a second-order descriptor that is independent of arbitrary coordinate choices. We establish that the proposed covariance inherits desirable properties of its Euclidean counterparts and characterize its asymptotic behavior. Numerical studies on spheres and SPD manifolds, together with real-data experiments on heart valve shapes in Kendall's shape space, demonstrate the effectiveness of our estimators and verify the stated properties. Our results position the Riemannian covariance as a fundamental tool for second-order learning and analysis in non-Euclidean representation spaces.
Efficient Sampling on Riemannian Manifolds via Langevin MCMC
We study the task of efficiently sampling from a Gibbs distribution dπ = e hdvolg over a Riemannian manifold M via (geometric) Langevin MCMC; this algorithm involves computing exponential maps in random Gaussian directions and is efficiently implementable in practice. The key to our analysis of Langevin MCMC is a bound on the discretization error of the geometric Euler-Murayama scheme, assuming his Lipschitz and M has bounded sectional curvature. Our error bound matches the error of Euclidean Euler-Murayama in terms of its stepsize dependence. Combined with a contraction guarantee for the geometric Langevin Diffusion under Kendall-Cranston coupling, we prove that the Langevin MCMC iterates lie within ε-Wasserstein distance of π after O(ε 2)steps, which matches the iteration complexity for Euclidean Langevin MCMC. Our results apply in general settings where hcan be nonconvex and M can have negative Ricci curvature. Under additional assumptions that the Riemannian curvature tensor has bounded derivatives, and that π satisfies a CD(,) condition, we analyze the stochastic gradient version of Langevin MCMC, and bound its iteration complexity by O(ε 2)as well.
Accelerate Vector Diffusion Maps by Landmarks
Yeh, Sing-Yuan, Wu, Yi-An, Wu, Hau-Tieng, Tsui, Mao-Pei
We propose a landmark-constrained algorithm, LA-VDM (Landmark Accelerated Vector Diffusion Maps), to accelerate the Vector Diffusion Maps (VDM) framework built upon the Graph Connection Laplacian (GCL), which captures pairwise connection relationships within complex datasets. LA-VDM introduces a novel two-stage normalization that effectively address nonuniform sampling densities in both the data and the landmark sets. Under a manifold model with the frame bundle structure, we show that we can accurately recover the parallel transport with landmark-constrained diffusion from a point cloud, and hence asymptotically LA-VDM converges to the connection Laplacian. The performance and accuracy of LA-VDM are demonstrated through experiments on simulated datasets and an application to nonlocal image denoising.