riemannian
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.
Hyperbolic Procrustes Analysis Using Riemannian Geometry
Label-free alignment between datasets collected at different times, locations, or by different instruments is a fundamental scientific task. Hyperbolic spaces have recently provided a fruitful foundation for the development of informative representations of hierarchical data. Here, we take a purely geometric approach for label-free alignment of hierarchical datasets and introduce hyperbolic Procrustes analysis (HPA). HPA consists of new implementations of the three prototypical Procrustes analysis components: translation, scaling, and rotation, based on the Riemannian geometry of the Lorentz model of hyperbolic space. We analyze the proposed components, highlighting their useful properties for alignment. The efficacy of HPA, its theoretical properties, stability and computational efficiency are demonstrated in simulations.
Finite-Time Analysis of Stochastic Nonconvex Nonsmooth Optimization on the Riemannian Manifolds
Sahinoglu, Emre, Sun, Youbang, Shahrampour, Shahin
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 $O(ε^{-3}δ^{-1})$ 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.
The largest EEG-based BCI reproducibility study for open science: the MOABB benchmark
Chevallier, Sylvain, Carrara, Igor, Aristimunha, Bruno, Guetschel, Pierre, Sedlar, Sara, Lopes, Bruna, Velut, Sebastien, Khazem, Salim, Moreau, Thomas
Objective. This study conduct an extensive Brain-computer interfaces (BCI) reproducibility analysis on open electroencephalography datasets, aiming to assess existing solutions and establish open and reproducible benchmarks for effective comparison within the field. The need for such benchmark lies in the rapid industrial progress that has given rise to undisclosed proprietary solutions. Furthermore, the scientific literature is dense, often featuring challenging-to-reproduce evaluations, making comparisons between existing approaches arduous. Approach. Within an open framework, 30 machine learning pipelines (separated into raw signal: 11, Riemannian: 13, deep learning: 6) are meticulously re-implemented and evaluated across 36 publicly available datasets, including motor imagery (14), P300 (15), and SSVEP (7). The analysis incorporates statistical meta-analysis techniques for results assessment, encompassing execution time and environmental impact considerations. Main results. The study yields principled and robust results applicable to various BCI paradigms, emphasizing motor imagery, P300, and SSVEP. Notably, Riemannian approaches utilizing spatial covariance matrices exhibit superior performance, underscoring the necessity for significant data volumes to achieve competitive outcomes with deep learning techniques. The comprehensive results are openly accessible, paving the way for future research to further enhance reproducibility in the BCI domain. Significance. The significance of this study lies in its contribution to establishing a rigorous and transparent benchmark for BCI research, offering insights into optimal methodologies and highlighting the importance of reproducibility in driving advancements within the field.
Partial Least Square Regression via Three-factor SVD-type Manifold Optimization for EEG Decoding
Yin, Wanguang, Liang, Zhichao, Zhang, Jianguo, Liu, Quanying
Partial least square regression (PLSR) is a widely-used statistical model to reveal the linear relationships of latent factors that comes from the independent variables and dependent variables. However, traditional methods to solve PLSR models are usually based on the Euclidean space, and easily getting stuck into a local minimum. To this end, we propose a new method to solve the partial least square regression, named PLSR via optimization on bi-Grassmann manifold (PLSRbiGr). Specifically, we first leverage the three-factor SVD-type decomposition of the cross-covariance matrix defined on the bi-Grassmann manifold, converting the orthogonal constrained optimization problem into an unconstrained optimization problem on bi-Grassmann manifold, and then incorporate the Riemannian preconditioning of matrix scaling to regulate the Riemannian metric in each iteration. PLSRbiGr is validated with a variety of experiments for decoding EEG signals at motor imagery (MI) and steady-state visual evoked potential (SSVEP) task. Experimental results demonstrate that PLSRbiGr outperforms competing algorithms in multiple EEG decoding tasks, which will greatly facilitate small sample data learning.
A Riemannian Take on Human Motion Analysis and Retargeting
Klein, Holger, Jaquier, Noémie, Meixner, Andre, Asfour, Tamim
Dynamic motions of humans and robots are widely driven by posture-dependent nonlinear interactions between their degrees of freedom. However, these dynamical effects remain mostly overlooked when studying the mechanisms of human movement generation. Inspired by recent works, we hypothesize that human motions are planned as sequences of geodesic synergies, and thus correspond to coordinated joint movements achieved with piecewise minimum energy. The underlying computational model is built on Riemannian geometry to account for the inertial characteristics of the body. Through the analysis of various human arm motions, we find that our model segments motions into geodesic synergies, and successfully predicts observed arm postures, hand trajectories, as well as their respective velocity profiles. Moreover, we show that our analysis can further be exploited to transfer arm motions to robots by reproducing individual human synergies as geodesic paths in the robot configuration space.
A Riemannian Accelerated Proximal Extragradient Framework and its Implications
W e contribute to advancing the understanding of Riemannian accelerated gradient methods. In particular, we revisit " Accelerated Hybrid Proximal Extragradient " (A-HPE), a powerful framework for obtaining Euclidean accelerated metho ds [ 29 ]. Building on A-HPE, we then propose and analyze Riemannian A-HPE. The core of our analysis consists of two key components: (i) a set of new insights into Euclidean A -HPE itself; and (ii) a careful control of metric distortion caused by Riemannian g eometry . W e illustrate our framework by obtaining a few existing and new Riemannian acc elerated gradient methods as special cases, while characterizing their accelerat ion as corollaries of our main results.