riemannian gradient descent
Distributed Principal Component Analysis with Limited Communication
We study efficient distributed algorithms for the fundamental problem of principal component analysis and leading eigenvector computation on the sphere, when the data are randomly distributed among a set of computational nodes. We propose a new quantized variant of Riemannian gradient descent to solve this problem, and prove that the algorithm converges with high probability under a set of necessary spherical-convexity properties. We give bounds on the number of bits transmitted by the algorithm under common initialization schemes, and investigate the dependency on the problem dimension in each case.
Landing with the Score: Riemannian Optimization through Denoising
Kharitenko, Andrey, Shen, Zebang, de Santi, Riccardo, He, Niao, Doerfler, Florian
Under the data manifold hypothesis, high-dimensional data are concentrated near a low-dimensional manifold. We study the problem of Riemannian optimization over such manifolds when they are given only implicitly through the data distribution, and the standard manifold operations required by classical algorithms are unavailable. This formulation captures a broad class of data-driven design problems that are central to modern generative AI. Our key idea is to introduce a link function that connects the data distribution to the geometric operations needed for optimization. We show that this function enables the recovery of essential manifold operations, such as retraction and Riemannian gradient computation. Moreover, we establish a direct connection between our construction and the score function in diffusion models of the data distribution. This connection allows us to leverage well-studied parameterizations, efficient training procedures, and even pretrained score networks from the diffusion model literature to perform optimization. Building on this foundation, we propose two efficient inference-time algorithms -- Denoising Landing Flow (DLF) and Denoising Riemannian Gradient Descent (DRGD) -- and provide theoretical guarantees for both feasibility (approximate manifold adherence) and optimality (small Riemannian gradient norm). Finally, we demonstrate the effectiveness of our approach on finite-horizon reference tracking tasks in data-driven control, highlighting its potential for practical generative and design applications.
Fast and Provable Tensor-Train Format Tensor Completion via Precondtioned Riemannian Gradient Descent
Bian, Fengmiao, Cai, Jian-Feng, Zhang, Xiaoqun, Zhang, Yuanwei
Low-rank tensor completion aims to recover a tensor from partially observed entries, and it is widely applicable in fields such as quantum computing and image processing. Due to the significant advantages of the tensor train (TT) format in handling structured high-order tensors, this paper investigates the low-rank tensor completion problem based on the TT-format. We proposed a preconditioned Riemannian gradient descent algorithm (PRGD) to solve low TT-rank tensor completion and establish its linear convergence. Experimental results on both simulated and real datasets demonstrate the effectiveness of the PRGD algorithm. On the simulated dataset, the PRGD algorithm reduced the computation time by two orders of magnitude compared to existing classical algorithms. In practical applications such as hyperspectral image completion and quantum state tomography, the PRGD algorithm significantly reduced the number of iterations, thereby substantially reducing the computational time.
Tensor train completion: local recovery guarantees via Riemannian optimization
Budzinskiy, Stanislav, Zamarashkin, Nikolai
The problem of recovering algebraically structured data from scarce measurements has already become a classic one. The data under consideration are typically sparse vectors or low-rank matrices and tensors, while the measurements are obtained by applying a linear operator that satisfies a variant of the so-called restricted isometry property (RIP) [1]. In this work, we focus on tensor completion, which consists in recovering a tensor in the tensor train (TT) format [2, 3] from a small subset of its entries. Specifically, we consider it as a Riemannian optimization problem [4, 5] on the smooth manifold of tensors with fixed TT ranks and derive sufficient conditions (essentially, the RIP) for local convergence of the Riemannian gradient descent. We further estimate the number of randomly selected entries of a tensor with low TT ranks that is sufficient for the RIP to hold with high probability and, as a consequence, for the Riemannian gradient descent to converge locally.
Infeasible Deterministic, Stochastic, and Variance-Reduction Algorithms for Optimization under Orthogonality Constraints
Ablin, Pierre, Vary, Simon, Gao, Bin, Absil, P. -A.
Orthogonality constraints naturally appear in many machine learning problems, from Principal Components Analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the objective function while enforcing the constraint. However, enforcing the orthogonality constraint can be the most time-consuming operation in such algorithms. Recently, Ablin and Peyré (2022) proposed the Landing algorithm, a method with cheap iterations that does not enforce the orthogonality constraint but is attracted towards the manifold in a smooth manner. In this article, we provide new practical and theoretical developments for the landing algorithm. First, the method is extended to the Stiefel manifold, the set of rectangular orthogonal matrices. We also consider stochastic and variance reduction algorithms when the cost function is an average of many functions. We demonstrate that all these methods have the same rate of convergence as their Riemannian counterparts that exactly enforce the constraint. Finally, our experiments demonstrate the promise of our approach to an array of machine-learning problems that involve orthogonality constraints.