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.

Increasing the L2 regularization of Deep Neural Networks (DNNs) causes a first-order phase transition into the under-parametrized phase -- the so-called onset-of learning. We explain this transition via the scalar (Ricci) curvature of the error landscape. We predict new transition points as the data complexity is increased and, in accordance with the theory of phase transitions, the existence of hysteresis effects. We confirm both predictions numerically. Our results provide a natural explanation of the recently discovered phenomenon of '\emph{grokking}' as DNN models getting stuck in a local minimum of the error surface, corresponding to a lower accuracy phase. Our work paves the way for new probing methods of the intrinsic structure of DNNs in and beyond the L2 context.

In the study of high-dimensional data, it is often assumed that the data set possesses an underlying lower-dimensional structure. A practical model for this structure is an embedded compact manifold with boundary. Since the underlying manifold structure is typically unknown, identifying boundary points from the data distributed on the manifold is crucial for various applications. In this work, we propose a method for detecting boundary points inspired by the widely used locally linear embedding algorithm. We implement this method using two nearest neighborhood search schemes: the $\epsilon$-radius ball scheme and the $K$-nearest neighbor scheme. This algorithm incorporates the geometric information of the data structure, particularly through its close relation with the local covariance matrix. We discuss the selection the key parameter and analyze the algorithm through our exploration of the spectral properties of the local covariance matrix in both neighborhood search schemes. Furthermore, we demonstrate the algorithm's performance with simulated examples.

We present Zeroth-order Riemannian Averaging Stochastic Approximation (\texttt{Zo-RASA}) algorithms for stochastic optimization on Riemannian manifolds. We show that \texttt{Zo-RASA} achieves optimal sample complexities for generating $\epsilon$-approximation first-order stationary solutions using only one-sample or constant-order batches in each iteration. Our approach employs Riemannian moving-average stochastic gradient estimators, and a novel Riemannian-Lyapunov analysis technique for convergence analysis. We improve the algorithm's practicality by using retractions and vector transport, instead of exponential mappings and parallel transports, thereby reducing per-iteration complexity. Additionally, we introduce a novel geometric condition, satisfied by manifolds with bounded second fundamental form, which enables new error bounds for approximating parallel transport with vector transport.

This work proposes an algorithm for explicitly constructing a pair of neural networks that linearize and reconstruct an embedded submanifold, from finite samples of this manifold. Our such-generated neural networks, called Flattening Networks (FlatNet), are theoretically interpretable, computationally feasible at scale, and generalize well to test data, a balance not typically found in manifold-based learning methods. We present empirical results and comparisons to other models on synthetic high-dimensional manifold data and 2D image data. Our code is publicly available.

Let $\mathcal{M} \subseteq \mathbb{R}^d$ denote a low-dimensional manifold and let $\mathcal{X}= \{ x_1, \dots, x_n \}$ be a collection of points uniformly sampled from $\mathcal{M}$. We study the relationship between the curvature of a random geometric graph built from $\mathcal{X}$ and the curvature of the manifold $\mathcal{M}$ via continuum limits of Ollivier's discrete Ricci curvature. We prove pointwise, non-asymptotic consistency results and also show that if $\mathcal{M}$ has Ricci curvature bounded from below by a positive constant, then the random geometric graph will inherit this global structural property with high probability. We discuss applications of the global discrete curvature bounds to contraction properties of heat kernels on graphs, as well as implications for manifold learning from data clouds. In particular, we show that the consistency results allow for characterizing the intrinsic curvature of a manifold from extrinsic curvature.

Mixable loss functions are of fundamental importance in the context of prediction with expert advice in the online setting since they characterize fast learning rates. By re-interpreting properness from the point of view of differential geometry, we provide a simple geometric characterization of mixability for the binary and multi-class cases: a proper loss function $\ell$ is $\eta$-mixable if and only if the superpredition set $\textrm{spr}(\eta \ell)$ of the scaled loss function $\eta \ell$ slides freely inside the superprediction set $\textrm{spr}(\ell_{\log})$ of the log loss $\ell_{\log}$, under fairly general assumptions on the differentiability of $\ell$. Our approach provides a way to treat some concepts concerning loss functions (like properness) in a ''coordinate-free'' manner and reconciles previous results obtained for mixable loss functions for the binary and the multi-class cases.

In analyzing complex datasets, it is often of interest to infer lower dimensional structure underlying the higher dimensional observations. As a flexible class of nonlinear structures, it is common to focus on Riemannian manifolds. Most existing manifold learning algorithms replace the original data with lower dimensional coordinates without providing an estimate of the manifold in the observation space or using the manifold to denoise the original data. This article proposes a new methodology for addressing these problems, allowing interpolation of the estimated manifold between fitted data points. The proposed approach is motivated by novel theoretical properties of local covariance matrices constructed from noisy samples on a manifold. Our results enable us to turn a global manifold reconstruction problem into a local regression problem, allowing application of Gaussian processes for probabilistic manifold reconstruction. In addition to theory justifying the algorithm, we provide simulated and real data examples to illustrate the performance.

We provide a strong uniform consistency result with the convergence rate for the kernel density estimation on Riemannian manifolds with Riemann integrable kernels (in the ambient Euclidean space). We also provide a strong uniform consistency result for the kernel density estimation on Riemannian manifolds with Lebesgue integrable kernels. The kernels considered in this paper are different from the kernels in the Vapnik-Chervonenkis class that are frequently considered in statistics society. We illustrate the difference when we apply them to estimate probability density function. We also provide the necessary and sufficient condition for a kernel to be Riemann integrable on a submanifold in the Euclidean space.

Several data analysis techniques employ similarity relationships between data points to uncover the intrinsic dimension and geometric structure of the underlying data-generating mechanism. In this paper we work under the model assumption that the data is made of random perturbations of feature vectors lying on a low-dimensional manifold. We study two questions: how to define the similarity relationship over noisy data points, and what is the resulting impact of the choice of similarity in the extraction of global geometric information from the underlying manifold. We provide concrete mathematical evidence that using a local regularization of the noisy data to define the similarity improves the approximation of the hidden Euclidean distance between unperturbed points. Furthermore, graph-based objects constructed with the locally regularized similarity function satisfy better error bounds in their recovery of global geometric ones. Our theory is supported by numerical experiments that demonstrate that the gain in geometric understanding facilitated by local regularization translates into a gain in classification accuracy in simulated and real data.