Riemannian optimization has drawn a lot of attention due to its wide applications in practice. Riemannian stochastic first-order algorithms have been studied in the literature to solve large-scale machine learning problems over Riemannian manifolds. However, most of the existing Riemannian stochastic algorithms require the objective function to be differentiable, and they do not apply to … Read more

Spectral clustering is one of the fundamental unsupervised learning methods widely used in data analysis. Sparse spectral clustering (SSC) imposes sparsity to the spectral clustering and it improves the interpretability of the model. This paper considers a widely adopted model for SSC, which can be formulated as an optimization problem over the Stiefel manifold with … Read more

We consider stochastic zeroth-order optimization over Riemannian submanifolds embedded in Euclidean space, where the task is to solve Riemannian optimization problem with only noisy objective function evaluations. Towards this, our main contribution is to propose estimators of the Riemannian gradient and Hessian from noisy objective function evaluations, based on a Riemannian version of the Gaussian … Read more

In this paper, we study zeroth-order algorithms for minimax optimization problems that are nonconvex in one variable and strongly-concave in the other variable. Such minimax optimization problems have attracted significant attention lately due to their applications in modern machine learning tasks. We first design and analyze the Zeroth-Order Gradient Descent Ascent (ZO-GDA) algorithm, and provide … Read more