stochastic variance reduced gradient

Vector Transport-Free SVRG with General Retraction for Riemannian Optimization: Complexity Analysis and Practical Implementation

  • Bo Jiang
  • Shiqian Ma
  • Anthony Man-Cho So
  • Shuzhong Zhang
    • Categories Constrained Nonlinear Optimization, Stochastic Programming Tags , , , ,

    In this paper, we propose a vector transport-free stochastic variance reduced gradient (SVRG) method with general retraction for empirical risk minimization over Riemannian manifold. Existing SVRG methods on manifold usually consider a specific retraction operation, and involve additional computational costs such as parallel transport or vector transport. The vector transport-free SVRG with general retraction we … Read more