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20202022
most citedOn Riemannian Optimization over Positive Definite Matrices with the Bures-Wasserstein Geometry

8 citations · 22 across the 9 of their papers we have counts for

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6 papers · 1 filter

math.OC20221 cited

Rieoptax: Riemannian Optimization in JAX

Saiteja Utpala, Andi Han, Pratik Jawanpuria +1

We present Rieoptax, an open source Python library for Riemannian optimization in JAX. We show that many differential geometric primitives, such as Riemannian exponential and logar…

math.OC2022

Differentially private Riemannian optimization

Andi Han, Bamdev Mishra, Pratik Jawanpuria +1

In this paper, we study the differentially private empirical risk minimization problem where the parameter is constrained to a Riemannian manifold. We introduce a framework of diff…

math.OC20218 cited

On Riemannian Optimization over Positive Definite Matrices with the Bures-Wasserstein Geometry

Andi Han, Bamdev Mishra, Pratik Jawanpuria +1

In this paper, we comparatively analyze the Bures-Wasserstein (BW) geometry with the popular Affine-Invariant (AI) geometry for Riemannian optimization on the symmetric positive de…

math.OC20203 cited

Escape saddle points faster on manifolds via perturbed Riemannian stochastic recursive gradient

Andi Han, Junbin Gao

In this paper, we propose a variant of Riemannian stochastic recursive gradient method that can achieve second-order convergence guarantee and escape saddle points using simple per…

math.OC20202 cited

Riemannian stochastic recursive momentum method for non-convex optimization

Andi Han, Junbin Gao

We propose a stochastic recursive momentum method for Riemannian non-convex optimization that achieves a near-optimal complexity of to find -approx…

math.OC20205 cited

Variance reduction for Riemannian non-convex optimization with batch size adaptation

Andi Han, Junbin Gao

Variance reduction techniques are popular in accelerating gradient descent and stochastic gradient descent for optimization problems defined on both Euclidean space and Riemannian…