BOOOM: Loss-Function-Agnostic Black-Box Optimization over Orthonormal Manifolds for Machine Learning and Statistical Inference

Beomchang Kim, Subhrajyoty Roy, Priyam Das

Optimization over the Stiefel manifold $\mathrm{St}(p,d)$, the set of $p\times d$ column-orthonormal matrices, is fundamental in statistics, machine learning, and scientific compu…