Title
Stochastic Primal-Dual Method on Riemannian Manifolds of Bounded Sectional Curvature
Abstract
We study a stochastic primal-dual method for optimizing functions on elliptic (sub)manifolds- Riemannian (sub)manifolds with a positive bounded sectional curvature. In particular, we establish a convergence rate for geodesically convex functions that is related to the lower bound on the sectional curvature. The convergence analysis we present is based on Toponogov's comparison theorem, where geodesic triangles on the elliptic manifolds and a sphere are compared. We numerically demonstrate the performance of the proposed stochastic primal-dual algorithm on the sphere for non-negative principle component analysis (PCA), and on the Lie group SO(3) for the anchored localization from partial noisy measurements of relative rotations. In both applications, the proposed algorithm scales gracefully to high dimensions.
Year
DOI
Venue
2017
10.1109/ICMLA.2017.0-167
2017 16th IEEE International Conference on Machine Learning and Applications (ICMLA)
Keywords
Field
DocType
Primal Dual Algorithm,Principle Component Analysis,Anchored Synchronization.
Scalar curvature,Mathematical analysis,Sectional curvature,Riemann curvature tensor,Ricci-flat manifold,Riemannian geometry,Exponential map (Riemannian geometry),Mathematics,Manifold,Curvature of Riemannian manifolds
Conference
ISBN
Citations 
PageRank 
978-1-5386-1419-8
1
0.37
References 
Authors
18
2
Name
Order
Citations
PageRank
Masoud Badiei Khuzani110.71
Na Li2652106.02