论文标题
通过投影的变异集成符对Riemannian流形加速优化
Accelerated Optimization on Riemannian Manifolds via Projected Variational Integrators
论文作者
论文摘要
最近,通过考虑特定时间依赖时间的Bregman Lagrangian和Hamiltonian系统的特定家族来提出对标准空间加速优化的变异公式,其相应的轨迹会以任意加速速率的$ \ Mathcal {O}(O}(O}(1/T^p)的任意加速速率以任意加速的速率,它们的相应轨迹会收敛于给定凸功能的最小化器。该框架已使用时间自适应的几何积分器被利用,以设计有效的显式算法,以进行合成加速优化。据观察,几何离散化明显不容易出现稳定性问题,因此更稳健,可靠和计算上有效。最近,通过考虑了一个更一般的时间依赖性的布雷格曼·拉格朗日(Bregman Lagrangian)和汉密尔顿系统(Hamiltonian Systems)在里曼尼亚(Riemannian)歧管上,这种变异框架已扩展到了里曼尼(Riemannian)歧管环境。因此,开发时间自适应的哈密顿变量整合物以加速对黎曼流形的优化是很自然的。过去,哈密顿的变分集成剂是通过尸体限制构建的,但是由此产生的算法在本质上是隐含的,这大大增加了其每迭代的成本。在本文中,我们将基于哈密顿变分集成剂的明确方法的性能,并结合限制数值解决方案以保留在约束歧管上的投影。
A variational formulation of accelerated optimization on normed spaces was recently introduced by considering a specific family of time-dependent Bregman Lagrangian and Hamiltonian systems whose corresponding trajectories converge to the minimizer of the given convex function at an arbitrary accelerated rate of $\mathcal{O}(1/t^p)$. This framework has been exploited using time-adaptive geometric integrators to design efficient explicit algorithms for symplectic accelerated optimization. It was observed that geometric discretizations were substantially less prone to stability issues, and were therefore more robust, reliable, and computationally efficient. More recently, this variational framework has been extended to the Riemannian manifold setting by considering a more general family of time-dependent Bregman Lagrangian and Hamiltonian systems on Riemannian manifolds. It is thus natural to develop time-adaptive Hamiltonian variational integrators for accelerated optimization on Riemannian manifolds. In the past, Hamiltonian variational integrators have been constructed with holonomic constraints, but the resulting algorithms were implicit in nature, which significantly increased their cost per iteration. In this paper, we will test the performance of explicit methods based on Hamiltonian variational integrators combined with projections that constrain the numerical solution to remain on the constraint manifold.