2022
COLT
COLT 2022
Understanding Riemannian Acceleration via a Proximal Extragradient Framework
Abstract
We contribute to advancing the understanding of Riemannian accelerated gradient methods. In particular, we revisit “\emph{Accelerated Hybrid Proximal Extragradient}” (A-HPE), a powerful framework for obtaining Euclidean accelerated methods \citep{monteiro2013accelerated}. Building on A-HPE, we then propose and analyze Riemannian A-HPE. The core of our analysis consists of two key components: (i) a set of new insights into Euclidean A-HPE itself; and (ii) a careful control of metric distortion caused by Riemannian geometry. We illustrate our framework by obtaining a few existing and new Riemannian accelerated gradient methods as special cases, while characterizing their acceleration as corollaries of our main results.
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Keyword Pioneer
— proximal extragradient framework
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Cross-Pollinator
— Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Natural Language Processing