Averaging Stochastic Gradient Descent on Riemannian Manifolds
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Abstract (arXiv)
We consider the minimization of a function defined on a Riemannian manifold M accessible only through unbiased estimates of its gradients. We develop a geometric framework to transform a sequence of slowly converging iterates generated from stochastic gradient descent (SGD) on M to an averaged iterate sequence with a robust and fast O(1/n) convergence rate. We then present an application of our framework to geodesically-strongly-convex (and possibly Euclidean non-convex) problems. Finally, we demonstrate how these ideas apply to the case of streaming k-PCA, where we show how to accelerate the slow rate of the randomized power method (without requiring knowledge of the eigengap) into a robust algorithm achieving the optimal rate of convergence.
Key facts. Cited by 39 papers in the map (data through 7 Oct 2026). First posted on arXiv 26 Feb 2018.
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Citing papers per year: 2021: 6; 2022: 8; 2023: 7; 2024: 9; 2025: 5; 2026: 4.
39 papers.
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- 2021Fast and accurate optimization on the orthogonal manifold without retractioncited by 35
- 2021Convergence Rates of Stochastic Gradient Descent under Infinite Noise Variancecited by 34
- 2024NRDF: Neural Riemannian Distance Fields for Learning Articulated Pose Priorscited by 27
- 2022Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformercited by 22
- 2024Provably Optimal Memory Capacity for Modern Hopfield Models: Transformer-Compatible Dense Associative Memories as Spherical Codescited by 19
- 2023Infeasible Deterministic, Stochastic, and Variance-Reduction Algorithms for Optimization under Orthogonality Constraintscited by 18
- 2022Optimal variance-reduced stochastic approximation in Banach spacescited by 14
- 2021On Riemannian Stochastic Approximation Schemes with Fixed Step-Sizecited by 12
- 2022First-Order Algorithms for Min-Max Optimization in Geodesic Metric Spacescited by 10
- 2022Sion's Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithmcited by 9
- 2023Learning Rate Schedules in the Presence of Distribution Shiftcited by 7
- 2023Learning Optimal Power Flow Value Functions with Input-Convex Neural Networkscited by 7
27 more
- 2022Riemannian accelerated gradient methods via extrapolationcited by 5
- 2025Riemannian Optimization on Relaxed Indicator Matrix Manifoldcited by 5
- 2021No-go Theorem for Acceleration in the Hyperbolic Planecited by 4
- 2022Accelerated Riemannian Optimization: Handling Constraints with a Prox to Bound Geometric Penaltiescited by 4
- 2023Fairness Uncertainty Quantification: How certain are you that the model is fair?cited by 4
- 2024Riemannian coordinate descent algorithms on matrix manifoldscited by 4
- 2024Riemannian Federated Learning via Averaging Gradient Streamscited by 4
- 2024A quantitative Robbins-Siegmund theoremcited by 4
- 2022Riemannian stochastic approximation algorithmscited by 2
- 2023Convergence of variational Monte Carlo simulation and scale-invariant pre-trainingcited by 2
- 2023Low-complexity subspace-descent over symmetric positive definite manifoldcited by 2
- 2023Last-Iterate Convergence of Adaptive Riemannian Gradient Descent for Equilibrium Computationcited by 2
- 2024Stochastic Modified Flows for Riemannian Stochastic Gradient Descentcited by 2
- 2025Faster Convergence of Riemannian Stochastic Gradient Descent with Increasing Batch Sizecited by 2
- 2025A Geometric Analysis of PCAcited by 2
- 2021Towards Modeling and Resolving Singular Parameter Spaces using Stratifoldscited by 1
- 2022Riemannian Stochastic Gradient Method for Nested Composition Optimizationcited by 1
- 2024Streamlining in the Riemannian Realm: Efficient Riemannian Optimization with Loopless Variance Reductioncited by 1
- 2024Quantitative Convergences of Lie Group Momentum Optimizerscited by 1
- 2025An abstract effective convergence theorem for stochastic processes, with applications to stochastic approximationcited by 1
- 2021A diffusion-map-based algorithm for gradient computation on manifolds and applicationscited by 0
- 2024Enhancing Stochastic Optimization for Statistical Efficiency Using ROOT-SGD with Diminishing Stepsizecited by 0
- 2025Online Learning of Functional Principal Component Analysis for Multidimensional Functional Datacited by 0
- 2026Riemannian Dueling Optimizationcited by 0
- 2026Mirror Descent on Riemannian Manifoldscited by 0
- 2026Shuffling the Data, Stretching the Step-size: Sharper Bias in constant step-size SGDcited by 0
- 2026Locally Private Inference for Riemannian Stochastic Optimizationcited by 0
- 2026Locally Private Inference for Riemannian Stochastic Optimization18 Sep 2026
- 2026Shuffling the Data, Stretching the Step-size: Sharper Bias in constant step-size SGD11 Apr 2026
- 2026Mirror Descent on Riemannian Manifolds18 Mar 2026
- 2026Riemannian Dueling Optimization3 Feb 2026
- 2025A Geometric Analysis of PCA23 Oct 2025
- 2025Online Learning of Functional Principal Component Analysis for Multidimensional Functional Data4 May 2025
- 2025An abstract effective convergence theorem for stochastic processes, with applications to stochastic approximation17 Apr 2025
- 2025Riemannian Optimization on Relaxed Indicator Matrix Manifold26 Mar 2025
- 2025Faster Convergence of Riemannian Stochastic Gradient Descent with Increasing Batch Size30 Jan 2025
- 2024Provably Optimal Memory Capacity for Modern Hopfield Models: Transformer-Compatible Dense Associative Memories as Spherical Codes30 Oct 2024
- 2024A quantitative Robbins-Siegmund theorem21 Oct 2024
- 2024Riemannian Federated Learning via Averaging Gradient Streams11 Sep 2024
27 more
- 2024Enhancing Stochastic Optimization for Statistical Efficiency Using ROOT-SGD with Diminishing Stepsize15 Jul 2024
- 2024Riemannian coordinate descent algorithms on matrix manifolds4 Jun 2024
- 2024Quantitative Convergences of Lie Group Momentum Optimizers30 May 2024
- 2024Streamlining in the Riemannian Realm: Efficient Riemannian Optimization with Loopless Variance Reduction11 Mar 2024
- 2024NRDF: Neural Riemannian Distance Fields for Learning Articulated Pose Priors5 Mar 2024
- 2024Stochastic Modified Flows for Riemannian Stochastic Gradient Descent2 Feb 2024
- 2023Learning Optimal Power Flow Value Functions with Input-Convex Neural Networks6 Oct 2023
- 2023Last-Iterate Convergence of Adaptive Riemannian Gradient Descent for Equilibrium Computation29 Jun 2023
- 2023Low-complexity subspace-descent over symmetric positive definite manifold3 May 2023
- 2023Fairness Uncertainty Quantification: How certain are you that the model is fair?27 Apr 2023
- 2023Infeasible Deterministic, Stochastic, and Variance-Reduction Algorithms for Optimization under Orthogonality Constraints29 Mar 2023
- 2023Learning Rate Schedules in the Presence of Distribution Shift27 Mar 2023
- 2023Convergence of variational Monte Carlo simulation and scale-invariant pre-training21 Mar 2023
- 2022Accelerated Riemannian Optimization: Handling Constraints with a Prox to Bound Geometric Penalties26 Nov 2022
- 2022Riemannian accelerated gradient methods via extrapolation13 Aug 2022
- 2022Riemannian Stochastic Gradient Method for Nested Composition Optimization19 Jul 2022
- 2022Riemannian stochastic approximation algorithms14 Jun 2022
- 2022First-Order Algorithms for Min-Max Optimization in Geodesic Metric Spaces4 Jun 2022
- 2022Sion's Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm13 Feb 2022
- 2022Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer31 Jan 2022
- 2022Optimal variance-reduced stochastic approximation in Banach spaces21 Jan 2022
- 2021Towards Modeling and Resolving Singular Parameter Spaces using Stratifolds7 Dec 2021
- 2021A diffusion-map-based algorithm for gradient computation on manifolds and applications16 Aug 2021
- 2021Convergence Rates of Stochastic Gradient Descent under Infinite Noise Variance20 Feb 2021
- 2021On Riemannian Stochastic Approximation Schemes with Fixed Step-Size15 Feb 2021
- 2021Fast and accurate optimization on the orthogonal manifold without retraction15 Feb 2021
- 2021No-go Theorem for Acceleration in the Hyperbolic Plane14 Jan 2021
- 2021Fast and accurate optimization on the orthogonal manifold without retractioncited by 35
- 2021Convergence Rates of Stochastic Gradient Descent under Infinite Noise Variancecited by 34
- 2024NRDF: Neural Riemannian Distance Fields for Learning Articulated Pose Priorscited by 27
- 2022Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformercited by 22
- 2024Provably Optimal Memory Capacity for Modern Hopfield Models: Transformer-Compatible Dense Associative Memories as Spherical Codescited by 19
- 2023Infeasible Deterministic, Stochastic, and Variance-Reduction Algorithms for Optimization under Orthogonality Constraintscited by 18
- 2022Optimal variance-reduced stochastic approximation in Banach spacescited by 14
- 2021On Riemannian Stochastic Approximation Schemes with Fixed Step-Sizecited by 12
- 2022First-Order Algorithms for Min-Max Optimization in Geodesic Metric Spacescited by 10
- 2022Sion's Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithmcited by 9
- 2023Learning Rate Schedules in the Presence of Distribution Shiftcited by 7
- 2023Learning Optimal Power Flow Value Functions with Input-Convex Neural Networkscited by 7
12 most cited of 39 All 39 (JSON)
- 2026Locally Private Inference for Riemannian Stochastic Optimization18 Sep 2026
- 2026Shuffling the Data, Stretching the Step-size: Sharper Bias in constant step-size SGD11 Apr 2026
- 2026Mirror Descent on Riemannian Manifolds18 Mar 2026
- 2026Riemannian Dueling Optimization3 Feb 2026
- 2025A Geometric Analysis of PCA23 Oct 2025
- 2025Online Learning of Functional Principal Component Analysis for Multidimensional Functional Data4 May 2025
- 2025An abstract effective convergence theorem for stochastic processes, with applications to stochastic approximation17 Apr 2025
- 2025Riemannian Optimization on Relaxed Indicator Matrix Manifold26 Mar 2025
- 2025Faster Convergence of Riemannian Stochastic Gradient Descent with Increasing Batch Size30 Jan 2025
- 2024Provably Optimal Memory Capacity for Modern Hopfield Models: Transformer-Compatible Dense Associative Memories as Spherical Codes30 Oct 2024
- 2024A quantitative Robbins-Siegmund theorem21 Oct 2024
- 2024Riemannian Federated Learning via Averaging Gradient Streams11 Sep 2024
12 newest of 39 All 39 (JSON)