mlsanityData to 7 Oct 2026

First-Order Algorithms for Min-Max Optimization in Geodesic Metric Spaces

arXiv 2206.02041 ↗First posted 4 Jun 2022math.OC cs.LG math.DGcited by 10

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Abstract (arXiv)

From optimal transport to robust dimensionality reduction, a plethora of machine learning applications can be cast into the min-max optimization problems over Riemannian manifolds. Though many min-max algorithms have been analyzed in the Euclidean setting, it has proved elusive to translate these results to the Riemannian case. Zhang et al. [2022] have recently shown that geodesic convex concave Riemannian problems always admit saddle-point solutions. Inspired by this result, we study whether a performance gap between Riemannian and optimal Euclidean space convex-concave algorithms is necessary. We answer this question in the negative-we prove that the Riemannian corrected extragradient (RCEG) method achieves last-iterate convergence at a linear rate in the geodesically strongly-convex-concave case, matching the Euclidean result. Our results also extend to the stochastic or non-smooth case where RCEG and Riemanian gradient ascent descent (RGDA) achieve near-optimal convergence rates up to factors depending on curvature of the manifold.

Key facts. Cited by 10 papers in the map (data through 7 Oct 2026). Builds on 65 of its 148 references that are in the map. First posted on arXiv 4 Jun 2022.

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65 of 148 references.

References · 65

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38 more
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