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Riemannian stochastic recursive momentum method for non-convex optimization
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abstract
We propose a stochastic recursive momentum method for Riemannian non-convex optimization that achieves a near-optimal complexity of $\tilde{\mathcal{O}}(\epsilon^{-3})$ to find $\epsilon$-approximate solution with one sample. That is, our method requires $\mathcal{O}(1)$ gradient evaluations per iteration and does not require restarting with a large batch gradient, which is commonly used to obtain the faster rate. Extensive experiment results demonstrate the superiority of our proposed algorithm.
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Single-loop $\mathcal{O}(\epsilon^{-3})$ stochastic smoothing algorithms for nonsmooth Riemannian optimization
A single-loop Riemannian stochastic smoothing method with recursive momentum attains O(epsilon^-3) iteration complexity for Lipschitz nonsmooth terms, and O~(epsilon^{-max{theta+2,2theta}}) under an error-bound condit...
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