Riemannian stochastic recursive momentum method for non-convex optimization

11 Aug 2020  ·  Andi Han, Junbin Gao ·

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.

PDF Abstract
No code implementations yet. Submit your code now

Datasets


Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods


No methods listed for this paper. Add relevant methods here