Riemannian stochastic variance reduced gradient algorithm with retraction and vector transport

18 Feb 2017Hiroyuki SatoHiroyuki KasaiBamdev Mishra

In recent years, stochastic variance reduction algorithms have attracted considerable attention for minimizing the average of a large but finite number of loss functions. This paper proposes a novel Riemannian extension of the Euclidean stochastic variance reduced gradient (R-SVRG) algorithm to a manifold search space... (read more)

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