Riemannian accelerated gradient methods via extrapolation

Andi Han; Bamdev Mishra; Pratik Jawanpuria; Junbin Gao

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arXiv · 2208.06619

Riemannian accelerated gradient methods via extrapolation

Andi Han·Bamdev Mishra·Pratik Jawanpuria·Junbin Gao

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Abstract

In this paper, we propose a simple acceleration scheme for Riemannian gradient methods by extrapolating iterates on manifolds. We show when the iterates are generated from Riemannian gradient descent method, the accelerated scheme achieves the optimal convergence rate asymptotically and is computationally more favorable than the recently proposed Riemannian Nesterov accelerated gradient methods. Our experiments verify the practical benefit of the novel acceleration strategy.

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BibTeX RIS

Andi Han, Bamdev Mishra, Pratik Jawanpuria, Junbin Gao. 2022-08-13. Riemannian accelerated gradient methods via extrapolation. https://arxiv.org/abs/2208.06619

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