2020
Stochastic Flows and Geometric Optimization on the Orthogonal Group
Krzysztof Choromanski, David Cheikhi, Jared Davis, Valerii Likhosherstov, Achille Nazaret, Achraf Bahamou +9
ICML 2020poster
We present a new class of stochastic, geometrically-driven optimization algorithms on the orthogonal group O(d) and naturally reductive homogeneous manifolds obtained from the action of the rotation group SO(d). We theoretically and experimentally demonstrate that our methods can be applied in vario…