2024
Optimization without Retraction on the Random Generalized Stiefel Manifold
ICML 2024poster
Optimization over the set of matrices $X$ that satisfy $X^\top B X = I_p$, referred to as the generalized Stiefel manifold, appears in many applications involving sampled covariance matrices such as the canonical correlation analysis (CCA), independent component analysis (ICA), and the generalized e…