Stochastic Flows and Geometric Optimization on the Orthogonal Group

Krzysztof Choromanski, David Cheikhi, Jared Davis, Valerii Likhosherstov, Achille Nazaret, Achraf Bahamou, Xingyou Song, Mrugank Akarte, Jack Parker-Holder, Jacob Bergquist, Yuan Gao, Aldo Pacchiano, Tamás Sarlós, Adrian Weller, Vikas Sindhwani

Abstract: 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 rotatio...