Riemannian Implicit Differentiation via a Fixed-Point Equation for Riemannian Bilevel Optimization

Xiaomeng Fan, Yuwei Wu, Zhi Gao, Zhipeng Lu, Feng Li, Mehrtash Harandi, Yunde Jia

Abstract: Various Riemannian optimization tasks, such as Riemannian metaoptimization (RMO) and Riemannian metalearning, can be formulated as Riemannian bilevel optimization problems (i.e., the inner-level and outer-level optimization). Implicit differentiation has shown effectiveness in solving RMO, which decouples the computation of outer gradients from the inner-level process, avoiding huge computational burdens. However, extending implicit differentiation to other Riemannian bilevel optimization tasks is nontrivial because it requires much expert involvement for case-by-case derivations. In this article, we propose a Riemannian implicit differentiation method that provides a unified expression for outer gradients, leading to flexible application to other tasks with less expert involvement. Specifically, we formulate the inner-level optimization as a root-finding process of a fixed-point equation, through which the inner-level optimization among different tasks is formulated in a unified way. By differentiating the fixed-point equation, we derive a unified expression for outer gradients, circumventing the case-by-case derivations for different tasks. Then, we present convergence analysis and approximation error analysis, which guarantee the effectiveness of our method in various Riemannian optimization tasks. We further conduct experiments on multiple Riemannian optimization tasks, and the experimental results confirm the effectiveness.

External IDs:doi:10.1109/tnnls.2025.3624316