Rieoptax: Riemannian Optimization in JAXDownload PDF

Published: 23 Nov 2022, Last Modified: 29 Apr 2024OPT 2022 PosterReaders: Everyone
Keywords: Riemannian Optimization, Differenital Privacy, Open Source Library, Python, JAX
TL;DR: Open source Python library for Riemannian Optimization in JAX with Privacy Support
Abstract: We present Rieoptax, an open source Python library for Riemannian optimization in JAX. We show that many differential geometric primitives, such as Riemannian exponential and logarithm maps, are usually faster in Rieoptax than existing frameworks in Python, both on CPU and GPU. We support a range of basic and advanced stochastic optimization solvers like Riemannian stochastic gradient, stochastic variance reduction, and adaptive gradient methods. A distinguishing feature of the proposed toolbox is that we also support differentially private optimization on Riemannian manifolds.
Community Implementations: [![CatalyzeX](/images/catalyzex_icon.svg) 1 code implementation](https://www.catalyzex.com/paper/arxiv:2210.04840/code)
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