Rieoptax: Riemannian Optimization in JAX

Saiteja Utpala, Andi Han, Pratik Jawanpuria, Bamdev Mishra

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: [ 1 code implementation](https://www.catalyzex.com/paper/arxiv:2210.04840/code)