提出新方法在不完备流形上实现稳定优化,保持关键解不变。
Riemannian Zeroth-Order Gradient Estimation with Structure-Preserving Metrics for Geodesically Incomplete Manifolds
- 构建保持结构的完备度量,确保原问题解不变。
- 理论证明使用内在估计器可收敛至ε-驻点,复杂度最优。
- 适用于网格优化等实际任务,即使无测地完备性也稳定有效。
本文研究在测地不完备的黎曼度量 $g$ 下的零阶优化问题,目标是逼近该度量下的驻点。为此,我们构造了结构保持的完备度量 $g'$,使得在 $g'$ 下的每个驻点在原始度量 $g$ 下仍为驻点。在此基础上,重新分析经典对称两点零阶估计器的均方误差,从纯粹内蕴角度出发,仅依赖于流形几何而非外部嵌入。基于此内在分析,建立了使用该内蕴估计器的随机梯度下降的收敛性保证。在额外合理条件下,$g'$ 下的 $ε$-驻点亦对应 $g$ 下的 $ε$-驻点,从而达到测地完备情形下的最优复杂度。合成实验验证了理论结果,真实网格优化任务中的实验表明,该框架在缺乏测地完备性时仍能保持稳定收敛。
原文摘要 · Abstract (English)
In this paper, we study Riemannian zeroth-order optimization in settings where the underlying Riemannian metric $g$ is geodesically incomplete, and the goal is to approximate stationary points with respect to this incomplete metric. To address this challenge, we construct structure-preserving metrics that are geodesically complete while ensuring that every stationary point under the new metric remains stationary under the original one. Building on this foundation, we revisit the classical symmetric two-point zeroth-order estimator and analyze its mean-squared error from a purely intrinsic perspective, depending only on the manifold's geometry rather than any ambient embedding. Leveraging this intrinsic analysis, we establish convergence guarantees for stochastic gradient descent with this intrinsic estimator. Under additional suitable conditions, an $ε$-stationary point under the constructed metric $g'$ also corresponds to an $ε$-stationary point under the original metric $g$, thereby matching the best-known complexity in the geodesically complete setting. Empirical studies on synthetic problems confirm our theoretical findings, and experiments on a practical mesh optimization task demonstrate that our framework maintains stable convergence even in the absence of geodesic completeness.
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