Computer Science > Machine Learning
[Submitted on 19 May 2024 (v1), last revised 7 Dec 2024 (this version, v2)]
Title:Retraction-Free Decentralized Non-convex Optimization with Orthogonal Constraints
View PDF HTML (experimental)Abstract:In this paper, we investigate decentralized non-convex optimization with orthogonal constraints. Conventional algorithms for this setting require either manifold retractions or other types of projection to ensure feasibility, both of which involve costly linear algebra operations (e.g., SVD or matrix inversion). On the other hand, infeasible methods are able to provide similar performance with higher computational efficiency. Inspired by this, we propose the first decentralized version of the retraction-free landing algorithm, called \textbf{D}ecentralized \textbf{R}etraction-\textbf{F}ree \textbf{G}radient \textbf{T}racking (DRFGT). We theoretically prove that DRFGT enjoys the ergodic convergence rate of \mathcal{O}(1/K), matching the convergence rate of centralized, retraction-based methods. We further establish that under a local Riemannian PŁ condition, DRFGT achieves a much faster linear convergence rate. Numerical experiments demonstrate that DRFGT performs on par with the state-of-the-art retraction-based methods with substantially reduced computational overhead.
Submission history
From: Youbang Sun [view email][v1] Sun, 19 May 2024 15:50:57 UTC (146 KB)
[v2] Sat, 7 Dec 2024 16:06:54 UTC (2,539 KB)
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