Stochastic Approximation on Riemannian manifolds

Autor:	Shah, Suhail M.
Rok vydání:	2017
Předmět:	Mathematics - Optimization and Control
Druh dokumentu:	Working Paper
Popis:	The standard theory of stochastic approximation (SA) is extended to the case when the constraint set is a Riemannian manifold. Specifically, the standard ODE method for analyzing SA schemes is extended to iterations constrained to stay on a manifold using a retraction mapping. In addition, for submanifolds of a Euclidean space, a framework is developed for a projected SA scheme with approximate retractions. The framework is also extended to non-differentiable constraint sets. Comment: 28 pages, 1 Figure
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1711.10754 Zobrazit plný text záznamu View this record from Arxiv