Paper ID: 2405.11590

Global Convergence of Decentralized Retraction-Free Optimization on the Stiefel Manifold

Youbang Sun, Shixiang Chen, Alfredo Garcia, Shahin Shahrampour

Many classical and modern machine learning algorithms require solving optimization tasks under orthogonal constraints. Solving these tasks often require calculating retraction-based gradient descent updates on the corresponding Riemannian manifold, which can be computationally expensive. Recently Ablin et al. proposed an infeasible retraction-free algorithm, which is significantly more efficient. In this paper, we study the decentralized non-convex optimization task over a network of agents on the Stiefel manifold with retraction-free updates. We propose \textbf{D}ecentralized \textbf{R}etraction-\textbf{F}ree \textbf{G}radient \textbf{T}racking (DRFGT) algorithm, and show that DRFGT exhibits ergodic $\mathcal{O}(1/K)$ convergence rate, the same rate of convergence as the centralized, retraction-based methods. We also provide numerical experiments demonstrating that DRFGT performs on par with the state-of-the-art retraction based methods with substantially reduced computational overhead.

Submitted: May 19, 2024