Regularized Optimization on Grassmann Manifold: Theory, Algorithm and Applications
Authors: Zhuan Liang, Zheng Zhai
Organizations: Department of Statistics, Faculty of Arts and Sciences at Beijing Normal University, Zhuhai
Abstract
Spectral methods are among the most widely used techniques for community detection, clustering, and graph learning. Their performance, however, critically depends on the accurate estimation of the underlying spectral subspace and can deteriorate substantially in the presence of noise, outliers, or model perturbations. To address this limitation, we propose a Regularized Projection Matrix Approximation (RPMA) framework for robust estimation of rank-K projection matrices. RPMA extends classical spectral projection by incorporating a regularization term, producing projection estimates that are more robust, sparse, and interpretable. We formulate the proposed model as an optimization problem on the manifold of rank-K projection matrices and exploit its geometric equivalence to the Grassmann manifold. Based on this manifold characterization, we derive the first- and second-order optimality conditions, establish the local stability of the regularized leading eigenspace, and characterize the stability of the critical-point landscape under sufficiently small regularization. To efficiently solve the resulting nonconvex optimization problem, we develop a Riemannian gradient projection algorithm with backtracking line search, together with a more efficient Cayley--Sherman--Morrison--Woodbury (Cayley--SMW) gradient method that avoids repeated eigendecompositions. Extensive experiments on both synthetic and real-world datasets demonstrate that RPMA substantially improves the recovery accuracy of projection matrices and consistently outperforms conventional spectral projection methods for community detection and clustering under noisy environments.
We address the low-rank matrix completion problem by incorporating graph regularization into the existing Riemannian Trust-Region Matrix Completion (RTRMC) framework. The latter uses the geometry of the low-rank constraint to remodel the problem as an unconstrained optimization problem on a single Grassmann manifold. Our approach, named Graph-Regularized RTRMC (GR-RTRMC), exploits the inherent relationships between rows and columns of the matrix. By using these relationships, we aim to improve the accuracy and robustness of matrix completion, particularly in scenarios where the underlying data exhibits strong correlations between rows or columns.
We propose a family of random feature maps for scalable kernel machines on low-dimensional subspaces, ie on the Grassmannian manifold. Such representations are useful when data classes or clusters are well described by the span of a few samples. Classical Grassmannian kernels, including the projection and Binet-Cauchy kernels, require full Gram matrices, which leads to prohibitive computational and memory costs for large high-dimensional subspace datasets. We address this limitation using random features based on rank-one projections of subspace projection matrices followed by bounded non-linear transforms, either periodic or binary, to control the resulting distributions. We show that inner products in the random feature space approximate well-defined rotation-invariant Grassmannian kernels that depend only on the principal angles between subspaces. When the number of features is sufficiently large relative to the intrinsic subspace dimension, the approximation holds uniformly over all fixed-dimensional subspaces with high probability. For periodic transforms, the approximated kernel has a closed-form expression with tunable behaviour between inverse Binet-Cauchy and Gaussian-type regimes. Binary transforms yield compact one-bit subspace features, although no closed-form kernel is known. Structured rank-one projections based on randomised fast Fourier transforms further reduce computation without sacrificing practical accuracy. Experiments on synthetic data and ETH-80 classification tasks show that these features accurately preserve Grassmannian geometry while reducing computation, memory, and storage. Rank-one embeddings therefore provide a practical and scalable alternative to classical Grassmannian kernels.
We study nonconvex methods for matrix completion, the problem of recovering a low-rank matrix from a subset of its entries. Convex methods achieve sample complexity linear in the matrix dimension and the rank, up to logarithmic factors, whereas global guarantees for commonly used nonconvex methods require a higher polynomial dependence on the rank. We close this gap by analyzing Riemannian gradient descent (RGD) and Riemannian Gauss--Newton (RGN) methods. For an n×n matrix of rank r with incoherence parameter μ and condition number κ, the two methods achieve exact recovery with high probability from O(μnrlognlog(nκ)) and O(μnrlognlog(2μrκ)) observations, respectively. The methods use a multiscale residual initialization, while the analysis simultaneously controls the spectral error and incoherence. The resulting RGD iterates converge linearly, whereas RGN eventually converges Q-quadratically.