Decentralized Online Riemannian Optimization for Strongly Geodesically Convex Functions
Abstract
We study decentralized online optimization for strongly geodesically convex (strongly g-convex) losses on Riemannian manifolds with bounded sectional curvature, including positively curved manifolds. In centralized Riemannian optimization, strong g-convexity tightens the optimal regret from $O(\sqrt{T})$ to $O(\log T)$, where $T$ is the time horizon; in the decentralized Riemannian setting, however, existing methods address only g-convex losses, leaving the strongly g-convex regime unexplored. O...
Description / Details
We study decentralized online optimization for strongly geodesically convex (strongly g-convex) losses on Riemannian manifolds with bounded sectional curvature, including positively curved manifolds. In centralized Riemannian optimization, strong g-convexity tightens the optimal regret from to , where is the time horizon; in the decentralized Riemannian setting, however, existing methods address only g-convex losses, leaving the strongly g-convex regime unexplored. One challenge is that the required decaying step size in the centralized regime is incompatible with existing network-error analyses, which typically assume a fixed step size. First, we provide a general network-error analysis for time-varying schedules. Next, we build on this analysis to establish the first static regret bound for decentralized online Riemannian gradient descent, matching the minimax-optimal rate for strongly-convex Euclidean online optimization. Finally, we prove the same regret bound for the two-point bandit feedback setting using novel strong subconvexity arguments for the smoothed versions of the loss functions.
Source: arXiv:2607.20316v1 - http://arxiv.org/abs/2607.20316v1 PDF: https://arxiv.org/pdf/2607.20316v1 Original Link: http://arxiv.org/abs/2607.20316v1
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