Research map / Optimization / Nonconvex and smooth optimization
Quantitative Convergences of Lie Group Momentum Optimizers
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Analyzes two momentum optimizers on compact Lie groups (Lie Heavy-Ball, a splitting scheme, and a new Lie NAG-SC) using only gradient oracle and exponential map, proving Heavy-Ball lacks acceleration while Lie NAG-SC achieves square-root condition number dependence under local strong convexity.
Problem
Convergence rates of momentum-based optimization on Lie groups, where existing accelerated manifold methods need costly logarithm maps or parallel transport.
Approach
Left-trivialized momentum turns Lie group momentum dynamics into Euclidean-like updates; a splitting discretization (Lie Heavy-Ball) is shown to be non-accelerated, and a new Lie NAG-SC discretization with a gradient-difference correction term achieves sqrt(kappa) dependence using only exp map and gradients.
Key results
- Lie Heavy-Ball attains rate (1+mu/(16L))^{-1}, linear condition number dependence, i.e., no acceleration over Lie GD.
- Lie NAG-SC attains rate (1+(1/30)sqrt(mu)*min{1/sqrt(2L), 1/(2p(a))})^{-1}, giving sqrt(kappa) dependence with a curvature-dependent factor.
- Numerical SO(10) eigendecomposition experiments show Lie NAG-SC converges much faster than Lie Heavy-Ball, especially for ill-conditioned problems.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Add the gradient-difference term to Lie Heavy-Ball's momentum update (ablation) | Lie Heavy-Ball · Locally geodesically strongly convex Lie-group objectives | convergence rate: \left(1+\frac{\mu}{16L}\right)^{-1} -> \left(1+\frac{1}{30}\sqrt{\mu}\min\left\{\frac{1}{\sqrt{2L}}, \frac{1}{2p(a)}\rig | Helped |
| Use Lie Heavy-Ball momentum instead of momentumless Lie GD | Lie Heavy-Ball · Locally geodesically strongly convex Lie-group objectives | convergence rate | No clear effect |
| Use Lie NAG-SC instead of Lie Heavy-Ball | Lie-group optimization · Eigenvalue decomposition on SO(n) | convergence speed | Helped |
Surprising findings
- Lie NAG-SC's rate depends on a curvature-related factor 1/p(a), so acceleration is weaker than the Euclidean sqrt(mu/L) rate; authors are unsure if this is proof-technique or intrinsic.
- No monotone modified energy is established for Lie NAG-SC; only the Lyapunov function is shown to decrease, unlike Lie Heavy-Ball.
Limitations
- Analysis is local: requires local geodesic strong convexity and an initialization in a sublevel set; global convergence rate not provided for NAG-SC.
- Restricted to compact Lie groups with left-invariant metric where ad is skew-adjoint.
- Experiments limited to one problem (SO(10) eigendecomposition) with n=10.
Experimental setup
Benchmarks: eigenvalue decomposition on SO(10) with synthetic symmetric matrices
Metrics: potential value U(g_k)-U(g*) Lyapunov function value
Baselines: Lie GD (Riemannian GD on Lie groups) Lie Heavy-Ball
Builds on: Nesterov accelerated gradient (strongly convex, NAG-SC) Polyak Heavy-Ball Riemannian gradient descent variational optimization on Lie groups
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