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Quantitative Convergences of Lie Group Momentum Optimizers

NeurIPS 2024 · Optimization › Nonconvex and smooth optimization · approach: Acceleration and Nesterov dynamics · 0 citations (OpenAlex)

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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

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add the gradient-difference term to Lie Heavy-Ball's momentum update (ablation)Lie Heavy-Ball · Locally geodesically strongly convex Lie-group objectivesconvergence 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)}\rigHelped
Use Lie Heavy-Ball momentum instead of momentumless Lie GDLie Heavy-Ball · Locally geodesically strongly convex Lie-group objectivesconvergence rateNo clear effect
Use Lie NAG-SC instead of Lie Heavy-BallLie-group optimization · Eigenvalue decomposition on SO(n)convergence speedHelped

Surprising findings

Limitations

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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