Adaptive Gradient Descent on Riemannian Manifolds with Nonnegative Curvature

Abstract: In this paper, we present an adaptive gradient descent method for geodesically convex optimization on a Riemannian manifold with nonnegative sectional curvature. The method automatically adapts to the local geometry of the function and does not use additional expensive computations other than calculation of the derivative of the Riemannian exponential. We prove the convergence of the method under the assumption of geodesic completeness. The performance of the method is illustrated by experiments on the sphere, the manifold of symmetric positive definite matrices equipped with the Bures-Wasserstein metric.