Decentralized Online Riemannian Optimization for Strongly Geodesically Convex Functions

📅 2026-07-22
📈 Citations: 0
Influential: 0
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🤖 AI Summary
This work addresses the absence of optimal regret bounds for strongly geodesically convex loss functions over positively curved Riemannian manifolds in decentralized online optimization. The authors propose a decentralized online Riemannian gradient descent algorithm with time-varying step sizes, which carefully balances network error and convergence behavior. By leveraging strong geodesic convexity and smoothness properties, they establish—for the first time—an $O(\log T)$ static regret bound under both full-information and two-point bandit feedback settings. This result not only overcomes the limitation of existing methods that apply solely to merely geodesically convex functions but also matches the minimax-optimal rate known for strongly convex online optimization in Euclidean spaces.
📝 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. 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 $O(\log T)$ 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 $O(\log T)$ regret bound for the two-point bandit feedback setting using novel strong subconvexity arguments for the smoothed versions of the loss functions.
Problem

Research questions and friction points this paper is trying to address.

decentralized online optimization
Riemannian manifolds
strongly geodesically convex
regret bound
bandit feedback
Innovation

Methods, ideas, or system contributions that make the work stand out.

decentralized online optimization
Riemannian manifolds
strong geodesic convexity
time-varying step size
bandit feedback
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Zhanyuan Cai
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