Manifold optimization and recent applications
Dr Bamdev Mishra
Optimization over smooth manifolds or manifold optimization involves minimizing an objective function over a smooth constrained set. Many such sets have usually a manifold structure. Some particularly useful manifolds include the set of orthogonal matrices, the set of symmetric positive definite matrices, the set of subspaces, the set of fixed-rank matrices/tensors, and the set of doubly stochastic matrices (optimal transport plans), to name a few . Consequently, there has been a development of a number of manifold optimization toolboxes .
In this project, we make use of these wonderful tools to solve a few machine learning problems with manifold optimization. The aim would be to get a hands-on experience of manifold optimization.
Project timezone: B