Learning-Rate-Free Stochastic Optimization over Riemannian Manifolds

Daniel Dodd, Louis Sharrock, Christopher Nemeth
2/12/2026

No official code found. Best implementation: daniel-dodd/riemannian_dog (6 stars, JAX, last commit 2024-06-05).

Abstract

In recent years, interest in gradient-based optimization over Riemannian manifolds has surged. However, a significant challenge lies in the reliance on hyperparameters, especially the learning rate, which requires meticulous tuning by practitioners to ensure convergence at a suitable rate. In this work, we introduce innovative learning-rate-free algorithms for stochastic optimization over Riemannian manifolds, eliminating the need for hand-tuning and providing a more robust and user-friendly approach. We establish high probability convergence guarantees that are optimal, up to logarithmic factors, compared to the best-known optimally tuned rate in the deterministic setting. Our approach is validated through numerical experiments, demonstrating competitive performance against learning-rate-dependent algorithms.

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Code Implementations(1)

JAX

Learning-Rate-Free Stochastic Riemannian Optimization in JAX.

61PythonMay 21, 20242 years ago
jaxmanifoldsoptimizationoptimization-algorithmsriemannian-geometry

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Cite this paper

@article{dodd2026learningratefree,
  title  = {Learning-Rate-Free Stochastic Optimization over Riemannian Manifolds},
  author = {Daniel Dodd and Louis Sharrock and Christopher Nemeth},
  year   = {2026},
  eprint = {2406.02296},
  archivePrefix = {arXiv},
  url    = {https://arxiv.org/abs/2406.02296},
  journal = {ICML 2024 2024}
}

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