SERENA: A Unified Stochastic Recursive Variance Reduced Gradient Framework for Riemannian Non-Convex Optimization

Yan Liu, Mingjie Chen, Chaojie Ji, Hao Zhang, Ruxin Wang
Proceedings of the 42nd International Conference on Machine Learning, PMLR 267:38144-38168, 2025.

Abstract

Recently, the expansion of Variance Reduction (VR) to Riemannian stochastic non-convex optimization has attracted increasing interest. Inspired by recursive momentum, we first introduce Stochastic Recursive Variance Reduced Gradient (SRVRG) algorithm and further present Stochastic Recursive Gradient Estimator (SRGE) in Euclidean spaces, which unifies the prevailing variance reduction estimators. We then extend SRGE to Riemannian spaces, resulting in a unified Stochastic rEcursive vaRiance reducEd gradieNt frAmework (SERENA) for Riemannian non-convex optimization. This framework includes the proposed R-SRVRG, R-SVRRM, and R-Hybrid-SGD methods, as well as other existing Riemannian VR methods. Furthermore, we establish a unified theoretical analysis for Riemannian non-convex optimization under retraction and vector transport. The IFO complexity of our proposed R-SRVRG and R-SVRRM to converge to $\varepsilon$-accurate solution is $\mathcal{O}\left(\min \{n^{1/2}{\varepsilon^{-2}}, \varepsilon^{-3}\}\right)$ in the finite-sum setting and ${\mathcal{O}\left( \varepsilon^{-3}\right)}$ for the online case, both of which align with the lower IFO complexity bound. Experimental results indicate that the proposed algorithms surpass other existing Riemannian optimization methods.

Cite this Paper

BibTeX
@InProceedings{pmlr-v267-liu25e, title = {{SERENA}: A Unified Stochastic Recursive Variance Reduced Gradient Framework for {R}iemannian Non-Convex Optimization}, author = {Liu, Yan and Chen, Mingjie and Ji, Chaojie and Zhang, Hao and Wang, Ruxin}, booktitle = {Proceedings of the 42nd International Conference on Machine Learning}, pages = {38144--38168}, year = {2025}, editor = {Singh, Aarti and Fazel, Maryam and Hsu, Daniel and Lacoste-Julien, Simon and Berkenkamp, Felix and Maharaj, Tegan and Wagstaff, Kiri and Zhu, Jerry}, volume = {267}, series = {Proceedings of Machine Learning Research}, month = {13--19 Jul}, publisher = {PMLR}, pdf = {https://raw.githubusercontent.com/mlresearch/v267/main/assets/liu25e/liu25e.pdf}, url = {https://proceedings.mlr.press/v267/liu25e.html}, abstract = {Recently, the expansion of Variance Reduction (VR) to Riemannian stochastic non-convex optimization has attracted increasing interest. Inspired by recursive momentum, we first introduce Stochastic Recursive Variance Reduced Gradient (SRVRG) algorithm and further present Stochastic Recursive Gradient Estimator (SRGE) in Euclidean spaces, which unifies the prevailing variance reduction estimators. We then extend SRGE to Riemannian spaces, resulting in a unified Stochastic rEcursive vaRiance reducEd gradieNt frAmework (SERENA) for Riemannian non-convex optimization. This framework includes the proposed R-SRVRG, R-SVRRM, and R-Hybrid-SGD methods, as well as other existing Riemannian VR methods. Furthermore, we establish a unified theoretical analysis for Riemannian non-convex optimization under retraction and vector transport. The IFO complexity of our proposed R-SRVRG and R-SVRRM to converge to $\varepsilon$-accurate solution is $\mathcal{O}\left(\min \{n^{1/2}{\varepsilon^{-2}}, \varepsilon^{-3}\}\right)$ in the finite-sum setting and ${\mathcal{O}\left( \varepsilon^{-3}\right)}$ for the online case, both of which align with the lower IFO complexity bound. Experimental results indicate that the proposed algorithms surpass other existing Riemannian optimization methods.} }
Endnote
%0 Conference Paper %T SERENA: A Unified Stochastic Recursive Variance Reduced Gradient Framework for Riemannian Non-Convex Optimization %A Yan Liu %A Mingjie Chen %A Chaojie Ji %A Hao Zhang %A Ruxin Wang %B Proceedings of the 42nd International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2025 %E Aarti Singh %E Maryam Fazel %E Daniel Hsu %E Simon Lacoste-Julien %E Felix Berkenkamp %E Tegan Maharaj %E Kiri Wagstaff %E Jerry Zhu %F pmlr-v267-liu25e %I PMLR %P 38144--38168 %U https://proceedings.mlr.press/v267/liu25e.html %V 267 %X Recently, the expansion of Variance Reduction (VR) to Riemannian stochastic non-convex optimization has attracted increasing interest. Inspired by recursive momentum, we first introduce Stochastic Recursive Variance Reduced Gradient (SRVRG) algorithm and further present Stochastic Recursive Gradient Estimator (SRGE) in Euclidean spaces, which unifies the prevailing variance reduction estimators. We then extend SRGE to Riemannian spaces, resulting in a unified Stochastic rEcursive vaRiance reducEd gradieNt frAmework (SERENA) for Riemannian non-convex optimization. This framework includes the proposed R-SRVRG, R-SVRRM, and R-Hybrid-SGD methods, as well as other existing Riemannian VR methods. Furthermore, we establish a unified theoretical analysis for Riemannian non-convex optimization under retraction and vector transport. The IFO complexity of our proposed R-SRVRG and R-SVRRM to converge to $\varepsilon$-accurate solution is $\mathcal{O}\left(\min \{n^{1/2}{\varepsilon^{-2}}, \varepsilon^{-3}\}\right)$ in the finite-sum setting and ${\mathcal{O}\left( \varepsilon^{-3}\right)}$ for the online case, both of which align with the lower IFO complexity bound. Experimental results indicate that the proposed algorithms surpass other existing Riemannian optimization methods.
APA
Liu, Y., Chen, M., Ji, C., Zhang, H. & Wang, R.. (2025). SERENA: A Unified Stochastic Recursive Variance Reduced Gradient Framework for Riemannian Non-Convex Optimization. Proceedings of the 42nd International Conference on Machine Learning, in Proceedings of Machine Learning Research 267:38144-38168 Available from https://proceedings.mlr.press/v267/liu25e.html.

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