Minimization of Functions on Dually Flat Spaces Using Geodesic Descent Based on Dual Connections
- URL: http://arxiv.org/abs/2512.09358v1
- Date: Wed, 10 Dec 2025 06:41:51 GMT
- Title: Minimization of Functions on Dually Flat Spaces Using Geodesic Descent Based on Dual Connections
- Authors: Gaku Omiya, Fumiyasu Komaki,
- Abstract summary: We show that an m-geodesic update can theoretically reach the maximum likelihood estimator in a single step.<n>An e-geodesic update has a practical advantage in cases where the parameter space is geodesically complete.
- Score: 3.437656066916038
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We propose geodesic-based optimization methods on dually flat spaces, where the geometric structure of the parameter manifold is closely related to the form of the objective function. A primary application is maximum likelihood estimation in statistical models, especially exponential families, whose model manifolds are dually flat. We show that an m-geodesic update, which directly optimizes the log-likelihood, can theoretically reach the maximum likelihood estimator in a single step. In contrast, an e-geodesic update has a practical advantage in cases where the parameter space is geodesically complete, allowing optimization without explicitly handling parameter constraints. We establish the theoretical properties of the proposed methods and validate their effectiveness through numerical experiments.
Related papers
- From Coefficients to Directions: Rethinking Model Merging with Directional Alignment [66.99062575537555]
We introduce a unified geometric framework, emphMerging with Directional Alignment (method), which aligns directional structures consistently in both the parameter and feature spaces.<n>Our analysis shows that directional alignment improves structural coherence, and extensive experiments across benchmarks, model scales, and task configurations further validate the effectiveness of our approach.
arXiv Detail & Related papers (2025-11-29T08:40:58Z) - On the Optimal Construction of Unbiased Gradient Estimators for Zeroth-Order Optimization [57.179679246370114]
A potential limitation of existing methods is the bias inherent in most perturbation estimators unless a stepsize is proposed.<n>We propose a novel family of unbiased gradient scaling estimators that eliminate bias while maintaining favorable construction.
arXiv Detail & Related papers (2025-10-22T18:25:43Z) - Follow the Energy, Find the Path: Riemannian Metrics from Energy-Based Models [63.331590876872944]
We propose a method for deriving Riemannian metrics directly from pretrained Energy-Based Models.<n>These metrics define spatially varying distances, enabling the computation of geodesics.<n>We show that EBM-derived metrics consistently outperform established baselines.
arXiv Detail & Related papers (2025-05-23T12:18:08Z) - Modeling All Response Surfaces in One for Conditional Search Spaces [69.90317997694218]
This paper proposes a novel approach to model the response surfaces of all subspaces in one.<n>We introduce an attention-based deep feature extractor, capable of projecting configurations with different structures from various subspaces into a unified feature space.
arXiv Detail & Related papers (2025-01-08T03:56:06Z) - Adapting Projection-Based Reduced-Order Models using Projected Gaussian Process [5.492716202049269]
We propose a Projected Gaussian Process (pGP) to learn a mapping from the parameter space to the Grassmann manifold that contains the optimal subspaces.<n>As a statistical learning approach, the proposed pGP allows us to optimally estimate (or tune) the model parameters from data and quantify the statistical uncertainty associated with the prediction.
arXiv Detail & Related papers (2024-10-18T00:02:43Z) - Warped geometric information on the optimisation of Euclidean functions [43.43598316339732]
We consider optimisation of a real-valued function defined in a potentially high-dimensional Euclidean space.
We find the function's optimum along a manifold with a warped metric.
Our proposed algorithm, using 3rd-order approximation of geodesics, tends to outperform standard Euclidean gradient-based counterparts.
arXiv Detail & Related papers (2023-08-16T12:08:50Z) - Short and Straight: Geodesics on Differentiable Manifolds [6.85316573653194]
In this work, we first analyse existing methods for computing length-minimising geodesics.
Second, we propose a model-based parameterisation for distance fields and geodesic flows on continuous manifold.
Third, we develop a curvature-based training mechanism, sampling and scaling points in regions of the manifold exhibiting larger values of the Ricci scalar.
arXiv Detail & Related papers (2023-05-24T15:09:41Z) - Kernel-based off-policy estimation without overlap: Instance optimality
beyond semiparametric efficiency [53.90687548731265]
We study optimal procedures for estimating a linear functional based on observational data.
For any convex and symmetric function class $mathcalF$, we derive a non-asymptotic local minimax bound on the mean-squared error.
arXiv Detail & Related papers (2023-01-16T02:57:37Z) - High-Dimensional Bayesian Optimization via Nested Riemannian Manifolds [0.0]
We propose to exploit the geometry of non-Euclidean search spaces, which often arise in a variety of domains, to learn structure-preserving mappings.
Our approach features geometry-aware Gaussian processes that jointly learn a nested-manifold embedding and a representation of the objective function in the latent space.
arXiv Detail & Related papers (2020-10-21T11:24:11Z) - On Projection Robust Optimal Transport: Sample Complexity and Model
Misspecification [101.0377583883137]
Projection robust (PR) OT seeks to maximize the OT cost between two measures by choosing a $k$-dimensional subspace onto which they can be projected.
Our first contribution is to establish several fundamental statistical properties of PR Wasserstein distances.
Next, we propose the integral PR Wasserstein (IPRW) distance as an alternative to the PRW distance, by averaging rather than optimizing on subspaces.
arXiv Detail & Related papers (2020-06-22T14:35:33Z) - Misspecification-robust likelihood-free inference in high dimensions [13.934999364767918]
We introduce an extension of the popular Bayesian optimisation based approach to approximate discrepancy functions in a probabilistic manner.<n>Our approach achieves computational scalability for higher dimensional parameter spaces by using separate acquisition functions and discrepancies for each parameter.<n>The method successfully performs computationally efficient inference in a 100-dimensional space on canonical examples and compares favourably to existing modularised ABC methods.
arXiv Detail & Related papers (2020-02-21T16:06:11Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.