Rieoptax: Riemannian Optimization in JAX

10 Oct 2022  ·  Saiteja Utpala, Andi Han, Pratik Jawanpuria, Bamdev Mishra ·

We present Rieoptax, an open source Python library for Riemannian optimization in JAX. We show that many differential geometric primitives, such as Riemannian exponential and logarithm maps, are usually faster in Rieoptax than existing frameworks in Python, both on CPU and GPU. We support various range of basic and advanced stochastic optimization solvers like Riemannian stochastic gradient, stochastic variance reduction, and adaptive gradient methods. A distinguishing feature of the proposed toolbox is that we also support differentially private optimization on Riemannian manifolds.

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