Riemannian Optimization on Relaxed Indicator Matrix Manifold
Jinghui Yuan, Fangyuan Xie, Feiping Nie, Xuelong Li
TL;DR
The paper addresses the NP-hard problem of optimizing indicator matrices by introducing a flexible relaxation that yields the Relaxed Indicator Matrix Manifold (RIM). It develops a complete Riemannian optimization toolbox on the RIM manifold, including three Retraction strategies and efficient gradient/Hessian mappings, achieving a theoretical and practical reduction from $O(n^3)$ to $O(n)$-type complexity relative to prior double stochastic methods. The framework is applied to graph cuts, notably Ratio Cut, with rigorous convergence analyses and state-of-the-art clustering performance demonstrated on large-scale datasets and image-denoising tasks. The work offers open-source code and shows substantial practical impact for scalable, geometry-respecting optimization in clustering and graph-based learning.
Abstract
The indicator matrix plays an important role in machine learning, but optimizing it is an NP-hard problem. We propose a new relaxation of the indicator matrix and prove that this relaxation forms a manifold, which we call the Relaxed Indicator Matrix Manifold (RIM manifold). Based on Riemannian geometry, we develop a Riemannian toolbox for optimization on the RIM manifold. Specifically, we provide several methods of Retraction, including a fast Retraction method to obtain geodesics. We point out that the RIM manifold is a generalization of the double stochastic manifold, and it is much faster than existing methods on the double stochastic manifold, which has a complexity of \( \mathcal{O}(n^3) \), while RIM manifold optimization is \( \mathcal{O}(n) \) and often yields better results. We conducted extensive experiments, including image denoising, with millions of variables to support our conclusion, and applied the RIM manifold to Ratio Cut, we provide a rigorous convergence proof and achieve clustering results that outperform the state-of-the-art methods. Our Code in \href{https://github.com/Yuan-Jinghui/Riemannian-Optimization-on-Relaxed-Indicator-Matrix-Manifold}{here}.
