Title: Riemannian Optimization on Relaxed Indicator Matrix Manifold
Primary area: unsupervised, self-supervised, semi-supervised, and supervised representation learning
Keywords: Optimization, Clustering, Graph Cut

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 compared with other existing relaxations, it can flexibly incorporate class information. We 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 here.