A Stochastic Riemannian Alternating Descent Ascent Method for Nonsmooth Composite Expectation Optimization on Riemannian Manifolds
In this paper, we consider a class of Riemannian nonsmooth composite expectation optimization problems, which arises in various machine learning, signal processing, and statistics applications. Noting that these problems admit structured minimax reformulations, we propose an efficient algorithm, named stochastic Rieman...