GEORCE-FM: Joint Fréchet Mean & Geodesics
- GEORCE-FM is an efficient algorithm that jointly computes the Fréchet mean and associated geodesics by framing the problem as a discrete-time optimal control task in a local coordinate chart.
- The method circumvents repeated geodesic boundary value problems by employing closed-form joint updates, leading to global convergence and local quadratic convergence guarantees.
- Empirical results demonstrate that GEORCE-FM outperforms traditional methods in runtime and solution quality, with extensions to adaptive mini-batching and Finsler manifold settings.
The GEORCE-FM algorithm is an efficient and theoretically grounded method for simultaneously computing the Fréchet mean and associated geodesics on both Riemannian and Finsler manifolds. By framing the joint computation as a single discrete-time optimal control problem in a local coordinate chart, GEORCE-FM circumvents the traditional need to solve nested geodesic boundary value problems in each iteration of Fréchet mean estimation. The method accommodates adaptive extensions for large-scale data settings and provides rigorous guarantees of global convergence and local quadratic convergence. Empirical evidence demonstrates that GEORCE-FM dominates earlier manifold mean estimation techniques in both runtime and solution quality across classical and learned manifold models.
1. Fréchet Mean Estimation on Manifolds
The Fréchet mean for a set of points on a Riemannian manifold is the minimizer of the sum of squared distances: with the geodesic distance. Computing generally requires solving a geodesic boundary value problem, for example by integrating the ODE
or minimizing the energy functional
$\E_\gamma(y, a_i) = \frac12 \int_0^1 \dot\gamma(t)^\top G(\gamma(t)) \dot\gamma(t) dt$
where is the metric tensor in a local chart. Most existing algorithms, therefore, embed a costly geodesic solver within each Fréchet mean update, leading to compounding computational expense.
2. Joint Energy Formulation and Optimization
GEORCE-FM addresses this computational bottleneck by jointly optimizing the mean location and all associated geodesics’ discretizations. In local coordinates, each geodesic 0 from 1 to 2 is discretized by a set of 3 points 4 with step vectors 5, subject to boundary conditions 6, 7, and state updates 8. The joint discrete energy minimized by GEORCE-FM is: 9 with Lemma 1 showing that as 0, minimizing this energy over 1 matches the original Fréchet mean problem. The algorithm thus eliminates the repeated inner geodesic solves typically required.
3. Algorithmic Workflow and Pseudocode
The GEORCE-FM algorithm operates in the following principal steps, all conducted within a single local chart (i.e., no need for chart transitions or global log/exponential map evaluations):
- Initialization: Set 2 (e.g., 3), 4, 5.
- Metric Evaluation: For all 6, set 7.
- Gradient Computation: For all 8, compute 9.
- Closed-Form Joint Update:
- Compute
0
- Update the mean: 1.
- Compute dual variables and new controls for all 2:
3
4
- Projected Line Search: Armijo backtracking line search is performed over the control updates to ensure sufficient energy decrease.
- Mixing: Weighted averaging (with step size 5) of previous and proposed 6 ensures convergence and regularization.
- Repeat until the decrease in sum energy 7 meets the tolerance.
This algorithmic procedure matches Algorithm 2 and its Riemannian update rules as given in (Rygaard et al., 6 Nov 2025). The Finslerian extension involves similar machinery but adapts 8 to depend on both position and direction (see Section 4).
4. Extensions: Finsler Manifolds and Adaptive Mini-Batching
Finsler Geometry: In Finsler manifolds, the metric is defined via a fundamental tensor 9 that is homogeneous and strongly convex in the tangent vector 0. GEORCE-FM extends naturally to this setting by replacing the Riemannian 1 with 2, and updating the optimization objective accordingly: 3 The update rules, line-search procedure, and convergence proofs carry over nearly unchanged.
Adaptive (Stochastic) GEORCE-FM: For large 4, computational complexity is reduced by employing mini-batch stochastic updates: - At each outer iteration, a random subset 5 of size 6 is sampled. - GEORCE-FM is run for several steps within 7 yielding estimates 8. - The global mean iterate is formed using an exponential moving average in 9, with decaying step size 0. - Under mild unbiasedness and correlation assumptions, the resulting sequence converges in expectation to a local minimizer (Proposition 7).
5. Theoretical Guarantees
Global Convergence: If the initial iterates satisfy the boundary constraints, and with the Armijo line search, GEORCE-FM generates a non-increasing sequence of objective values; energy is bounded below, so accumulation points are local minima (Prop. 5).
Local Quadratic Convergence: When the discrete energy 1 is strongly convex in a neighborhood of a unique minimizer 2, and the line search accepts full steps (3), quadratic convergence holds: 4 for some 5, by a Taylor expansion argument under smoothness and convexity assumptions.
Stochastic Convergence (Adaptive Mini-Batching): When mini-batch updates are unbiased and satisfy positivity (Eq. (26)), and each mini-batch uses a line search, convergence in expectation is assured (Prop. 7).
6. Computational Complexity and Empirical Performance
Theoretical Complexity
- Per Iteration: Each GEORCE-FM iteration is 6 due to 7 matrix inversions in 8-dimensional charts.
- Comparison: This is comparable to standard Fréchet mean algorithms (which require 9 geodesic solves per iteration at a similar cost) but benefits from amortized reuse of chart structures and avoids repeated boundary value problem solves.
Empirical Results
| Benchmark | Baseline Iterations (ADAM/SGD) | GEORCE-FM Iterations | Acceleration (Runtime) | Accuracy |
|---|---|---|---|---|
| 0, 1 | 2–3 | 4–5 | 6–7 | Comparable |
| Fisher–Rao statistics | 8 | 9–$\E_\gamma(y, a_i) = \frac12 \int_0^1 \dot\gamma(t)^\top G(\gamma(t)) \dot\gamma(t) dt$0 | $\E_\gamma(y, a_i) = \frac12 \int_0^1 \dot\gamma(t)^\top G(\gamma(t)) \dot\gamma(t) dt$1 | Comparable |
| Learned VAE manifolds | Minutes | Tens of seconds | $\E_\gamma(y, a_i) = \frac12 \int_0^1 \dot\gamma(t)^\top G(\gamma(t)) \dot\gamma(t) dt$2–$\E_\gamma(y, a_i) = \frac12 \int_0^1 \dot\gamma(t)^\top G(\gamma(t)) \dot\gamma(t) dt$3 | Comparable |
| Adaptive ($\E_\gamma(y, a_i) = \frac12 \int_0^1 \dot\gamma(t)^\top G(\gamma(t)) \dot\gamma(t) dt$4) | Full batch | $\E_\gamma(y, a_i) = \frac12 \int_0^1 \dot\gamma(t)^\top G(\gamma(t)) \dot\gamma(t) dt$5 geodesics | $\E_\gamma(y, a_i) = \frac12 \int_0^1 \dot\gamma(t)^\top G(\gamma(t)) \dot\gamma(t) dt$6 | $\E_\gamma(y, a_i) = \frac12 \int_0^1 \dot\gamma(t)^\top G(\gamma(t)) \dot\gamma(t) dt$7Few % |
- GEORCE-FM converges rapidly on synthetic spheres, ellipsoids, and information geometry manifolds.
- On real-data latent spaces (e.g., MNIST, CelebA decoder manifolds), GEORCE-FM computes both geodesics and Fréchet mean on the order of seconds.
- In Finsler and Randers-type geometries, GEORCE-FM attains lower energy solutions and $\E_\gamma(y, a_i) = \frac12 \int_0^1 \dot\gamma(t)^\top G(\gamma(t)) \dot\gamma(t) dt$8–$\E_\gamma(y, a_i) = \frac12 \int_0^1 \dot\gamma(t)^\top G(\gamma(t)) \dot\gamma(t) dt$9 improved runtimes versus BFGS, ADAM, and Newton-type baselines.
7. Significance, Limitations, and Directions
GEORCE-FM’s principal innovation is the joint optimization over mean location and geodesic fields, facilitated by closed-form local updates within a single chart. This avoids compounding the computational and numerical overhead of embedded geodesic solvers typical of prior approaches. Its design allows extensibility to asymmetric and velocity-dependent metrics (Finsler), as well as natural stochastic mini-batching for large-scale data.
Limitations include the reliance on local charts (potentially problematic on highly nontrivial manifold topologies) and cubic scaling in intrinsic dimension 0 due to matrix inversions, although 1 is typically modest.
- A plausible implication is that further acceleration may be possible using approximate inversion strategies or manifold preconditioning for very high-dimensional problems.
- The uniform chart assumption could be relaxed for more general manifold geometries via atlas-based or manifold learning techniques.
Recent empirical benchmarking on classical and learned manifolds supports the algorithmic dominance of GEORCE-FM in both runtime and accuracy for Fréchet mean estimation, with strong theoretical backing for its global and local convergence properties (Rygaard et al., 6 Nov 2025).