Frank-Wolfe Algorithm for the Exact Sparse Problem
Machine Learning
2018-12-19 v1 Machine Learning
Abstract
In this paper, we study the properties of the Frank-Wolfe algorithm to solve the \ExactSparse reconstruction problem. We prove that when the dictionary is quasi-incoherent, at each iteration, the Frank-Wolfe algorithm picks up an atom indexed by the support. We also prove that when the dictionary is quasi-incoherent, there exists an iteration beyond which the algorithm converges exponentially fast.
Cite
@article{arxiv.1812.07201,
title = {Frank-Wolfe Algorithm for the Exact Sparse Problem},
author = {Farah Cherfaoui and Valentin Emiya and Liva Ralaivola and Sandrine Anthoine},
journal= {arXiv preprint arXiv:1812.07201},
year = {2018}
}