Related papers: Sequential Kernel Herding: Frank-Wolfe Optimizatio…
The Conditional Gradient (or Frank-Wolfe) method is one of the most well-known methods for solving constrained optimization problems appearing in various machine learning tasks. The simplicity of iteration and applicability to many…
Sampling problems are widely regarded as the task for which quantum computers can most readily provide a quantum advantage. Leveraging this feature, the quantum-enhanced Markov chain Monte Carlo [Layden, D. et al., Nature 619, 282-287…
Current gate-based quantum computers have the potential to provide a computational advantage if algorithms use quantum hardware efficiently. To make combinatorial optimization more efficient, we introduce the Filtering Variational Quantum…
Random feature approximation is arguably one of the most popular techniques to speed up kernel methods in large scale algorithms and provides a theoretical approach to the analysis of deep neural networks. We analyze generalization…
We present an extension of many-body downfolding methods to reduce the resources required in the quantum phase estimation (QPE) algorithm. In this paper, we focus on the Schrieffer--Wolff (SW) transformation of the electronic Hamiltonians…
This work proposes a new algorithm for training a re-weighted L2 Support Vector Machine (SVM), inspired on the re-weighted Lasso algorithm of Cand\`es et al. and on the equivalence between Lasso and SVM shown recently by Jaggi. In…
The co-localization problem is a model that simultaneously localizes objects of the same class within a series of images or videos. In \cite{joulin2014efficient}, authors present new variants of the Frank-Wolfe algorithm (aka conditional…
Frank-Wolfe (FW) algorithms have been often proposed over the last few years as efficient solvers for a variety of optimization problems arising in the field of Machine Learning. The ability to work with cheap projection-free iterations and…
We propose a simple iterative algorithm to construct the optimal multi-configuration approximation of an $N$-fermion wave function. That is, $M\geq N $ single-particle orbitals are sought iteratively so that the projection of the given wave…
The Frank-Wolfe method and its extensions are well-suited for delivering solutions with desirable structural properties, such as sparsity or low-rank structure. We introduce a new variant of the Frank-Wolfe method that combines Frank-Wolfe…
A broad class of convex optimization problems can be formulated as a semidefinite program (SDP), minimization of a convex function over the positive-semidefinite cone subject to some affine constraints. The majority of classical SDP solvers…
The stochastic Frank-Wolfe method has recently attracted much general interest in the context of optimization for statistical and machine learning due to its ability to work with a more general feasible region. However, there has been a…
We present a new step-size strategy based on the secant method for Frank-Wolfe algorithms. This strategy, which requires mild assumptions about the function under consideration, can be applied to any Frank-Wolfe algorithm. It is as…
The Frank-Wolfe method is a popular method in sparse constrained optimization, due to its fast per-iteration complexity. However, the tradeoff is that its worst case global convergence is comparatively slow, and importantly, is…
We study the approximation of expectations $\E(f(X))$ for Gaussian random elements $X$ with values in a separable Hilbert space $H$ and Lipschitz continuous functionals $f \colon H \to \R$. We consider restricted Monte Carlo algorithms,…
The article presents a study of the Particle Swarm optimization method for scheduling problem. To improve the method's performance a restriction of particles' velocity and an evolutionary meta-optimization were realized. The approach…
Mixed-integer nonlinear optimization encompasses a broad class of problems that present both theoretical and computational challenges. We propose a new type of method to solve these problems based on a branch-and-bound algorithm with convex…
Decentralized optimization algorithms have received much attention due to the recent advances in network information processing. However, conventional decentralized algorithms based on projected gradient descent are incapable of handling…
Algorithms based on Monte-Carlo sampling have been widely adapted in robotics and other areas of engineering due to their performance robustness. However, these sampling-based approaches have high computational requirements, making them…
We present a novel algorithm to estimate the barycenter of arbitrary probability distributions with respect to the Sinkhorn divergence. Based on a Frank-Wolfe optimization strategy, our approach proceeds by populating the support of the…