English
Related papers

Related papers: A PARTAN-Accelerated Frank-Wolfe Algorithm for Lar…

200 papers

Learning a deep neural network requires solving a challenging optimization problem: it is a high-dimensional, non-convex and non-smooth minimization problem with a large number of terms. The current practice in neural network optimization…

Machine Learning · Computer Science 2021-02-23 Leonard Berrada , Andrew Zisserman , M. Pawan Kumar

Support Vector Machines (SVM), a popular machine learning technique, has been applied to a wide range of domains such as science, finance, and social networks for supervised learning. Whether it is identifying high-risk patients by…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-06-20 Jeyanthi Narasimhan , Abhinav Vishnu , Lawrence Holder , Adolfy Hoisie

Aiming at convex optimization under structural constraints, this work introduces and analyzes a variant of the Frank Wolfe (FW) algorithm termed ExtraFW. The distinct feature of ExtraFW is the pair of gradients leveraged per iteration,…

Optimization and Control · Mathematics 2020-12-11 Bingcong Li , Lingda Wang , Georgios B. Giannakis , Zhizhen Zhao

The Frank-Wolfe algorithm has regained much interest in its use in structurally constrained machine learning applications. However, one major limitation of the Frank-Wolfe algorithm is the slow local convergence property due to the…

Optimization and Control · Mathematics 2022-10-18 Zhaoyue Chen , Yifan Sun

We introduce novel techniques to enhance Frank-Wolfe algorithms by leveraging function smoothness beyond traditional short steps. Our study focuses on Frank-Wolfe algorithms with step sizes that incorporate primal-dual guarantees, offering…

Optimization and Control · Mathematics 2025-02-03 David Martínez-Rubio , Sebastian Pokutta

The Frank-Wolfe algorithm has become a popular first-order optimization algorithm for it is simple and projection-free, and it has been successfully applied to a variety of real-world problems. Its main drawback however lies in its…

Optimization and Control · Mathematics 2020-06-25 Cyrille W. Combettes , Sebastian Pokutta

This paper aims to enhance the use of the Frank-Wolfe (FW) algorithm for training deep neural networks. Similar to any gradient-based optimization algorithm, FW suffers from high computational and memory costs when computing gradients for…

Machine Learning · Computer Science 2024-12-30 M. Rostami , S. S. Kia

We present a new Frank-Wolfe (FW) type algorithm that is applicable to minimization problems with a nonsmooth convex objective. We provide convergence bounds and show that the scheme yields so-called coreset results for various Machine…

Optimization and Control · Mathematics 2017-08-23 Sathya N. Ravi , Maxwell D. Collins , Vikas Singh

The Frank-Wolfe method (a.k.a. conditional gradient algorithm) for smooth optimization has regained much interest in recent years in the context of large scale optimization and machine learning. A key advantage of the method is that it…

Optimization and Control · Mathematics 2015-08-17 Dan Garber , Elad Hazan

Sparse support vector machine (SVM) is a popular classification technique that can simultaneously learn a small set of the most interpretable features and identify the support vectors. It has achieved great successes in many real-world…

Machine Learning · Statistics 2019-07-19 Weizhong Zhang , Bin Hong , Wei Liu , Jieping Ye , Deng Cai , Xiaofei He , Jie Wang

The paper introduces a new adaptive version of the Frank-Wolfe algorithm for relatively smooth convex functions. It is proposed to use the Bregman divergence other than half the square of the Euclidean norm in the formula for step-size.…

Optimization and Control · Mathematics 2024-07-23 Alexander Vyguzov , Fedor Stonyakin

In this paper, we study the problem of speeding up a type of optimization algorithms called Frank-Wolfe, a conditional gradient method. We develop and employ two novel inner product search data structures, improving the prior fastest…

Data Structures and Algorithms · Computer Science 2022-07-20 Zhao Song , Zhaozhuo Xu , Yuanyuan Yang , Lichen Zhang

In this paper we provide an introduction to the Frank-Wolfe algorithm, a method for smooth convex optimization in the presence of (relatively) complicated constraints. We will present the algorithm, introduce key concepts, and establish…

Optimization and Control · Mathematics 2023-11-30 Sebastian Pokutta

The analysis of Frank Wolfe (FW) variants is often complicated by the presence of different kinds of "good" and "bad" steps. In this article we aim to simplify the convergence analysis of some of these variants by getting rid of such a…

Optimization and Control · Mathematics 2022-11-22 Francesco Rinaldi , Damiano Zeffiro

The Frank-Wolfe method has become increasingly useful in statistical and machine learning applications, due to the structure-inducing properties of the iterates, and especially in settings where linear minimization over the feasible set is…

Machine Learning · Computer Science 2024-12-16 Zikai Xiong , Robert M. Freund

Structural support vector machines (SSVMs) are amongst the best performing models for structured computer vision tasks, such as semantic image segmentation or human pose estimation. Training SSVMs, however, is computationally costly,…

Machine Learning · Computer Science 2014-11-19 Neel Shah , Vladimir Kolmogorov , Christoph H. Lampert

The Frank-Wolfe algorithm, a very first optimization method and also known as the conditional gradient method, was introduced by Frank and Wolfe in 1956. Due to its simple linear subproblems, the Frank-Wolfe algorithm has recently been…

Optimization and Control · Mathematics 2017-10-23 Hong-Kun Xu

Frank-Wolfe algorithms (FW) are popular first-order methods for solving constrained convex optimization problems that rely on a linear minimization oracle instead of potentially expensive projection-like oracles. Many works have identified…

Optimization and Control · Mathematics 2023-09-18 Elias Wirth , Thomas Kerdreux , Sebastian Pokutta

We introduce regularized Frank-Wolfe, a general and effective algorithm for inference and learning of dense conditional random fields (CRFs). The algorithm optimizes a nonconvex continuous relaxation of the CRF inference problem using…

Machine Learning · Computer Science 2022-09-09 Đ. Khuê Lê-Huu , Karteek Alahari

We propose a rank-$k$ variant of the classical Frank-Wolfe algorithm to solve convex optimization over a trace-norm ball. Our algorithm replaces the top singular-vector computation ($1$-SVD) in Frank-Wolfe with a top-$k$ singular-vector…

Machine Learning · Computer Science 2017-11-10 Zeyuan Allen-Zhu , Elad Hazan , Wei Hu , Yuanzhi Li