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We present new results for the Frank-Wolfe method (also known as the conditional gradient method). We derive computational guarantees for arbitrary step-size sequences, which are then applied to various step-size rules, including simple…

Optimization and Control · Mathematics 2014-06-03 Robert M. Freund , Paul Grigas

We extend the Frank-Wolfe (FW) optimization algorithm to solve constrained smooth convex-concave saddle point (SP) problems. Remarkably, the method only requires access to linear minimization oracles. Leveraging recent advances in FW…

Optimization and Control · Mathematics 2017-03-07 Gauthier Gidel , Tony Jebara , Simon Lacoste-Julien

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…

Machine Learning · Computer Science 2018-12-19 Farah Cherfaoui , Valentin Emiya , Liva Ralaivola , Sandrine Anthoine

The purpose of this survey is to serve both as a gentle introduction and a coherent overview of state-of-the-art Frank--Wolfe algorithms, also called conditional gradient algorithms, for function minimization. These algorithms are…

Deep neural networks is today one of the most popular choices in classification, regression and function approximation. However, the training of such deep networks is far from trivial as there are often millions of parameters to tune.…

Machine Learning · Computer Science 2020-06-09 Jakob Stigenberg

This paper considers distributed stochastic optimization, in which a number of agents cooperate to optimize a global objective function through local computations and information exchanges with neighbors over a network. Stochastic…

Optimization and Control · Mathematics 2022-08-09 Jie Hou , Xianlin Zeng , Gang Wang , Jian Sun , Jie Chen

Recently the away-step Frank-Wolfe algoritm for constrained multiobjective optimization has been shown linear convergence rate over a polytope which is generated by finite points set. In this paper we design a decomposition-invariant…

Optimization and Control · Mathematics 2024-09-10 Zhuoxin Fan , Liping Tang

Sparse Bayesian learning is a state-of-the-art supervised learning algorithm that can choose a subset of relevant samples from the input data and make reliable probabilistic predictions. However, in the presence of high-dimensional data…

Machine Learning · Computer Science 2020-01-10 Bingbing Jiang , Chang Li , Maarten de Rijke , Xin Yao , Huanhuan Chen

There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…

Computation · Statistics 2016-02-25 Xichen Huang , Jin Wang , Feng Liang

The Frank Wolfe algorithm (FW) is a popular projection-free alternative for solving large-scale constrained optimization problems. However, the FW algorithm suffers from a sublinear convergence rate when minimizing a smooth convex function…

Optimization and Control · Mathematics 2021-10-20 Robin Francis , Sundeep Prabhakar Chepuri

We introduce a new class of Frank-Wolfe algorithms for minimizing differentiable functionals over probability measures. This framework can be shown to encompass a diverse range of tasks in areas such as artificial intelligence,…

Computation · Statistics 2021-05-13 Carson Kent , Jose Blanchet , Peter Glynn

Recently, the Frank-Wolfe optimization algorithm was suggested as a procedure to obtain adaptive quadrature rules for integrals of functions in a reproducing kernel Hilbert space (RKHS) with a potentially faster rate of convergence than…

Machine Learning · Statistics 2015-02-11 Simon Lacoste-Julien , Fredrik Lindsten , Francis Bach

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…

Optimization and Control · Mathematics 2018-08-29 Hoi-To Wai , Jean Lafond , Anna Scaglione , Eric Moulines

We propose a simple variant of the generalized Frank-Wolfe method for solving strongly convex composite optimization problems, by introducing an additional averaging step on the dual variables. We show that in this variant, one can choose a…

Optimization and Control · Mathematics 2022-10-27 Renbo Zhao , Qiuyun Zhu

In this paper, we propose several improvements on the block-coordinate Frank-Wolfe (BCFW) algorithm from Lacoste-Julien et al. (2013) recently used to optimize the structured support vector machine (SSVM) objective in the context of…

Machine Learning · Computer Science 2016-06-01 Anton Osokin , Jean-Baptiste Alayrac , Isabella Lukasewitz , Puneet K. Dokania , Simon Lacoste-Julien

We study the effects of constrained optimization formulations and Frank-Wolfe algorithms for obtaining interpretable neural network predictions. Reformulating the Rate-Distortion Explanations (RDE) method for relevance attribution as a…

Machine Learning · Computer Science 2022-02-01 Jan Macdonald , Mathieu Besançon , Sebastian Pokutta

Many existing Neural Network pruning approaches rely on either retraining or inducing a strong bias in order to converge to a sparse solution throughout training. A third paradigm, 'compression-aware' training, aims to obtain…

Machine Learning · Computer Science 2024-02-15 Max Zimmer , Christoph Spiegel , Sebastian Pokutta

We investigate algorithmic variants of the Frank-Wolfe (FW) optimization method for pruning convolutional neural networks. This is motivated by the "Lottery Ticket Hypothesis", which suggests the existence of smaller sub-networks within…

Machine Learning · Computer Science 2025-12-02 Hamza ElMokhtar Shili , Natasha Patnaik , Isabelle Ruble , Kathryn Jarjoura , Daniel Suarez Aguirre

We propose a novel and efficient training method for RNNs by iteratively seeking a local minima on the loss surface within a small region, and leverage this directional vector for the update, in an outer-loop. We propose to utilize the…

Machine Learning · Computer Science 2020-10-16 Yun Yue , Ming Li , Venkatesh Saligrama , Ziming Zhang

Classification and probability estimation are fundamental tasks with broad applications across modern machine learning and data science, spanning fields such as biology, medicine, engineering, and computer science. Recent development of…

Methodology · Statistics 2026-03-25 Liyun Zeng , Hao Helen Zhang