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We propose a novel Stochastic Frank-Wolfe (a.k.a. conditional gradient) algorithm for constrained smooth finite-sum minimization with a generalized linear prediction/structure. This class of problems includes empirical risk minimization…

We propose a variant of the Frank-Wolfe algorithm for solving a class of sparse/low-rank optimization problems. Our formulation includes Elastic Net, regularized SVMs and phase retrieval as special cases. The proposed Primal-Dual Block…

Machine Learning · Computer Science 2019-06-07 Qi Lei , Jiacheng Zhuo , Constantine Caramanis , Inderjit S. Dhillon , Alexandros G. Dimakis

We present and analyze a new generalized Frank-Wolfe method for the composite optimization problem $(P):{\min}_{x\in\mathbb{R}^n}\; f(\mathsf{A} x) + h(x)$, where $f$ is a $\theta$-logarithmically-homogeneous self-concordant barrier,…

Optimization and Control · Mathematics 2021-12-07 Renbo Zhao , Robert M. Freund

In numerous substitution models for the $\l_{0}$-norm minimization problem $(P_{0})$, the $\l_{p}$-norm minimization $(P_{p})$ with $0<p<1$ have been considered as the most natural choice. However, the non-convex optimization problem…

Optimization and Control · Mathematics 2018-04-27 Angang Cui , Jigen Peng , Haiyang Li

The Frank-Wolfe (FW) method is a popular approach for solving optimization problems with structured constraints that arise in machine learning applications. In recent years, stochastic versions of FW have gained popularity, motivated by…

Optimization and Control · Mathematics 2024-09-17 Aleksandr Beznosikov , David Dobre , Gauthier Gidel

We propose an enhanced zeroth-order stochastic Frank-Wolfe framework to address constrained finite-sum optimization problems, a structure prevalent in large-scale machine-learning applications. Our method introduces a novel double variance…

Machine Learning · Computer Science 2025-01-24 Haishan Ye , Yinghui Huang , Hao Di , Xiangyu Chang

In this paper, we focus on the unsupervised setting for structure learning of deep neural networks and propose to adopt the efficient coding principle, rooted in information theory and developed in computational neuroscience, to guide the…

Machine Learning · Computer Science 2021-05-31 Jinhui Yuan , Fei Pan , Chunting Zhou , Tao Qin , Tie-Yan Liu

The Frank-Wolfe (FW) optimization algorithm has lately re-gained popularity thanks in particular to its ability to nicely handle the structured constraints appearing in machine learning applications. However, its convergence rate is known…

Optimization and Control · Mathematics 2015-11-19 Simon Lacoste-Julien , Martin Jaggi

With the success of deep neural networks (NNs) in a variety of domains, the computational and storage requirements for training and deploying large NNs have become a bottleneck for further improvements. Sparsification has consequently…

Machine Learning · Computer Science 2024-04-24 Nadav Joseph Outmezguine , Noam Levi

Deepening and widening convolutional neural networks (CNNs) significantly increases the number of trainable weight parameters by adding more convolutional layers and feature maps per layer, respectively. By imposing inter- and intra-group…

Computer Vision and Pattern Recognition · Computer Science 2019-12-18 Kevin Bui , Fredrick Park , Shuai Zhang , Yingyong Qi , Jack Xin

The increasing computational demands of modern neural networks present deployment challenges on resource-constrained devices. Network pruning offers a solution to reduce model size and computational cost while maintaining performance.…

Machine Learning · Computer Science 2024-03-13 Xiang Meng , Wenyu Chen , Riade Benbaki , Rahul Mazumder

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

Pooling is a simple but essential layer in modern deep CNN architectures for feature aggregation and extraction. Typical CNN design focuses on the conv layers and activation functions, while leaving the pooling layers with fewer options. We…

Computer Vision and Pattern Recognition · Computer Science 2021-10-22 Bor-Shiun Wang , Jun-Wei Hsieh , Ming-Ching Chang , Ping-Yang Chen , Lipeng Ke , Siwei Lyu

Learning sparse combinations is a frequent theme in machine learning. In this paper, we study its associated optimization problem in the distributed setting where the elements to be combined are not centrally located but spread over a…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-25 Aurélien Bellet , Yingyu Liang , Alireza Bagheri Garakani , Maria-Florina Balcan , Fei Sha

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…

Optimization and Control · Mathematics 2019-11-06 Haihao Lu , Robert M. Freund

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

The Frank-Wolfe algorithm achieves a convergence rate of $\mathcal{O}(1/T)$ for smooth convex optimization over compact convex domains, accelerating to $\mathcal{O}(1/T^2)$ when both the objective and the feasible set are strongly convex.…

Optimization and Control · Mathematics 2026-05-19 Jannis Halbey , Christophe Roux , Sebastian Pokutta

Despite its nonconvex nature, $\ell_0$ sparse approximation is desirable in many theoretical and application cases. We study the $\ell_0$ sparse approximation problem with the tool of deep learning, by proposing Deep $\ell_0$ Encoders. Two…

Machine Learning · Computer Science 2015-11-24 Zhangyang Wang , Qing Ling , Thomas S. Huang

Deep neural networks have emerged as powerful tools for learning operators defined over infinite-dimensional function spaces. However, existing theories frequently encounter difficulties related to dimensionality and limited…

Machine Learning · Computer Science 2026-05-12 Jianfei Li , Shuo Huang , Han Feng , Ding-Xuan Zhou , Gitta Kutyniok

The Frank-Wolfe algorithm is a popular method for minimizing a smooth convex function $f$ over a compact convex set $\mathcal{C}$. While many convergence results have been derived in terms of function values, hardly nothing is known about…

Optimization and Control · Mathematics 2022-02-18 Jérôme Bolte , Cyrille W. Combettes , Édouard Pauwels