Related papers: Linearly Convergent Frank-Wolfe with Backtracking …
We consider a method of pairwise variations for smooth optimization problems, which involve polyhedral constraints. It consists in making steps with respect to the difference of two selected extreme points of the feasible set together with…
We propose a novel generalization of the conditional gradient (CG / Frank-Wolfe) algorithm for minimizing a smooth function $f$ under an intersection of compact convex sets, using a first-order oracle for $\nabla f$ and linear minimization…
Projection-free optimization algorithms, which are mostly based on the classical Frank-Wolfe method, have gained significant interest in the machine learning community in recent years due to their ability to handle convex constraints that…
In this paper, the online variants of the classical Frank-Wolfe algorithm are considered. We consider minimizing the regret with a stochastic cost. The online algorithms only require simple iterative updates and a non-adaptive step size…
We present a family of distributed forward-backward methods with variable stepsizes to find a solution of structured monotone inclusion problems. The framework is constructed by means of relocated fixed-point iterations, extending the…
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…
This paper proposes a sparse regression method that continuously interpolates between Forward Stepwise selection (FS) and the LASSO. When tuned appropriately, our solutions are much sparser than typical LASSO fits but, unlike FS fits,…
The pairwise objective paradigms are an important and essential aspect of machine learning. Examples of machine learning approaches that use pairwise objective functions include differential network in face recognition, metric learning,…
An extension of the Frank-Wolfe Algorithm (FWA), also known as Conditional Gradient algorithm, is proposed. In its standard form, the FWA allows to solve constrained optimization problems involving $\beta$-smooth cost functions, calling at…
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…
This paper studies the problem of sampling vector and tensor signals, which is the process of choosing sites in vectors and tensors to place sensors for better recovery. A small core tensor and multiple factor matrices can be used to…
We propose an alternating subgradient method with non-constant step sizes for solving convex-concave saddle-point problems associated with general convex-concave functions. We assume that the sequence of our step sizes is not summable but…
In Bayesian inference, the posterior distributions are difficult to obtain analytically for complex models such as neural networks. Variational inference usually uses a parametric distribution for approximation, from which we can easily…
We consider two greedy algorithms for minimizing a convex function in a bounded convex set: an algorithm by Jones [1992] and the Frank-Wolfe (FW) algorithm. We first consider approximate versions of these algorithms. For smooth convex…
We consider smooth convex minimization over compact convex sets, i.e., $\min_{x \in C} f(x)$ with the (vanilla) Frank-Wolfe algorithm. Well-known lower bounds establish a worst-case $\Omega(1/t)$ primal-gap barrier in the general smooth…
This paper studies the empirical efficacy and benefits of using projection-free first-order methods in the form of Conditional Gradients, a.k.a. Frank-Wolfe methods, for training Neural Networks with constrained parameters. We draw…
In the context of gridless sparse optimization, the Sliding Frank Wolfe algorithm recently introduced has shown interesting analytical and practical properties. Nevertheless, is application to large data, such as in the case of 3D…
We present a new approach leveraging the Sliding Frank--Wolfe algorithm to address the challenge of line recovery in degraded images. Building upon advances in conditional gradient methods for sparse inverse problems with differentiable…
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…
Action-constrained reinforcement learning (RL) is a widely-used approach in various real-world applications, such as scheduling in networked systems with resource constraints and control of a robot with kinematic constraints. While the…