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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…

Optimization and Control · Mathematics 2017-01-12 I. V. Konnov

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…

Optimization and Control · Mathematics 2024-10-11 Zev Woodstock , Sebastian Pokutta

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…

Machine Learning · Computer Science 2021-02-24 Dan Garber , Ben Kretzu

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…

Machine Learning · Statistics 2016-08-16 Jean Lafond , Hoi-To Wai , Eric Moulines

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…

Optimization and Control · Mathematics 2026-01-23 Felipe Atenas , Minh N. Dao , Matthew K. Tam

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

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,…

Methodology · Statistics 2024-11-20 Ivy Zhang , Robert Tibshirani

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,…

Machine Learning · Computer Science 2022-10-04 Hilal AlQuabeh , Aliakbar Abdurahimov

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…

Optimization and Control · Mathematics 2024-03-28 Guilherme Mazanti , Thibault Moquet , Laurent Pfeiffer

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…

Computer Vision and Pattern Recognition · Computer Science 2023-07-11 Hamid Nazari

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…

Optimization and Control · Mathematics 2024-07-03 Hao Li , Dong Liang , Zixi Zhou , Zheng Xie

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…

Optimization and Control · Mathematics 2023-05-26 Hui Ouyang

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…

Machine Learning · Statistics 2019-02-01 Futoshi Futami , Zhenghang Cui , Issei Sato , Masashi Sugiyama

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…

Optimization and Control · Mathematics 2018-11-19 Nan Ye , Peter Bartlett

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…

Optimization and Control · Mathematics 2026-05-05 Sebastian Pokutta

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…

Machine Learning · Computer Science 2020-10-22 Sebastian Pokutta , Christoph Spiegel , Max Zimmer

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…

Image and Video Processing · Electrical Eng. & Systems 2020-09-14 Jean-Baptiste Courbot , Bruno Colicchio

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…

Computer Vision and Pattern Recognition · Computer Science 2024-03-19 Kévin Polisano , Basile Dubois-Bonnaire , Sylvain Meignen

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

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…

Machine Learning · Computer Science 2021-08-03 Jyun-Li Lin , Wei Hung , Shang-Hsuan Yang , Ping-Chun Hsieh , Xi Liu