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We investigate variants of the Frank-Wolfe (FW) algorithm for smoothing and strongly convex optimization over polyhedral sets, with the goal of designing algorithms that achieve linear convergence while minimizing per-iteration complexity…

Optimization and Control · Mathematics 2025-09-30 Haoning Wang , Houduo Qi , Liping Zhang

This paper focuses on the problem of \emph{constrained} \emph{stochastic} optimization. A zeroth order Frank-Wolfe algorithm is proposed, which in addition to the projection-free nature of the vanilla Frank-Wolfe algorithm makes it gradient…

Optimization and Control · Mathematics 2019-02-20 Anit Kumar Sahu , Manzil Zaheer , Soummya Kar

Deep neural networks have been shown to achieve state-of-the-art performance in several machine learning tasks. Stochastic Gradient Descent (SGD) is the preferred optimization algorithm for training these networks and asynchronous SGD…

Machine Learning · Computer Science 2016-04-06 Wei Zhang , Suyog Gupta , Xiangru Lian , Ji Liu

The boosted Frank-Wolfe algorithm accelerates the classical Frank-Wolfe algorithm by better aligning the update direction with the negative gradient. Its analysis, however, has been limited to deterministic convex problems, with step sizes…

Optimization and Control · Mathematics 2026-05-26 Navil Nandhan , Abbas Khademi , Antonio Silveti-Falls

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

Training a Support Vector Machine (SVM) requires the solution of a quadratic programming problem (QP) whose computational complexity becomes prohibitively expensive for large scale datasets. Traditional optimization methods cannot be…

Machine Learning · Computer Science 2014-01-29 Emanuele Frandi , Ricardo Nanculef , Maria Grazia Gasparo , Stefano Lodi , Claudio Sartori

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

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

Stochastic optimization plays a crucial role in the advancement of deep learning technologies. Over the decades, significant effort has been dedicated to improving the training efficiency and robustness of deep neural networks, via various…

Machine Learning · Computer Science 2024-08-21 Huixiu Jiang , Ling Yang , Yu Bao , Rutong Si , Sikun Yang

Diminishing-returns (DR) submodular optimization is an important field with many real-world applications in machine learning, economics and communication systems. It captures a subclass of non-convex optimization that provides both…

Machine Learning · Computer Science 2019-05-24 Christoph Dürr , Nguyen Kim Thang , Abhinav Srivastav , Léo Tible

The state-of-the-art deep neural networks (DNNs) have significant computational and data management requirements. The size of both training data and models continue to increase. Sparsification and pruning methods are shown to be effective…

Machine Learning · Computer Science 2021-04-27 Gunduz Vehbi Demirci , Hakan Ferhatosmanoglu

As a projection-free algorithm, Frank-Wolfe (FW) method, also known as conditional gradient, has recently received considerable attention in the machine learning community. In this dissertation, we study several topics on the FW variants…

Optimization and Control · Mathematics 2021-05-11 Mingrui Zhang

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

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

Stochastic gradient descent (SGD) optimization methods are nowadays the method of choice for the training of deep neural networks (DNNs) in artificial intelligence systems. In practically relevant training problems, usually not the plain…

Optimization and Control · Mathematics 2024-08-01 Steffen Dereich , Arnulf Jentzen

We propose a Stochastic Gradient Descent (SGD)-type algorithm for Personalized Federated Learning which can be particularly attractive for mobile energy-limited regimes due to its low per-client computational cost. The model to be trained…

Machine Learning · Computer Science 2025-12-15 Sotirios Nikoloutsopoulos , Iordanis Koutsopoulos , Michalis K. Titsias

We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Antti Honkela

Frank-Wolfe (FW) algorithms have been often proposed over the last few years as efficient solvers for a variety of optimization problems arising in the field of Machine Learning. The ability to work with cheap projection-free iterations and…

Machine Learning · Statistics 2015-10-27 Emanuele Frandi , Ricardo Nanculef , Stefano Lodi , Claudio Sartori , Johan A. K. Suykens

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

Many recent successes of machine learning went hand in hand with advances in optimization. The exchange of ideas between these fields has worked both ways, with machine learning building on standard optimization procedures such as gradient…

Optimization and Control · Mathematics 2021-10-26 Konstantin Mishchenko
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