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We derive global convergence bounds for the Frank Wolfe algorithm when training one hidden layer neural networks. When using the ReLU activation function, and under tractable preconditioning assumptions on the sample data set, the linear…

Optimization and Control · Mathematics 2020-02-07 Alexandre d'Aspremont , Mert Pilanci

We propose Frank--Wolfe (FW) algorithms with an adaptive Bregman step-size strategy for smooth adaptable (also called: relatively smooth) (weakly-) convex functions. This means that the gradient of the objective function is not necessarily…

Optimization and Control · Mathematics 2026-02-19 Shota Takahashi , Sebastian Pokutta , Akiko Takeda

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

We revisit the classical problem of Fourier-sparse signal reconstruction -- a variant of the \emph{Set Query} problem -- which asks to efficiently reconstruct (a subset of) a $d$-dimensional Fourier-sparse signal ($\|\hat{x}(t)\|_0 \leq…

Data Structures and Algorithms · Computer Science 2023-11-21 Yeqi Gao , Zhao Song , Baocheng Sun , Omri Weinstein , Ruizhe Zhang

Frank-Wolfe algorithms (FW) are popular first-order methods for solving constrained convex optimization problems that rely on a linear minimization oracle instead of potentially expensive projection-like oracles. Many works have identified…

Optimization and Control · Mathematics 2023-09-18 Elias Wirth , Thomas Kerdreux , Sebastian Pokutta

Recovery of arbitrarily positioned samples that are missing in sparse signals recently attracted significant research interest. Sparse signals with heavily corrupted arbitrary positioned samples could be analyzed in the same way as…

Information Theory · Computer Science 2013-09-24 Ljubisa Stankovic , Milos Dakovic , Stefan Vujovic

Sparse coding in learned dictionaries has been established as a successful approach for signal denoising, source separation and solving inverse problems in general. A dictionary learning method adapts an initial dictionary to a particular…

Machine Learning · Statistics 2012-10-18 Christian D. Sigg , Tomas Dikk , Joachim M. Buhmann

We propose an algorithm which appears to be the first bridge between the fields of conditional gradient methods and abs-smooth optimization. Our problem setting is motivated by various applications that lead to nonsmoothness, such as…

Optimization and Control · Mathematics 2023-07-20 Timo Kreimeier , Sebastian Pokutta , Andrea Walther , Zev Woodstock

We address the problem of minimizing a convex smooth function $f(x)$ over a compact polyhedral set $D$ given a stochastic zeroth-order constraint feedback model. This problem arises in safety-critical machine learning applications, such as…

Optimization and Control · Mathematics 2019-12-10 Ilnura Usmanova , Andreas Krause , Maryam Kamgarpour

Similarity and metric learning provides a principled approach to construct a task-specific similarity from weakly supervised data. However, these methods are subject to the curse of dimensionality: as the number of features grows large,…

Machine Learning · Statistics 2019-09-10 Kuan Liu , Aurélien Bellet

This paper considers the problem of reconstructing sparse or compressible signals from one-bit quantized measurements. We study a new method that uses a log-sum penalty function, also referred to as the Gaussian entropy, for sparse signal…

Information Theory · Computer Science 2012-10-17 Jun Fang , Yanning Shen , Hongbin Li

In this paper we propose a new fast Fourier transform to recover a real nonnegative signal ${\bf x}$ from its discrete Fourier transform. If the signal ${\mathbf x}$ appears to have a short support, i.e., vanishes outside a support interval…

Numerical Analysis · Mathematics 2020-02-19 Gerlind Plonka , Katrin Wannenwetsch

This paper analyzes the convergence rates of the {\it Frank-Wolfe } method for solving convex constrained multiobjective optimization. We establish improved convergence rates under different assumptions on the objective function, the…

Optimization and Control · Mathematics 2024-06-11 Douglas S. Gonçalves , Max L. N. Gonçalves , Jefferson G. Melo

Due to excessive need for faster propagations of signals and necessity to reduce number of measurements and rapidly increase efficiency, new sensing theories have been proposed. Conventional sampling approaches that follow Shannon-Nyquist…

Signal Processing · Electrical Eng. & Systems 2019-02-21 Milan Resetar , Gojko Ratkovic , Svetlana Zecevic

Dictionary learning can be used for image superresolution by learning a pair of coupled dictionaries of image patches from high-resolution and low-resolution image pairs such that the corresponding pairs share the same sparse vector when…

Computer Vision and Pattern Recognition · Computer Science 2023-08-08 Antonio Castro

Some variant of the Frank-Wolfe method for convex optimization problems with adaptive selection of the step parameter corresponding to information about the smoothness of the objective function (the Lipschitz constant of the gradient).…

Optimization and Control · Mathematics 2023-08-01 G. V. Aivazian , F. S. Stonyakin , D. A. Pasechnyuk , M. S. Alkousa , A. M. Raigorodskii

Sparse coding is a class of unsupervised methods for learning a sparse representation of the input data in the form of a linear combination of a dictionary and a sparse code. This learning framework has led to state-of-the-art results in…

Machine Learning · Computer Science 2021-09-01 Ye Xue , Vincent Lau , Songfu Cai

In this paper we consider the dictionary learning problem for sparse representation. We first show that this problem is NP-hard by polynomial time reduction of the densest cut problem. Then, using successive convex approximation strategies,…

Machine Learning · Computer Science 2015-11-06 Meisam Razaviyayn , Hung-Wei Tseng , Zhi-Quan Luo

We propose a rank-$k$ variant of the classical Frank-Wolfe algorithm to solve convex optimization over a trace-norm ball. Our algorithm replaces the top singular-vector computation ($1$-SVD) in Frank-Wolfe with a top-$k$ singular-vector…

Machine Learning · Computer Science 2017-11-10 Zeyuan Allen-Zhu , Elad Hazan , Wei Hu , Yuanzhi Li

This paper is concerned with the Frank--Wolfe algorithm for a special class of {\it non-compact} constrained optimization problems. The notion of asymptotic cone is used to introduce this class of problems as well as to establish that the…

Optimization and Control · Mathematics 2021-09-29 O. P. Ferreira , W. S. Sosa