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Related papers: Primal-Dual Block Frank-Wolfe

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In this paper, we consider the problem of selecting representatives from a data set for arbitrary supervised/unsupervised learning tasks. We identify a subset $S$ of a data set $A$ such that 1) the size of $S$ is much smaller than $A$ and…

Machine Learning · Computer Science 2020-02-25 Gary Cheng , Armin Askari , Kannan Ramchandran , Laurent El Ghaoui

We exploit analogies between first-order algorithms for constrained optimization and non-smooth dynamical systems to design a new class of accelerated first-order algorithms for constrained optimization. Unlike Frank-Wolfe or projected…

Optimization and Control · Mathematics 2025-05-02 Michael Muehlebach , Michael I. Jordan

Generalized self-concordance is a key property present in the objective function of many important learning problems. We establish the convergence rate of a simple Frank-Wolfe variant that uses the open-loop step size strategy $\gamma_t =…

Optimization and Control · Mathematics 2024-04-09 Alejandro Carderera , Mathieu Besançon , Sebastian Pokutta

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 study the Frank-Wolfe algorithm for minimizing a differentiable function with Lipschitz continuous gradient over a compact convex set. To extend classical complexity bounds to certain non-convex functions, we focus on the class of…

Optimization and Control · Mathematics 2025-07-24 R. Diaz Millan , Orizon Pereira Ferreira , Julien Ugon

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

Learned sparse retrieval (LSR) is a popular method for first-stage retrieval because it combines the semantic matching of language models with efficient CPU-friendly algorithms. Previous work aggregates blocks into "superblocks" to quickly…

Information Retrieval · Computer Science 2026-02-04 Parker Carlson , Wentai Xie , Rohil Shah , Tao Yang

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

This work studies and develop projection-free algorithms for online learning with linear optimization oracles (a.k.a. Frank-Wolfe) for handling the constraint set. More precisely, this work (i) provides an improved (optimized) variant of an…

Optimization and Control · Mathematics 2026-05-20 Julien Weibel , Pierre Gaillard , Wouter M. Koolen , Adrien Taylor

We propose a novel and efficient training method for RNNs by iteratively seeking a local minima on the loss surface within a small region, and leverage this directional vector for the update, in an outer-loop. We propose to utilize the…

Machine Learning · Computer Science 2020-10-16 Yun Yue , Ming Li , Venkatesh Saligrama , Ziming Zhang

We study the properties of the Frank-Wolfe algorithm to solve the m-EXACT-SPARSE reconstruction problem, where a signal y must be expressed as a sparse linear combination of a predefined set of atoms, called dictionary. We prove that when…

Optimization and Control · Mathematics 2019-05-28 Farah Cherfaoui , Valentin Emiya , Liva Ralaivola , Sandrine Anthoine

Maximizing a DR-submodular function subject to a general convex set is an NP-hard problem arising from many applications in combinatorial optimization and machine learning. While it is highly desirable to design efficient approximation…

Data Structures and Algorithms · Computer Science 2022-03-29 Donglei Du , Zhicheng Liu , Chenchen Wu , Dachuan Xu , Yang Zhou

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

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

We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our…

Optimization and Control · Mathematics 2015-03-04 Quoc Tran-Dinh , Volkan Cevher

Decentralized optimization algorithms have received much attention due to the recent advances in network information processing. However, conventional decentralized algorithms based on projected gradient descent are incapable of handling…

Optimization and Control · Mathematics 2018-08-29 Hoi-To Wai , Jean Lafond , Anna Scaglione , Eric Moulines

Invented some 65 years ago in a seminal paper by Marguerite Straus-Frank and Philip Wolfe, the Frank-Wolfe method recently enjoys a remarkable revival, fuelled by the need of fast and reliable first-order optimization methods in Data…

Optimization and Control · Mathematics 2021-06-21 Immanuel. M. Bomze , Francesco Rinaldi , Damiano Zeffiro

Logistic regression is a widely used statistical model to describe the relationship between a binary response variable and predictor variables in data sets. It is often used in machine learning to identify important predictor variables.…

Optimization and Control · Mathematics 2021-12-30 Jérôme Darbon , Gabriel P. Langlois

We investigate algorithmic variants of the Frank-Wolfe (FW) optimization method for pruning convolutional neural networks. This is motivated by the "Lottery Ticket Hypothesis", which suggests the existence of smaller sub-networks within…

Machine Learning · Computer Science 2025-12-02 Hamza ElMokhtar Shili , Natasha Patnaik , Isabelle Ruble , Kathryn Jarjoura , Daniel Suarez Aguirre

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