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Related papers: Frank-Wolfe optimization for deep networks

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Learning a deep neural network requires solving a challenging optimization problem: it is a high-dimensional, non-convex and non-smooth minimization problem with a large number of terms. The current practice in neural network optimization…

Machine Learning · Computer Science 2021-02-23 Leonard Berrada , Andrew Zisserman , M. Pawan Kumar

The Frank-Wolfe (FW) method is a popular approach for solving optimization problems with structured constraints that arise in machine learning applications. In recent years, stochastic versions of FW have gained popularity, motivated by…

Optimization and Control · Mathematics 2024-09-17 Aleksandr Beznosikov , David Dobre , Gauthier Gidel

The purpose of this survey is to serve both as a gentle introduction and a coherent overview of state-of-the-art Frank--Wolfe algorithms, also called conditional gradient algorithms, for function minimization. These algorithms are…

Frank-Wolfe algorithms for convex minimization have recently gained considerable attention from the Optimization and Machine Learning communities, as their properties make them a suitable choice in a variety of applications. However, as…

Machine Learning · Statistics 2015-10-27 Emanuele Frandi , Ricardo Nanculef , Johan Suykens

The Frank-Wolfe algorithm has become a popular first-order optimization algorithm for it is simple and projection-free, and it has been successfully applied to a variety of real-world problems. Its main drawback however lies in its…

Optimization and Control · Mathematics 2020-06-25 Cyrille W. Combettes , 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

The Conditional Gradient (or Frank-Wolfe) method is one of the most well-known methods for solving constrained optimization problems appearing in various machine learning tasks. The simplicity of iteration and applicability to many…

Optimization and Control · Mathematics 2024-09-17 Ruslan Nazykov , Aleksandr Shestakov , Vladimir Solodkin , Aleksandr Beznosikov , Gauthier Gidel , Alexander Gasnikov

The Frank-Wolfe optimization algorithm has recently regained popularity for machine learning applications due to its projection-free property and its ability to handle structured constraints. However, in the stochastic learning setting, it…

Machine Learning · Computer Science 2017-09-15 Elad Hazan , Haipeng Luo

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

In this paper we provide an introduction to the Frank-Wolfe algorithm, a method for smooth convex optimization in the presence of (relatively) complicated constraints. We will present the algorithm, introduce key concepts, and establish…

Optimization and Control · Mathematics 2023-11-30 Sebastian Pokutta

The Frank-Wolfe (FW) optimization algorithm has lately re-gained popularity thanks in particular to its ability to nicely handle the structured constraints appearing in machine learning applications. However, its convergence rate is known…

Optimization and Control · Mathematics 2015-11-19 Simon Lacoste-Julien , Martin Jaggi

We study Frank-Wolfe methods for nonconvex stochastic and finite-sum optimization problems. Frank-Wolfe methods (in the convex case) have gained tremendous recent interest in machine learning and optimization communities due to their…

Optimization and Control · Mathematics 2016-08-01 Sashank J. Reddi , Suvrit Sra , Barnabas Poczos , Alex Smola

We study Frank-Wolfe algorithms - standard, pairwise, and away-steps - for efficient optimization of Dominant Set Clustering. We present a unified and computationally efficient framework to employ the different variants of Frank-Wolfe…

Machine Learning · Computer Science 2022-12-06 Carl Johnell , Morteza Haghir Chehreghani

The Frank-Wolfe algorithm is a popular method for minimizing a smooth convex function $f$ over a compact convex set $\mathcal{C}$. While many convergence results have been derived in terms of function values, hardly nothing is known about…

Optimization and Control · Mathematics 2022-02-18 Jérôme Bolte , Cyrille W. Combettes , Édouard Pauwels

We introduce a few variants on Frank-Wolfe style algorithms suitable for large scale optimization. We show how to modify the standard Frank-Wolfe algorithm using stochastic gradients, approximate subproblem solutions, and sketched decision…

Optimization and Control · Mathematics 2018-08-17 Lijun Ding , Madeleine Udell

The Frank-Wolfe algorithm is a popular method in structurally constrained machine learning applications, due to its fast per-iteration complexity. However, one major limitation of the method is a slow rate of convergence that is difficult…

Optimization and Control · Mathematics 2023-04-14 Zhaoyue Chen , Yifan Sun

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

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

This paper considers distributed stochastic optimization, in which a number of agents cooperate to optimize a global objective function through local computations and information exchanges with neighbors over a network. Stochastic…

Optimization and Control · Mathematics 2022-08-09 Jie Hou , Xianlin Zeng , Gang Wang , Jian Sun , Jie Chen

The Frank-Wolfe method and its extensions are well-suited for delivering solutions with desirable structural properties, such as sparsity or low-rank structure. We introduce a new variant of the Frank-Wolfe method that combines Frank-Wolfe…

Optimization and Control · Mathematics 2019-06-11 Paul Grigas , Alfonso Lobos , Nathan Vermeersch
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