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Supervised matrix factorization (SMF) is a classical machine learning method that simultaneously seeks feature extraction and classification tasks, which are not necessarily a priori aligned objectives. Our goal is to use SMF to learn…

Machine Learning · Statistics 2023-11-21 Joowon Lee , Hanbaek Lyu , Weixin Yao

We consider convex optimization problems which are widely used as convex relaxations for low-rank matrix recovery problems. In particular, in several important problems, such as phase retrieval and robust PCA, the underlying assumption in…

Optimization and Control · Mathematics 2022-06-22 Dan Garber

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

Support Vector Machines (SVM) have gathered significant acclaim as classifiers due to their successful implementation of Statistical Learning Theory. However, in the context of multiclass and multilabel settings, the reliance on…

Machine Learning · Computer Science 2023-07-19 Sambhav Jain Reshma Rastogi

Frank-Wolfe (FW) algorithms have emerged as an essential class of methods for constrained optimization, especially on large-scale problems. In this paper, we summarize the algorithmic design choices and progress made in the last years of…

Frank-Wolfe methods are projection-free algorithms for constrained optimization whose practical performance often depends critically on the choice of step size. Classical closed-loop step-size rules typically require prior knowledge of a…

Optimization and Control · Mathematics 2026-05-29 Khanh-Hung Giang-Tran , Soroosh Shafiee , Nam Ho-Nguyen

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

The support vector machine (SVM) and deep learning (e.g., convolutional neural networks (CNNs)) are the two most famous algorithms in small and big data, respectively. Nonetheless, smaller datasets may be very important, costly, and not…

Machine Learning · Computer Science 2020-02-19 Wei-Chang Yeh

The Frank-Wolfe algorithm is a classic method for constrained optimization problems. It has recently been popular in many machine learning applications because its projection-free property leads to more efficient iterations. In this paper,…

Optimization and Control · Mathematics 2020-10-23 Cheng Chen , Luo Luo , Weinan Zhang , Yong Yu

In this paper, we present new optimization models for Support Vector Machine (SVM), with the aim of separating data points in two or more classes. The classification task is handled by means of nonlinear classifiers induced by kernel…

Optimization and Control · Mathematics 2025-07-15 Francesca Maggioni , Andrea Spinelli

In this paper, we present the Stochastic Origin Frank-Wolfe (SOFW) method, which is a special case of the block-coordinate Frank-Wolfe algorithm, applied to the problem of finding equilibrium flow distributions. By significantly reducing…

Optimization and Control · Mathematics 2025-10-03 Igor Ignashin , Demyan Yarmoshik , Andrei Raigorodskii

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

Support vector machines (SVMs) are well-studied supervised learning models for binary classification. In many applications, large amounts of samples can be cheaply and easily obtained. What is often a costly and error-prone process is to…

Optimization and Control · Mathematics 2024-12-20 Veronica Piccialli , Jan Schwiddessen , Antonio M. Sudoso

Support Vector Machine (SVM) stands out as a prominent machine learning technique widely applied in practical pattern recognition tasks. It achieves binary classification by maximizing the "margin", which represents the minimum distance…

Machine Learning · Computer Science 2026-01-21 Zhezheng Hao , Feiping Nie , Rong Wang

With increasingly "big" data available in biomedical research, deriving accurate and reproducible biology knowledge from such big data imposes enormous computational challenges. In this paper, motivated by recently developed stochastic…

Computational Engineering, Finance, and Science · Computer Science 2015-05-27 Yijie Wang , Xiaoning Qian

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 propose a generalized conditional gradient method for multiobjective optimization, which can be viewed as an improved extension of the classical Frank-Wolfe (conditional gradient) method for single-objective optimization.…

Optimization and Control · Mathematics 2025-03-25 Anteneh Getachew Gebrie , Ellen Hidemi Fukuda

The Support Vector Machine (SVM) is a popular classification paradigm in machine learning and has achieved great success in real applications. However, the standard SVM can not select variables automatically and therefore its solution…

Methodology · Statistics 2008-12-18 Hao Helen Zhang , Yufeng Liu , Yichao Wu , Ji Zhu

The support vector machine (SVM) is an important class of learning machines for function approach, pattern recognition, and time-serious prediction, etc. It maps samples into the feature space by so-called support vectors of selected…

Machine Learning · Statistics 2016-02-15 Hong Zhao

Support Vector Machine (SVM) is an efficient classification approach, which finds a hyperplane to separate data from different classes. This hyperplane is determined by support vectors. In existing SVM formulations, the objective function…

Machine Learning · Computer Science 2018-04-09 Shuai Zheng , Chris Ding
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