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Decision-focused learning (DFL) is an increasingly popular paradigm for training predictive models whose outputs are used in decision-making tasks. Instead of merely optimizing for predictive accuracy, DFL trains models to directly minimize…
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…
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…
In this paper, we introduce directional feedback in the ordinal regression setting, in which the learner receives feedback on whether the predicted label is on the left or the right side of the actual label. This is a weak supervision…
We propose an accelerated algorithm with a Frank-Wolfe method as an oracle for solving strongly monotone variational inequality problems. While standard solution approaches, such as projected gradient descent (aka value iteration), involve…
Dictionary learning aims to find a dictionary that can sparsely represent the training data. Methods in the literature typically formulate the dictionary learning problem as an optimisation with respect to two variables, i.e., dictionary…
Projection-free online learning, which eschews the projection operation via less expensive computations such as linear optimization (LO), has received much interest recently due to its efficiency in handling high-dimensional problems with…
Convolutional sparse representations are a form of sparse representation with a structured, translation invariant dictionary. Most convolutional dictionary learning algorithms to date operate in batch mode, requiring simultaneous access to…
Decentralized learning has been studied intensively in recent years motivated by its wide applications in the context of federated learning. The majority of previous research focuses on the offline setting in which the objective function is…
We tackle robust optimization problems under objective uncertainty in the oracle model, i.e., when the deterministic problem is solved by an oracle. The oracle-based setup is favorable in many situations, e.g., when a compact formulation of…
Dictionary learning is a widely used technique in signal processing and machine learning that aims to represent data as a linear combination of a few elements from an overcomplete dictionary. In this work, we propose a generalization of the…
Convolutional sparse coding (CSC) has been popularly used for the learning of shift-invariant dictionaries in image and signal processing. However, existing methods have limited scalability. In this paper, instead of convolving with a…
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…
In this paper, we consider an online optimization process, where the objective functions are not convex (nor concave) but instead belong to a broad class of continuous submodular functions. We first propose a variant of the Frank-Wolfe…
Much of modern learning theory has been split between two regimes: the classical offline setting, where data arrive independently, and the online setting, where data arrive adversarially. While the former model is often both computationally…
This paper proposes a new variant of Frank-Wolfe (FW), called $k$FW. Standard FW suffers from slow convergence: iterates often zig-zag as update directions oscillate around extreme points of the constraint set. The new variant, $k$FW,…
We propose a batchwise monotone algorithm for dictionary learning. Unlike the state-of-the-art dictionary learning algorithms which impose sparsity constraints on a sample-by-sample basis, we instead treat the samples as a batch, and impose…
In this paper, we demonstrate how to learn the objective function of a decision-maker while only observing the problem input data and the decision-maker's corresponding decisions over multiple rounds. We present exact algorithms for this…
Action-constrained reinforcement learning (RL) is a widely-used approach in various real-world applications, such as scheduling in networked systems with resource constraints and control of a robot with kinematic constraints. While the…
The Frank-Wolfe (FW) method, which implements efficient linear oracles that minimize linear approximations of the objective function over a fixed compact convex set, has recently received much attention in the optimization and machine…