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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

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

Conditional Gradient algorithms (aka Frank-Wolfe algorithms) form a classical set of methods for constrained smooth convex minimization due to their simplicity, the absence of projection steps, and competitive numerical performance. While…

Optimization and Control · Mathematics 2021-10-20 Thomas Kerdreux , Alexandre d'Aspremont , Sebastian Pokutta

We develop an online learning method for prediction, which is important in problems with large and/or streaming data sets. We formulate the learning approach using a covariance-fitting methodology, and show that the resulting predictor has…

Machine Learning · Computer Science 2017-03-16 Dave Zachariah , Petre Stoica , Thomas B. Schön

Projection-free optimization via different variants of the Frank-Wolfe (FW), a.k.a. Conditional Gradient method has become one of the cornerstones in optimization for machine learning since in many cases the linear minimization oracle is…

Optimization and Control · Mathematics 2020-06-30 Pavel Dvurechensky , Petr Ostroukhov , Kamil Safin , Shimrit Shtern , Mathias Staudigl

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

Recently, there has been a renewed interest in the machine learning community for variants of a sparse greedy approximation procedure for concave optimization known as {the Frank-Wolfe (FW) method}. In particular, this procedure has been…

Computer Vision and Pattern Recognition · Computer Science 2015-10-27 Hector Allende , Emanuele Frandi , Ricardo Nanculef , Claudio Sartori

We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…

Machine Learning · Computer Science 2023-05-23 Min Gan , Xiang-xiang Su , Guang-yong Chen , Jing Chen

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

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

Online Matrix Factorization (OMF) is a fundamental tool for dictionary learning problems, giving an approximate representation of complex data sets in terms of a reduced number of extracted features. Convergence guarantees for most of the…

Machine Learning · Computer Science 2020-11-10 Hanbaek Lyu , Deanna Needell , Laura Balzano

A new method is proposed in this paper to learn overcomplete dictionary from training data samples. Differing from the current methods that enforce similar sparsity constraint on each of the input samples, the proposed method attempts to…

Data Structures and Algorithms · Computer Science 2013-05-14 Deyu Meng , Yee Leung , Qian Zhao , Zongben Xu

We propose an efficient online dictionary learning algorithm for kernel-based sparse representations. In this framework, input signals are nonlinearly mapped to a high-dimensional feature space and represented sparsely using a virtual…

Machine Learning · Computer Science 2025-07-03 Ghasem Alipoor , Karl Skretting

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

Stochastic Frank-Wolfe is a classical optimization method for solving constrained optimization problems. On the other hand, recent optimizers such as Lion and Muon have gained quite significant popularity in deep learning. In this work,…

Optimization and Control · Mathematics 2026-02-03 Maria-Eleni Sfyraki , Jun-Kun Wang

In this paper, we study the problem of speeding up a type of optimization algorithms called Frank-Wolfe, a conditional gradient method. We develop and employ two novel inner product search data structures, improving the prior fastest…

Data Structures and Algorithms · Computer Science 2022-07-20 Zhao Song , Zhaozhuo Xu , Yuanyuan Yang , Lichen Zhang

Learning dictionaries suitable for sparse coding instead of using engineered bases has proven effective in a variety of image processing tasks. This paper studies the optimization of dictionaries on image data where the representation is…

Machine Learning · Computer Science 2016-04-19 Markus Thom , Matthias Rapp , Günther Palm

In this paper, we consider Frank-Wolfe-based algorithms for composite convex optimization problems with objective involving a logarithmically-homogeneous, self-concordant functions. Recent Frank-Wolfe-based methods for this class of…

Optimization and Control · Mathematics 2023-10-24 Nimita Shinde , Vishnu Narayanan , James Saunderson

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

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