Related papers: Online Orthogonal Dictionary Learning Based on Fra…
We investigate constrained online convex optimization, in which decisions must belong to a fixed and typically complicated domain, and are required to approximately satisfy additional time-varying constraints over the long term. In this…
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…
This paper considers the fundamental problem of learning a complete (orthogonal) dictionary from samples of sparsely generated signals. Most existing methods solve the dictionary (and sparse representations) based on heuristic algorithms,…
The Frank-Wolfe (FW) method is a popular algorithm for solving large-scale convex optimization problems appearing in structured statistical learning. However, the traditional Frank-Wolfe method can only be applied when the feasible region…
Offline policy learning (OPL) leverages existing data collected a priori for policy optimization without any active exploration. Despite the prevalence and recent interest in this problem, its theoretical and algorithmic foundations in…
The amount of data in our society has been exploding in the era of big data today. In this paper, we address several open challenges of big data stream classification, including high volume, high velocity, high dimensionality, high…
We consider discriminative dictionary learning in a distributed online setting, where a network of agents aims to learn a common set of dictionary elements of a feature space and model parameters while sequentially receiving observations.…
Existing high-dimensional online learning methods often face the challenge that their error bounds, or per-batch sample sizes, diverge as the number of data batches increases. To address this issue, we propose an asynchronous decomposition…
Deep Neural Networks (DNNs) are typically trained by backpropagation in a batch learning setting, which requires the entire training data to be made available prior to the learning task. This is not scalable for many real-world scenarios…
Error bound condition has recently gained revived interest in optimization. It has been leveraged to derive faster convergence for many popular algorithms, including subgradient methods, proximal gradient method and accelerated proximal…
Significant advances in edge computing capabilities enable learning to occur at geographically diverse locations. In general, the training data needed in those learning tasks are not only heterogeneous but also not fully generated locally.…
This paper studies Dictionary Learning problems wherein the learning task is distributed over a multi-agent network, modeled as a time-varying directed graph. This formulation is relevant, for instance, in Big Data scenarios where massive…
A self-adaptive system can modify its own structure and behavior at runtime based on its perception of the environment, of itself and of its requirements. To develop a self-adaptive system, software developers codify knowledge about the…
Fault detection and isolation in water distribution networks is an active topic due to its model's mathematical complexity and increased data availability through sensor placement. Here we simplify the model by offering a data driven…
Online learning represents an important family of machine learning algorithms, in which a learner attempts to resolve an online prediction (or any type of decision-making) task by learning a model/hypothesis from a sequence of data…
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…
We introduce a new projection-free (Frank-Wolfe) method for optimizing structured nonconvex functions that are expressed as a difference of two convex functions. This problem class subsumes smooth nonconvex minimization, positioning our…
Federated learning has emerged as an essential paradigm for distributed multi-source data analysis under privacy concerns. Most existing federated learning methods focus on the ``static" datasets. However, in many real-world applications,…
The complexity in large-scale optimization can lie in both handling the objective function and handling the constraint set. In this respect, stochastic Frank-Wolfe algorithms occupy a unique position as they alleviate both computational…
We study the Frank-Wolfe algorithm for constrained optimization problems with relatively smooth objectives. Building upon our previous work, we propose a fully adaptive variant of the Frank-Wolfe method that dynamically adjusts the step…