Related papers: Scalable Projection-Free Optimization
We propose a novel generalization of the conditional gradient (CG / Frank-Wolfe) algorithm for minimizing a smooth function $f$ under an intersection of compact convex sets, using a first-order oracle for $\nabla f$ and linear minimization…
We propose a new version of the Frank-Wolfe method, called the (L0, L1)-Frank-Wolfe algorithm, developed for optimization problems with (L0, L1)-smooth objectives. We establish that this algorithm achieves superior theoretical convergence…
The paper introduces a new adaptive version of the Frank-Wolfe algorithm for relatively smooth convex functions. It is proposed to use the Bregman divergence other than half the square of the Euclidean norm in the formula for step-size.…
We propose an algorithm which appears to be the first bridge between the fields of conditional gradient methods and abs-smooth optimization. Our problem setting is motivated by various applications that lead to nonsmoothness, such as…
Optimal transport (OT), which provides a distance between two probability distributions by considering their spatial locations, has been applied to widely diverse applications. Computing an OT problem requires solution of linear programming…
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…
We propose a randomized block-coordinate variant of the classic Frank-Wolfe algorithm for convex optimization with block-separable constraints. Despite its lower iteration cost, we show that it achieves a similar convergence rate in duality…
In the context of gridless sparse optimization, the Sliding Frank Wolfe algorithm recently introduced has shown interesting analytical and practical properties. Nevertheless, is application to large data, such as in the case of 3D…
Dense conditional random fields (CRF) with Gaussian pairwise potentials have emerged as a popular framework for several computer vision applications such as stereo correspondence and semantic segmentation. By modeling long-range…
The conditional gradient algorithm (also known as the Frank-Wolfe algorithm) has recently regained popularity in the machine learning community due to its projection-free property to solve constrained problems. Although many variants of the…
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,…
In the present paper, we formulate two versions of Frank--Wolfe algorithm or conditional gradient method to solve the DC optimization problem with an adaptive step size. The DC objective function consists of two components; the first is…
We investigate a projection free method, namely conditional gradient sliding on batched, stochastic and finite-sum non-convex problem. CGS is a smart combination of Nesterov's accelerated gradient method and Frank-Wolfe (FW) method, and…
Dueling optimization considers optimizing an objective with access to only a comparison oracle of the objective function. It finds important applications in emerging fields such as recommendation systems and robotics. Existing works on…
This paper presents new projection-free algorithms for Online Convex Optimization (OCO) over a convex domain $\mathcal{K} \subset \mathbb{R}^d$. Classical OCO algorithms (such as Online Gradient Descent) typically need to perform Euclidean…
In this paper we consider a distributed stochastic optimization problem without the gradient/subgradient information for the local objective functions, subject to local convex constraints. The objective functions may be non-smooth and…
Model merging has emerged as a promising approach for multi-task learning (MTL), offering a data-efficient alternative to conventional fine-tuning. However, with the rapid development of the open-source AI ecosystem and the increasing…
Derivative-free optimization (DFO) consists in finding the best value of an objective function without relying on derivatives. To tackle such problems, one may build approximate derivatives, using for instance finite-difference estimates.…
This paper considers distributed online convex constrained optimization, in which various agents in a multi-agent system cooperate to minimize a global cost function through communicating with neighbors over a time-varying network. When the…
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…