Related papers: Lions and Muons: Optimization via Stochastic Frank…
Distributed stochastic optimization has drawn great attention recently due to its effectiveness in solving large-scale machine learning problems. Though numerous algorithms have been proposed and successfully applied to general practical…
Non-convex optimization plays a key role in a growing number of machine learning applications. This motivates the identification of specialized structure that enables sharper theoretical analysis. One such identified structure is…
We propose a semi-stochastic Frank-Wolfe algorithm with away-steps for regularized empirical risk minimization and extend it to problems with block-coordinate structure. Our algorithms use adaptive step-size and we show that they converge…
We analyze two novel randomized variants of the Frank-Wolfe (FW) or conditional gradient algorithm. While classical FW algorithms require solving a linear minimization problem over the domain at each iteration, the proposed method only…
In this paper, we show that the Away-step Stochastic Frank-Wolfe Algorithm (ASFW) and Pairwise Stochastic Frank-Wolfe algorithm (PSFW) converge linearly in expectation. We also show that if an algorithm convergences linearly in expectation…
Recent developments in deep learning optimization have brought about radically new algorithms based on the Linear Minimization Oracle (LMO) framework, such as $\sf Muon$ and $\sf Scion$. After over a decade of $\sf Adam$'s dominance, these…
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…
This paper studies a stochastic algorithm for linearly constrained nonconvex optimization, where the objective function is smooth but only unbiased stochastic gradients with bounded variance are available. We propose a momentum-based…
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…
We consider continuous-time dynamics for distributed optimization with set constraints in the paper. To handle the computational complexity of projection-based dynamics due to solving a general quadratic optimization subproblem with…
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…
This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…
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…
Owing to their low-complexity iterations, Frank-Wolfe (FW) solvers are well suited for various large-scale learning tasks. When block-separable constraints are present, randomized block FW (RB-FW) has been shown to further reduce complexity…
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.…
Motivated by applications arising from large scale optimization and machine learning, we consider stochastic quasi-Newton (SQN) methods for solving unconstrained convex optimization problems. The convergence analysis of the SQN methods,…
The move from hand-designed to learned optimizers in machine learning has been quite successful for gradient-based and -free optimizers. When facing a constrained problem, however, maintaining feasibility typically requires a projection…
Structured constraints in Machine Learning have recently brought the Frank-Wolfe (FW) family of algorithms back in the spotlight. While the classical FW algorithm has poor local convergence properties, the Away-steps and Pairwise FW…
Lion optimizer is a popular learning-based optimization algorithm in machine learning, which shows impressive performance in training many deep learning models. Although convergence property of the Lion optimizer has been studied, its…
We study the linear convergence of variants of the Frank-Wolfe algorithms for some classes of strongly convex problems, using only affine-invariant quantities. As in Guelat & Marcotte (1986), we show the linear convergence of the standard…