相关论文: Minding the Gaps for Block Frank-Wolfe Optimizatio…
Recently the away-step Frank-Wolfe algoritm for constrained multiobjective optimization has been shown linear convergence rate over a polytope which is generated by finite points set. In this paper we design a decomposition-invariant…
We consider the problem of bandit optimization, inspired by stochastic optimization and online learning problems with bandit feedback. In this problem, the objective is to minimize a global loss function of all the actions, not necessarily…
The Frank-Wolfe algorithm, a very first optimization method and also known as the conditional gradient method, was introduced by Frank and Wolfe in 1956. Due to its simple linear subproblems, the Frank-Wolfe algorithm has recently been…
In this work, we propose an infinite restricted Boltzmann machine~(RBM), whose maximum likelihood estimation~(MLE) corresponds to a constrained convex optimization. We consider the Frank-Wolfe algorithm to solve the program, which provides…
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…
We consider the problem of minimizing a difference of (smooth) convex functions over a compact convex feasible region $P$, i.e., $\min_{x \in P} f(x) - g(x)$, with smooth $f$ and Lipschitz continuous $g$. This computational study builds…
Online optimization has been a successful framework for solving large-scale problems under computational constraints and partial information. Current methods for online convex optimization require either a projection or exact gradient…
We propose a novel and efficient training method for RNNs by iteratively seeking a local minima on the loss surface within a small region, and leverage this directional vector for the update, in an outer-loop. We propose to utilize the…
We introduce regularized Frank-Wolfe, a general and effective algorithm for inference and learning of dense conditional random fields (CRFs). The algorithm optimizes a nonconvex continuous relaxation of the CRF inference problem using…
Some variant of the Frank-Wolfe method for convex optimization problems with adaptive selection of the step parameter corresponding to information about the smoothness of the objective function (the Lipschitz constant of the gradient).…
The analysis of Frank Wolfe (FW) variants is often complicated by the presence of different kinds of "good" and "bad" steps. In this article we aim to simplify the convergence analysis of some of these variants by getting rid of such a…
This article presents a powerful algorithmic framework for big data optimization, called the Block Successive Upper bound Minimization (BSUM). The BSUM includes as special cases many well-known methods for analyzing massive data sets, such…
In this paper, the online variants of the classical Frank-Wolfe algorithm are considered. We consider minimizing the regret with a stochastic cost. The online algorithms only require simple iterative updates and a non-adaptive step size…
One of the beauties of the projected gradient descent method lies in its rather simple mechanism and yet stable behavior with inexact, stochastic gradients, which has led to its wide-spread use in many machine learning applications.…
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…
This paper presents a subgradient-based algorithm for constrained nonsmooth convex optimization that does not require projections onto the feasible set. While the well-established Frank-Wolfe algorithm and its variants already avoid…
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…
The Frank-Wolfe (FW) algorithm has been widely used in solving nuclear norm constrained problems, since it does not require projections. However, FW often yields high rank intermediate iterates, which can be very expensive in time and space…
Tackling pattern recognition problems in areas such as computer vision, bioinformatics, speech or text recognition is often done best by taking into account task-specific statistical relations between output variables. In structured…
We study the effects of constrained optimization formulations and Frank-Wolfe algorithms for obtaining interpretable neural network predictions. Reformulating the Rate-Distortion Explanations (RDE) method for relevance attribution as a…