相关论文: Apprenticeship Learning via Frank-Wolfe
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…
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…
We study the linear convergence of Frank-Wolfe algorithms over product polytopes. We analyze two condition numbers for the product polytope, namely the \emph{pyramidal width} and the \emph{vertex-facet distance}, based on the condition…
Projection-free optimization algorithms, which are mostly based on the classical Frank-Wolfe method, have gained significant interest in the machine learning community in recent years due to their ability to handle convex constraints that…
Similarity and metric learning provides a principled approach to construct a task-specific similarity from weakly supervised data. However, these methods are subject to the curse of dimensionality: as the number of features grows large,…
This work studies and develop projection-free algorithms for online learning with linear optimization oracles (a.k.a. Frank-Wolfe) for handling the constraint set. More precisely, this work (i) provides an improved (optimized) variant of an…
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).…
It is known that the gradient descent algorithm converges linearly when applied to a strongly convex function with Lipschitz gradient. In this case the algorithm's rate of convergence is determined by the condition number of the function.…
In the framework of online convex optimization, most iterative algorithms require the computation of projections onto convex sets, which can be computationally expensive. To tackle this problem HK12 proposed the study of projection-free…
Action-constrained reinforcement learning (RL) is a widely-used approach in various real-world applications, such as scheduling in networked systems with resource constraints and control of a robot with kinematic constraints. While the…
Frank-Wolfe (FW) algorithms have been often proposed over the last few years as efficient solvers for a variety of optimization problems arising in the field of Machine Learning. The ability to work with cheap projection-free iterations and…
In this paper, we consider large-scale linearly constrained composite convex optimization problem, whose objective is a sum of a smooth function and a possibly nonsmooth function. We propose a scalable \textbf{F}rank-\textbf{W}olfe based…
This paper aims to enhance the use of the Frank-Wolfe (FW) algorithm for training deep neural networks. Similar to any gradient-based optimization algorithm, FW suffers from high computational and memory costs when computing gradients for…
We study constrained stochastic programs where the decision vector at each time slot cannot be chosen freely but is tied to the realization of an underlying random state vector. The goal is to minimize a general objective function subject…
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…
The relationship between inverse reinforcement learning (IRL) and inverse optimization (IO) for Markov decision processes (MDPs) has been relatively underexplored in the literature, despite addressing the same problem. In this work, we…
The Frank-Wolfe method and its extensions are well-suited for delivering solutions with desirable structural properties, such as sparsity or low-rank structure. We introduce a new variant of the Frank-Wolfe method that combines Frank-Wolfe…
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 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…
The Frank-Wolfe method solves smooth constrained convex optimization problems at a generic sublinear rate of $\mathcal{O}(1/T)$, and it (or its variants) enjoys accelerated convergence rates for two fundamental classes of constraints:…