相关论文: Projection-free Online Learning with Arbitrary Del…

Projection-free optimization via different variants of the Frank-Wolfe (FW) method has become one of the cornerstones in large scale optimization for machine learning and computational statistics. Numerous applications within these fields…

We propose an enhanced zeroth-order stochastic Frank-Wolfe framework to address constrained finite-sum optimization problems, a structure prevalent in large-scale machine-learning applications. Our method introduces a novel double variance…

Frank-Wolfe algorithms (FW) are popular first-order methods for solving constrained convex optimization problems that rely on a linear minimization oracle instead of potentially expensive projection-like oracles. Many works have identified…

This paper considers stochastic convex optimization problems where the objective and constraint functions involve expectations with respect to the data indices or environmental variables, in addition to deterministic convex constraints on…

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…

Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for online convex optimization in non-stationary environments. To…

The evaluation of final-iteration tracking performance is a formidable obstacle in distributed online optimization algorithms. To address this issue, this paper proposes a novel evaluation metric named distributed forgetting-factor regret…

Smoothness is known to be crucial for acceleration in offline optimization, and for gradient-variation regret minimization in online learning. Interestingly, these two problems are actually closely connected -- accelerated optimization can…

We revisit the challenge of designing online algorithms for the bandit convex optimization problem (BCO) which are also scalable to high dimensional problems. Hence, we consider algorithms that are \textit{projection-free}, i.e., based on…

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 online continuous DR-submodular maximization with linear stochastic long-term constraints. Compared to the prior work on online submodular maximization, our setting introduces the extra complication of stochastic…

Learning to solve the Alternating Current Optimal Power Flow (AC-OPF) problem by neural networks (NNs) is a promising approach in real-time applications. Existing methods to ensure the physical feasibility of NN outputs embed a power flow…

Online continual learning (OCL) methods adapt to changing environments without forgetting past knowledge. Similarly, online time series forecasting (OTSF) is a real-world problem where data evolve in time and success depends on both rapid…

Gradient-variation online learning aims to achieve regret guarantees that scale with variations in the gradients of online functions, which has been shown to be crucial for attaining fast convergence in games and robustness in stochastic…

We present a new Frank-Wolfe (FW) type algorithm that is applicable to minimization problems with a nonsmooth convex objective. We provide convergence bounds and show that the scheme yields so-called coreset results for various Machine…

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…

In this paper, we consider a distributed online convex optimization problem over a time-varying multi-agent network. The goal of this network is to minimize a global loss function through local computation and communication with neighbors.…

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…

Modern GPUs are equipped with large amounts of high-bandwidth memory, enabling them to support mini-batch sizes of up to tens of thousands of training samples. However, most existing optimizers struggle to perform effectively at such a…

Differentiable optimization has received a significant amount of attention due to its foundational role in the domain of machine learning based on neural networks. This paper proposes a differentiable layer, named Differentiable Frank-Wolfe…