相关论文: DFWLayer: Differentiable Frank-Wolfe Optimization …

In this paper, we consider Frank-Wolfe-based algorithms for composite convex optimization problems with objective involving a logarithmically-homogeneous, self-concordant functions. Recent Frank-Wolfe-based methods for this class of…

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…

This paper addresses a class of (non-)convex optimization problems subject to general convex constraints, which pose significant challenges for traditional methods due to their inherent non-convexity and diversity. Conventional convex…

We propose an accelerated algorithm with a Frank-Wolfe method as an oracle for solving strongly monotone variational inequality problems. While standard solution approaches, such as projected gradient descent (aka value iteration), involve…

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.…

We prove that the block-coordinate Frank-Wolfe (BCFW) algorithm converges with state-of-the-art rates in both convex and nonconvex settings under a very mild "block-iterative" assumption. This appears to be the first result on BCFW…

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…

The integration of optimization problems within neural network architectures represents a fundamental shift from traditional approaches to handling constraints in deep learning. While it is long known that neural networks can incorporate…

Frank--Wolfe methods avoid projections, but over curved feasible regions the full-space linear minimization oracle (LMO) can itself become the computational bottleneck. We introduce random-subspace Frank--Wolfe (RSFW), the first…

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…

Minimizing a function over an intersection of convex sets is an important task in optimization that is often much more challenging than minimizing it over each individual constraint set. While traditional methods such as Frank-Wolfe (FW) or…

Distributed optimization has gained a surge of interest in recent years. In this paper we propose a distributed projection free algorithm named Distributed Conditional Gradient Sliding(DCGS). Compared to the state-of-the-art distributed…

Dantzig-Wolfe decomposition (DWD) is a classical algorithm for solving large-scale linear programs whose constraint matrix involves a set of independent blocks coupled with a set of linking rows. The algorithm decomposes such a model into a…

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…

Differentiable optimization layers enable learning systems to make decisions by solving embedded optimization problems. However, computing gradients via implicit differentiation requires solving a linear system with Hessian terms, which is…

Decision-Focused Learning (DFL) is a paradigm for tailoring a predictive model to a downstream optimization task that uses its predictions in order to perform better on that specific task. The main technical challenge associated with DFL is…

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…

Metarounding is an approach to convert an approximation algorithm for linear optimization over some combinatorial classes to an online linear optimization algorithm for the same class. We propose a new metarounding algorithm under a natural…

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…

In wireless federated learning (FL), the clients need to transmit the high-dimensional deep neural network (DNN) parameters through bandwidth-limited channels, which causes the communication latency issue. In this paper, we propose a…