相关论文: DFWLayer: Differentiable Frank-Wolfe Optimization …
Multi-category support vector machine (MC-SVM) is one of the most popular machine learning algorithms. There are lots of variants of MC-SVM, although different optimization algorithms were developed for different learning machines. In this…
We consider convex optimization problems which are widely used as convex relaxations for low-rank matrix recovery problems. In particular, in several important problems, such as phase retrieval and robust PCA, the underlying assumption in…
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…
The Frank-Wolfe algorithm is a method for constrained optimization that relies on linear minimizations, as opposed to projections. Therefore, a motivation put forward in a large body of work on the Frank-Wolfe algorithm is the computational…
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…
The design of decentralized learning algorithms is important in the fast-growing world in which data are distributed over participants with limited local computation resources and communication. In this direction, we propose an online…
This paper focuses on the problem of \emph{constrained} \emph{stochastic} optimization. A zeroth order Frank-Wolfe algorithm is proposed, which in addition to the projection-free nature of the vanilla Frank-Wolfe algorithm makes it gradient…
We present an exact algorithm for mean-risk optimization subject to a budget constraint, where decision variables may be continuous or integer. The risk is measured by the covariance matrix and weighted by an arbitrary monotone function,…
We provide the first provably joint differentially private algorithm with formal utility guarantees for the problem of user-level privacy-preserving collaborative filtering. Our algorithm is based on the Frank-Wolfe method, and it…
We propose a simple variant of the generalized Frank-Wolfe method for solving strongly convex composite optimization problems, by introducing an additional averaging step on the dual variables. We show that in this variant, one can choose a…
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…
Decentralized learning has been studied intensively in recent years motivated by its wide applications in the context of federated learning. The majority of previous research focuses on the offline setting in which the objective function is…
The computational bottleneck in applying online learning to massive data sets is usually the projection step. We present efficient online learning algorithms that eschew projections in favor of much more efficient linear optimization steps…
Efficient deployment of Deep Neural Networks (DNNs), such as Large Language Models (LLMs), on tensor accelerators is essential for maximizing computational efficiency in modern AI systems. However, achieving this is challenging due to the…
Consider a learning algorithm, which involves an internal call to an optimization routine such as a generalized eigenvalue problem, a cone programming problem or even sorting. Integrating such a method as a layer(s) within a trainable deep…
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…
We introduce a globally-convergent algorithm for optimizing the tree-reweighted (TRW) variational objective over the marginal polytope. The algorithm is based on the conditional gradient method (Frank-Wolfe) and moves pseudomarginals within…
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:…
The Frank Wolfe algorithm (FW) is a popular projection-free alternative for solving large-scale constrained optimization problems. However, the FW algorithm suffers from a sublinear convergence rate when minimizing a smooth convex function…
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…