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Geoffrey Negiar

2 accepted papers

2020

Linearly Convergent Frank-Wolfe with Backtracking Line-Search

AISTATS 2020poster

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 variants have emerged as improved variants with faster convergence.…

2020

Stochastic Frank-Wolfe for Constrained Finite-Sum Minimization

ICML 2020poster

We propose a novel Stochastic Frank-Wolfe (a. k. a. conditional gradient) algorithm for constrained smooth finite-sum minimization with a generalized linear prediction/structure. This class of problems includes empirical risk minimization with sparse, low-rank, or other structured constraints. The p…