1 code implementation • ICML 2020 • Mathias Staudigl, Pavel Dvurechenskii, Shimrit Shtern, Kamil Safin, Petr Ostroukhov
Projection-free optimization via different variants of the Frank-Wolfe (FW) method has become one of the cornerstones in optimization for machine learning since in many cases the linear minimization oracle is much cheaper to implement than projections and some sparsity needs to be preserved.
no code implementations • 7 Feb 2024 • Petr Ostroukhov, Aigerim Zhumabayeva, Chulu Xiang, Alexander Gasnikov, Martin Takáč, Dmitry Kamzolov
To substantiate the efficacy of our method, we experimentally show, how the introduction of adaptive step size and adaptive batch size gradually improves the performance of regular SGD.
no code implementations • 31 Dec 2020 • Petr Ostroukhov, Rinat Kamalov, Pavel Dvurechensky, Alexander Gasnikov
The first method is based on the assumption of $p$-th order smoothness of the objective and it achieves a convergence rate of $O \left( \left( \frac{L_p R^{p - 1}}{\mu} \right)^\frac{2}{p + 1} \log \frac{\mu R^2}{\varepsilon_G} \right)$, where $R$ is an estimate of the initial distance to the solution, and $\varepsilon_G$ is the error in terms of duality gap.
Optimization and Control
1 code implementation • 11 Feb 2020 • Pavel Dvurechensky, Petr Ostroukhov, Kamil Safin, Shimrit Shtern, Mathias Staudigl
Projection-free optimization via different variants of the Frank-Wolfe (FW), a. k. a.