Variance-Reduced and Projection-Free Stochastic Optimization

5 Feb 2016Elad HazanHaipeng Luo

The Frank-Wolfe optimization algorithm has recently regained popularity for machine learning applications due to its projection-free property and its ability to handle structured constraints. However, in the stochastic learning setting, it is still relatively understudied compared to the gradient descent counterpart... (read more)

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