Frank-Wolfe with Subsampling OracleDownload PDFOpen Website

Thomas Kerdreux, Fabian Pedregosa, Alexandre d'Aspremont

2018 (modified: 11 Nov 2022)ICML 2018Readers: Everyone
Abstract: We analyze two novel randomized variants of the Frank-Wolfe (FW) or conditional gradient algorithm. While classical FW algorithms require solving a linear minimization problem over the domain at ea...
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