A Deterministic Nonsmooth Frank Wolfe Algorithm with Coreset Guarantees
نویسندگان
چکیده
منابع مشابه
A Deterministic Nonsmooth Frank Wolfe Algorithm with Coreset Guarantees
We present a new Frank-Wolfe (FW) type algorithm that is applicable to minimization problems with a nonsmooth convex objective. We provide convergence bounds and show that the scheme yields so-called coreset results for various Machine Learning problems including 1-median, Balanced Development, Sparse PCA, Graph Cuts, and the `1-norm-regularized Support Vector Machine (SVM) among others. This m...
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ژورنال
عنوان ژورنال: INFORMS Journal on Optimization
سال: 2019
ISSN: 2575-1484,2575-1492
DOI: 10.1287/ijoo.2019.0014