Search Results for author: Cyrille W. Combettes

Found 5 papers, 4 papers with code

Complexity of Linear Minimization and Projection on Some Sets

1 code implementation25 Jan 2021 Cyrille W. Combettes, Sebastian Pokutta

The Frank-Wolfe algorithm is a method for constrained optimization that relies on linear minimizations, as opposed to projections.

Projection-Free Adaptive Gradients for Large-Scale Optimization

1 code implementation29 Sep 2020 Cyrille W. Combettes, Christoph Spiegel, Sebastian Pokutta

The complexity in large-scale optimization can lie in both handling the objective function and handling the constraint set.

Position

Boosting Frank-Wolfe by Chasing Gradients

1 code implementation ICML 2020 Cyrille W. Combettes, Sebastian Pokutta

The Frank-Wolfe algorithm has become a popular first-order optimization algorithm for it is simple and projection-free, and it has been successfully applied to a variety of real-world problems.

Revisiting the Approximate Carathéodory Problem via the Frank-Wolfe Algorithm

1 code implementation11 Nov 2019 Cyrille W. Combettes, Sebastian Pokutta

The approximate Carath\'eodory theorem states that given a compact convex set $\mathcal{C}\subset\mathbb{R}^n$ and $p\in\left[2,+\infty\right[$, each point $x^*\in\mathcal{C}$ can be approximated to $\epsilon$-accuracy in the $\ell_p$-norm as the convex combination of $\mathcal{O}(pD_p^2/\epsilon^2)$ vertices of $\mathcal{C}$, where $D_p$ is the diameter of $\mathcal{C}$ in the $\ell_p$-norm.

Blended Matching Pursuit

no code implementations NeurIPS 2019 Cyrille W. Combettes, Sebastian Pokutta

Matching pursuit algorithms are an important class of algorithms in signal processing and machine learning.

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