Sökning: "Stochastic Frank-Wolfe"
Hittade 2 uppsatser innehållade orden Stochastic Frank-Wolfe.
1. Stochastic Frank-Wolfe Algorithm : Uniform Sampling Without Replacement
Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : The Frank-Wolfe (FW) optimization algorithm, due to its projection free property, has gained popularity in recent years with typical application within the field of machine learning. In the stochastic setting, it is still relatively understudied in comparison to the more expensive projected method of Stochastic Gradient Descent (SGD). LÄS MER
2. Conditional steepest descent directions over Cartesian product sets : With application to the Frank-Wolfe method
Master-uppsats, Linköpings universitet/Optimeringslära; Linköpings universitet/Tekniska fakultetenSammanfattning : We derive a technique for scaling the search directions of feasible direction methods when applied to optimization problems over Cartesian product sets. It is proved that when the scaling is included in a convergent feasible direction method, also the new method will be convergent. LÄS MER