{"article_processing_charge":"No","intvolume":"       119","citation":{"mla":"Négiar, Geoffrey, et al. “Stochastic Frank-Wolfe for Constrained Finite-Sum Minimization.” <i>Proceedings of the 37th International Conference on Machine Learning</i>, vol. 119, 2020, pp. 7253–62.","ista":"Négiar G, Dresdner G, Tsai A, Ghaoui LE, Locatello F, Freund RM, Pedregosa F. 2020. Stochastic Frank-Wolfe for constrained finite-sum minimization. Proceedings of the 37th International Conference on Machine Learning. International Conference on Machine Learning, PMLR, vol. 119, 7253–7262.","ieee":"G. Négiar <i>et al.</i>, “Stochastic Frank-Wolfe for constrained finite-sum minimization,” in <i>Proceedings of the 37th International Conference on Machine Learning</i>, Virtual, 2020, vol. 119, pp. 7253–7262.","short":"G. Négiar, G. Dresdner, A. Tsai, L.E. Ghaoui, F. Locatello, R.M. Freund, F. Pedregosa, in:, Proceedings of the 37th International Conference on Machine Learning, 2020, pp. 7253–7262.","apa":"Négiar, G., Dresdner, G., Tsai, A., Ghaoui, L. E., Locatello, F., Freund, R. M., &#38; Pedregosa, F. (2020). Stochastic Frank-Wolfe for constrained finite-sum minimization. In <i>Proceedings of the 37th International Conference on Machine Learning</i> (Vol. 119, pp. 7253–7262). Virtual.","chicago":"Négiar, Geoffrey, Gideon Dresdner, Alicia Tsai, Laurent El Ghaoui, Francesco Locatello, Robert M. Freund, and Fabian Pedregosa. “Stochastic Frank-Wolfe for Constrained Finite-Sum Minimization.” In <i>Proceedings of the 37th International Conference on Machine Learning</i>, 119:7253–62, 2020.","ama":"Négiar G, Dresdner G, Tsai A, et al. Stochastic Frank-Wolfe for constrained finite-sum minimization. In: <i>Proceedings of the 37th International Conference on Machine Learning</i>. Vol 119. ; 2020:7253-7262."},"title":"Stochastic Frank-Wolfe for constrained finite-sum minimization","department":[{"_id":"FrLo"}],"oa_version":"Preprint","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","type":"conference","date_updated":"2023-09-12T08:03:40Z","quality_controlled":"1","volume":119,"date_published":"2020-07-27T00:00:00Z","status":"public","conference":{"location":"Virtual","end_date":"2020-07-18","start_date":"2020-07-13","name":"International Conference on Machine Learning"},"_id":"14187","extern":"1","month":"07","date_created":"2023-08-22T14:07:52Z","publication_status":"published","alternative_title":["PMLR"],"abstract":[{"text":"We propose a novel Stochastic Frank-Wolfe (a.k.a. conditional gradient)\r\nalgorithm for constrained smooth finite-sum minimization with a generalized\r\nlinear prediction/structure. This class of problems includes empirical risk\r\nminimization with sparse, low-rank, or other structured constraints. The\r\nproposed method is simple to implement, does not require step-size tuning, and\r\nhas a constant per-iteration cost that is independent of the dataset size.\r\nFurthermore, as a byproduct of the method we obtain a stochastic estimator of\r\nthe Frank-Wolfe gap that can be used as a stopping criterion. Depending on the\r\nsetting, the proposed method matches or improves on the best computational\r\nguarantees for Stochastic Frank-Wolfe algorithms. Benchmarks on several\r\ndatasets highlight different regimes in which the proposed method exhibits a\r\nfaster empirical convergence than related methods. Finally, we provide an\r\nimplementation of all considered methods in an open-source package.","lang":"eng"}],"oa":1,"year":"2020","external_id":{"arxiv":["2002.11860"]},"publication":"Proceedings of the 37th International Conference on Machine Learning","language":[{"iso":"eng"}],"day":"27","author":[{"full_name":"Négiar, Geoffrey","first_name":"Geoffrey","last_name":"Négiar"},{"last_name":"Dresdner","first_name":"Gideon","full_name":"Dresdner, Gideon"},{"full_name":"Tsai, Alicia","last_name":"Tsai","first_name":"Alicia"},{"full_name":"Ghaoui, Laurent El","last_name":"Ghaoui","first_name":"Laurent El"},{"first_name":"Francesco","last_name":"Locatello","orcid":"0000-0002-4850-0683","full_name":"Locatello, Francesco","id":"26cfd52f-2483-11ee-8040-88983bcc06d4"},{"full_name":"Freund, Robert M.","first_name":"Robert M.","last_name":"Freund"},{"full_name":"Pedregosa, Fabian","last_name":"Pedregosa","first_name":"Fabian"}],"page":"7253-7262","main_file_link":[{"url":"https://arxiv.org/abs/2002.11860","open_access":"1"}]}