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math.OC2019
Parallel Random Block-Coordinate Forward-Backward Algorithm: A Unified Convergence Analysis
Saverio Salzo, Silvia Villa
We study the block-coordinate forward-backward algorithm in which the blocks are updated in a random and possibly parallel manner, according to arbitrary probabilities. The algorit…
stat.ML2019★ 9 cited
Sinkhorn Barycenters with Free Support via Frank-Wolfe Algorithm
Giulia Luise, Saverio Salzo, Massimiliano Pontil +1
We present a novel algorithm to estimate the barycenter of arbitrary probability distributions with respect to the Sinkhorn divergence. Based on a Frank-Wolfe optimization strategy…