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stat.ML2017
Nonsmooth Frank-Wolfe using Uniform Affine Approximations
Edward Cheung, Yuying Li
Frank-Wolfe methods (FW) have gained significant interest in the machine learning community due to its ability to efficiently solve large problems that admit a sparse structure (e.…
stat.ML2017★ 3 cited
Projection Free Rank-Drop Steps
Edward Cheung, Yuying Li
The Frank-Wolfe (FW) algorithm has been widely used in solving nuclear norm constrained problems, since it does not require projections. However, FW often yields high rank intermed…