927 citations · 2.7k across the 88 of their papers we have counts for
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Frank-Wolfe Algorithms for Saddle Point Problems
Gauthier Gidel, Tony Jebara, Simon Lacoste-Julien
We extend the Frank-Wolfe (FW) optimization algorithm to solve constrained smooth convex-concave saddle point (SP) problems. Remarkably, the method only requires access to linear m…
Convergence Rate of Frank-Wolfe for Non-Convex Objectives
Simon Lacoste-Julien
We give a simple proof that the Frank-Wolfe algorithm obtains a stationary point at a rate of on non-convex objectives with a Lipschitz continuous gradient. Our ana…
ASAGA: Asynchronous Parallel SAGA
Rémi Leblond, Fabian Pedregosa, Simon Lacoste-Julien
We describe ASAGA, an asynchronous parallel version of the incremental gradient algorithm SAGA that enjoys fast linear convergence rates. Through a novel perspective, we revisit an…
Minding the Gaps for Block Frank-Wolfe Optimization of Structured SVMs
Anton Osokin, Jean-Baptiste Alayrac, Isabella Lukasewitz +2
In this paper, we propose several improvements on the block-coordinate Frank-Wolfe (BCFW) algorithm from Lacoste-Julien et al. (2013) recently used to optimize the structured suppo…
PAC-Bayesian Theory Meets Bayesian Inference
Pascal Germain, Francis Bach, Alexandre Lacoste +1
We exhibit a strong link between frequentist PAC-Bayesian risk bounds and the Bayesian marginal likelihood. That is, for the negative log-likelihood loss function, we show that the…
Beyond CCA: Moment Matching for Multi-View Models
Anastasia Podosinnikova, Francis Bach, Simon Lacoste-Julien
We introduce three novel semi-parametric extensions of probabilistic canonical correlation analysis with identifiability guarantees. We consider moment matching techniques for esti…