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stat.ML2020★ 2 cited
Iterative regularization for convex regularizers
Cesare Molinari, Mathurin Massias, Lorenzo Rosasco +1
We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient…
math.OC2020★ 1 cited
Inexact and Stochastic Generalized Conditional Gradient with Augmented Lagrangian and Proximal Step
Antonio Silveti-Falls, Cesare Molinari, Jalal Fadili
In this paper we propose and analyze inexact and stochastic versions of the CGALP algorithm developed in the authors' previous paper, which we denote ICGALP, that allows for errors…