A. Bellet (Télécom Paris): The Frank-Wolfe Algorithm: Recent Results and Applications to High-Dimensional Similarity Learning and Distributed Optimization




Date(s) : 09/01/2015   iCal
14 h 00 min - 15 h 00 min

Title: The Frank-Wolfe Algorithm: Recent Results and Applications to High-Dimensional Similarity Learning and Distributed Optimization\n\nAbstract: The topic of this talk is the Frank-Wolfe (FW) algorithm\, a greedy procedure for minimizing a convex and differentiable function over a compact convex set. FW finds its roots in the 1950’s but has recently regained a lot of interest in machine learning and related communities. In the first part of the talk\, I will introduce the FW algorithm and review some recent results that motivate its appeal in the context of large-scale learning problems. In the second part\, I will describe two applications of FW in my own work: (i) learning a similarity/distance function for sparse high-dimensional data\, and (ii) learning sparse combinations of elements that are distributed over a network.\n

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