Search Results for author: Gábor Braun

Found 4 papers, 1 papers with code

Dual Prices for Frank--Wolfe Algorithms

no code implementations6 Jan 2021 Gábor Braun, Sebastian Pokutta

In this note we observe that for constrained convex minimization problems $\min_{x \in P}f(x)$ over a polytope $P$, dual prices for the linear program $\min_{z \in P} \nabla f(x) z$ obtained from linearization at approximately optimal solutions $x$ have a similar interpretation of rate of change in optimal value as for linear programming, providing a convex form of sensitivity analysis.

Optimization and Control

Blended Conditional Gradients: the unconditioning of conditional gradients

2 code implementations18 May 2018 Gábor Braun, Sebastian Pokutta, Dan Tu, Stephen Wright

We present a blended conditional gradient approach for minimizing a smooth convex function over a polytope P, combining the Frank--Wolfe algorithm (also called conditional gradient) with gradient-based steps, different from away steps and pairwise steps, but still achieving linear convergence for strongly convex functions, along with good practical performance.

Lazifying Conditional Gradient Algorithms

no code implementations ICML 2017 Gábor Braun, Sebastian Pokutta, Daniel Zink

Conditional gradient algorithms (also often called Frank-Wolfe algorithms) are popular due to their simplicity of only requiring a linear optimization oracle and more recently they also gained significant traction for online learning.

An efficient high-probability algorithm for Linear Bandits

no code implementations6 Oct 2016 Gábor Braun, Sebastian Pokutta

For the linear bandit problem, we extend the analysis of algorithm CombEXP from [R. Combes, M. S. Talebi Mazraeh Shahi, A. Proutiere, and M. Lelarge.

Learning Theory Vocal Bursts Intensity Prediction

Cannot find the paper you are looking for? You can Submit a new open access paper.