Proposes (L0, L1)-Frank-Wolfe and adaptive variant claiming superior convergence rates for (L0, L1)-smooth objectives over classical Frank-Wolfe.
In: Joint European con- ference on machine learning and knowledge discovery in databases
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Frank-Wolfe Algorithms for (L0, L1)-smooth functions
Proposes (L0, L1)-Frank-Wolfe and adaptive variant claiming superior convergence rates for (L0, L1)-smooth objectives over classical Frank-Wolfe.