Frank-Wolfe Algorithm for the Exact Sparse Problem

Farah Cherfaoui 1 Valentin Emiya 1 Liva Ralaivola 1, 2 Sandrine Anthoine 3
1 QARMA - éQuipe d'AppRentissage de MArseille
LIS - Laboratoire d'Informatique et Systèmes
2 Criteo [Paris]
3 I2M - Institut de Mathématiques de Marseille
Abstract : In this paper, we study the properties of the Frank-Wolfe algorithm to solve the \ExactSparse reconstruction problem. We prove that when the dictionary is quasi-incoherent, at each iteration, the Frank-Wolfe algorithm picks up an atom indexed by the support. We also prove that when the dictionary is quasi-incoherent, there exists an iteration beyond which the algorithm converges exponentially fast.
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https://hal-amu.archives-ouvertes.fr/hal-01881329
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Submitted on : Monday, December 17, 2018 - 1:58:41 PM
Last modification on : Thursday, January 23, 2020 - 6:22:13 PM
Long-term archiving on: Monday, March 18, 2019 - 3:47:47 PM

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  • HAL Id : hal-01881329, version 1
  • ARXIV : 1812.07201

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Farah Cherfaoui, Valentin Emiya, Liva Ralaivola, Sandrine Anthoine. Frank-Wolfe Algorithm for the Exact Sparse Problem. iTWIST: international Traveling Workshop on Interactions between low-complexity data models and Sensing Techniques, Nov 2018, Marseille, France. ⟨hal-01881329⟩

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