Frank-Wolfe Algorithm for the Exact Sparse Problem

Farah Cherfaoui; Valentin Emiya; Liva Ralaivola; Sandrine Anthoine

Frank-Wolfe Algorithm for the Exact Sparse Problem

Farah Cherfaoui ¹ Valentin Emiya ¹ Liva Ralaivola ¹ Sandrine Anthoine ²

1 QARMA - éQuipe d'AppRentissage de MArseille

LIS - Laboratoire d'Informatique et Systèmes

2 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.

Document type :

Conference papers

Domain :

Computer Science [cs] / Machine Learning [cs.LG]

Computer Science [cs] / Signal and Image Processing

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https://hal-amu.archives-ouvertes.fr/hal-01881329
Contributor : Valentin Emiya <>
Submitted on : Monday, December 17, 2018 - 1:58:41 PM
Last modification on : Monday, March 4, 2019 - 2:04:22 PM
Long-term archiving on : Monday, March 18, 2019 - 3:47:47 PM

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Frank-Wolfe Algorithm for the Exact Sparse Problem

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