TY - CHAP A1 - Diakonikolas, Jelena A1 - Carderera, Alejandro A1 - Pokutta, Sebastian T1 - Breaking the Curse of Dimensionality (Locally) to Accelerate Conditional Gradients T2 - OPTML Workshop Paper Y1 - 2019 N1 - URL of the Code: https://colab.research.google.com/drive/1ejjfCan7xnEhWWJXCIzb03CwQRG9iW_O N1 - URL of the PDF: https://opt-ml.org/papers/2019/paper_26.pdf N1 - URL of the Poster: https://app.box.com/s/d7p038u7df422q4jsccbmj15mngqv2ws N1 - URL of the Slides: https://app.box.com/s/gphkhapso7d1vrfnzqykkb3vx0agxh8w N1 - URL of the Abstract: http://www.pokutta.com/blog/research/2019/07/04/LaCG-abstract.html ER - TY - CHAP A1 - Diakonikolas, Jelena A1 - Carderera, Alejandro A1 - Pokutta, Sebastian T1 - Locally Accelerated Conditional Gradients T2 - Proceedings of AISTATS Y1 - 2020 N1 - URL of the Code: https://colab.research.google.com/drive/1ejjfCan7xnEhWWJXCIzb03CwQRG9iW_O N1 - URL of the PDF: http://proceedings.mlr.press/v108/diakonikolas20a/diakonikolas20a.pdf N1 - URL of the Slides: https://app.box.com/s/gphkhapso7d1vrfnzqykkb3vx0agxh8w N1 - URL of the Abstract: http://www.pokutta.com/blog/research/2019/07/04/LaCG-abstract.html N1 - https://slideslive.com/38930107/locally-accelerated-conditional-gradients?ref=account-folder-52123-folders ER - TY - CHAP A1 - Carderera, Alejandro A1 - Diakonikolas, Jelena A1 - Lin, Cheuk Yin A1 - Pokutta, Sebastian T1 - Parameter-free Locally Accelerated Conditional Gradients T2 - ICML 2021 N2 - Projection-free conditional gradient (CG) methods are the algorithms of choice for constrained optimization setups in which projections are often computationally prohibitive but linear optimization over the constraint set remains computationally feasible. Unlike in projection-based methods, globally accelerated convergence rates are in general unattainable for CG. However, a very recent work on Locally accelerated CG (LaCG) has demonstrated that local acceleration for CG is possible for many settings of interest. The main downside of LaCG is that it requires knowledge of the smoothness and strong convexity parameters of the objective function. We remove this limitation by introducing a novel, Parameter-Free Locally accelerated CG (PF-LaCG) algorithm, for which we provide rigorous convergence guarantees. Our theoretical results are complemented by numerical experiments, which demonstrate local acceleration and showcase the practical improvements of PF-LaCG over non-accelerated algorithms, both in terms of iteration count and wall-clock time. Y1 - 2021 ER -