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Showing 1 to 4 of 4 for “"Frank-Wolfe algorithm"”.
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Work Zone Analysis Under Detour Settings
… the traffic. To solve for User Equilibrium, the Frank-Wolfe algorithm is implemented via Matlab. The total delay cost is then converted to a monetary value using value of time (VOT). The work zone set-up cost and accident cost relate to number of work zone segments and total length of work zone. …
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Essays on Algorithmic Learning and Uncertainty Quantification
… I show that a simple procedure called the star algorithm can recover near-optimal convergence rates for non-parametric logistic regression in non-convex models. The second essay, titled “Kernel Ridge Regression Inference,” introduces a new technique for deriving sharp, non-asymptotic, uniform …
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Improved Complexity Analysis for the Proximal Bundle Algorithm Under a Novel Perspective
The proximal bundle algorithm (PBA) is a fundamental and computationally effective algorithm for solving optimization problems with non-smooth components. We investigate its convergence rate in two settings. We first focus on a composite setting where one function is smooth and the other is …
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An Efficient Ranking and Classification Method for Linear Functions, Kernel Functions, Decision Trees, and Ensemble Methods
Structural algorithms incorporate the interdependence of outputs into the prediction, the loss, or both. Frank-Wolfe optimizations of pairwise losses and Gaussian conditional random fields for multivariate output regression are two such structural algorithms. Pairwise losses are standard 0-1 …