Research map / Bandits and online learning / Online convex optimization and games
Efficient Projection-Free Online Methods with Stochastic Recursive Gradient
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use ORGFW instead of OSFW or Regularized OFW | stochastic online multiclass logistic regression · MNIST and CIFAR10 | regret | Helped |
| Use ORGFW instead of OFW or OAW | stochastic online multiclass logistic regression · MNIST and CIFAR10 | regret | Hurt |
| Use ORGFW instead of OFW or OAW | stochastic online multiclass logistic regression · MNIST and CIFAR10 | per-iteration running time | Helped |
| Use ORGFW instead of the compared methods | stochastic optimization · MNIST and CIFAR10 multiclass logistic regression | suboptimality versus running time | Helped |
| Use MORGFW instead of Meta-Frank-Wolfe | adversarial online multiclass logistic regression · MNIST and CIFAR10 | regret | Mixed |
| Use MORGFW instead of OFW, OAW, or Regularized OFW | adversarial online multiclass logistic regression · MNIST and CIFAR10 | regret | Helped |
| Use MORGFW instead of Regularized OFW | adversarial online multiclass logistic regression · MNIST and CIFAR10 | per-round computational cost | Hurt |
| Use ORGFW instead of the compared methods | constrained one-hidden-layer neural network optimization · MNIST and CIFAR10 | suboptimality | Helped |
| Use ORGFW instead of the compared methods | constrained one-hidden-layer neural network optimization · MNIST and CIFAR10 | training accuracy | Helped |
| Use ORGFW instead of the compared methods | constrained one-hidden-layer neural network optimization · MNIST and CIFAR10 | test accuracy | Helped |
| Use recursive stochastic gradient estimation | ORGFW · stochastic OCO | regret | Helped |
| Use recursive stochastic gradient estimation in the meta Frank-Wolfe framework | MORGFW · adversarial OCO | per-round stochastic gradient evaluations: \mathcal{O}(T^{3/2}) -> \mathcal{O}(T) | Helped |
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