FrankWolfe.jl
FrankWolfe.jl copied to clipboard
Non-Euclidean / non-vector space examples
Add examples and check adaptability of the code base to non-trivial atoms.
Easy ones:
- matrix spaces (symmetric or not)
- complex fields
More exotic:
- Base learners (i.e. https://arxiv.org/abs/1910.03742 Greedy Convex Ensemble)
- Measure spaces - (speculation) applications to optimal transport, Wasserstein barycenter problems
@alejandro-carderera that's the paper we mentioned in the call
you mean the barron space one?
F. Bach: Breaking the Curse of Dimensionality with Convex Neural Networks: link
see page 9ff
The Greedy Convex Ensemble from above
done with KernelHerding