Primal Dual Block Frank Wolfe Baselines Reproduction

• Usage: main.py <dataset> <algorithm>
• Algorithms:
  • AccPG - Accelerated Projected Gradient
  • FW - Frank-Wolfe
  • SCGS - Stochastic Conditional Gradient Sliding
  • STORC - Stochastic Variance-Reduced Contional Gradient Sliding
  • SVRG - Stochastic Variance-Reduced Gradient
  • PDBFW - Primal-Dual Block Frank-Wolfe
  • SVRF - Stochastic Variance-Reduced Frank-Wolfe
• Datasets:
  • duke - Duke Cancer Dataset
  • rcv - Reuters Corpus Volume I Dataset
  • mnist - Modified MNIST Dataset
  • rna - Non-Coding RNA Detection Dataset
• Parameters: All hyperparameters can be edited in params.py.

Original Paper: https://arxiv.org/pdf/1906.02436.pdf

Reproduction Paper: https://openreview.net/pdf?id=aCt-q9sJ_X

Datasets: Chih-Chung Chang and Chih-Jen Lin, LIBSVM : a library for support vector machines. ACM Transactions on Intelligent Systems and Technology, 2:27:1--27:27, 2011. Software available at http://www.csie.ntu.edu.tw/~cjlin/libsvm.