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Classic FrankWolfe and OMP #1041
Hi Chenzhe, thanks for your hard work putting this together. I took a first pass and left some comments; I hope they are helpful. There are lots of style issue but you should be able to use Jenkins to point them out and fix them. If you want me to explain that system I am happy to, just let me know.
Unfortunately the style check didn't pick up all issues, so here are some more.
@stephentu: the call is up to you---if you have taken a look through and you are happy with the correctness of the implementation, the tests, etc., then you can post that you'll merge it in X days to allow people to take a look, then hit the merge button in X days. This one has been open for long enough that I'd say X=3 would be fine.
@czdiao: thanks for addressing my earlier comments, sorry that I did not manage to reply further. I think it's ok to require that
UpdateSpan can only be used with
FuncSq, as long as the documentation makes that clear.
I found another couple little style notes and other things, nothing big. If you can handle them it would be great. Otherwise I think this is good to go, I think it is a nice improvement.
Just made some minor comments, excited to see this merged.