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Gradient-based optimization has been critical to the success of machine learning, updating a single set of parameters to minimize a single loss. A growing number of applications rely on a generalization of this, where we have a bilevel or…

Machine Learning · Computer Science 2024-07-02 Jonathan Lorraine

This paper introduces a novel double regularization scheme for bilevel optimization problems whose lower-level problem is composite and convex, but not necessarily strongly convex, in the lower-level variable. The analysis focuses on the…

Optimization and Control · Mathematics 2026-02-06 Mattia Solla , Johannes O. Royset

We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…

Optimization and Control · Mathematics 2023-11-20 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

Bilevel optimization recently has attracted increased interest in machine learning due to its many applications such as hyper-parameter optimization and meta learning. Although many bilevel methods recently have been proposed, these methods…

Optimization and Control · Mathematics 2023-02-21 Feihu Huang , Junyi Li , Shangqian Gao

We propose a new approach to solving bilevel optimization problems, intermediate between solving full-system optimality conditions with a Newton-type approach, and treating the inner problem as an implicit function. The overall idea is to…

Optimization and Control · Mathematics 2024-05-08 Ensio Suonperä , Tuomo Valkonen

In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…

Optimization and Control · Mathematics 2018-02-08 Saeed Ghadimi , Mengdi Wang

We introduce the Morse parametric qualification condition for bilevel programming. Generic semi-algebraic functions are Morse parametric in a piecewise sense. Thus, bilevel programs with a Morse parametric lower level constitute a relevant…

Optimization and Control · Mathematics 2026-03-05 Jérôme Bolte , Quoc-Tung Le , Edouard Pauwels , Samuel Vaiter

Meta learning with multiple objectives can be formulated as a Multi-Objective Bi-Level optimization Problem (MOBLP) where the upper-level subproblem is to solve several possible conflicting targets for the meta learner. However, existing…

Machine Learning · Computer Science 2021-02-16 Feiyang Ye , Baijiong Lin , Zhixiong Yue , Pengxin Guo , Qiao Xiao , Yu Zhang

Hyperparameter optimization can be formulated as a bilevel optimization problem, where the optimal parameters on the training set depend on the hyperparameters. We aim to adapt regularization hyperparameters for neural networks by fitting…

Machine Learning · Computer Science 2019-03-08 Matthew MacKay , Paul Vicol , Jon Lorraine , David Duvenaud , Roger Grosse

In this paper, we study a class of bilevel optimization problems, also known as simple bilevel optimization, where we minimize a smooth objective function over the optimal solution set of another convex constrained optimization problem.…

Optimization and Control · Mathematics 2023-04-25 Ruichen Jiang , Nazanin Abolfazli , Aryan Mokhtari , Erfan Yazdandoost Hamedani

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

Bilevel programs (BPs) find a wide range of applications in fields such as energy, transportation, and machine learning. As compared to BPs with continuous (linear/convex) optimization problems in both levels, the BPs with discrete decision…

Optimization and Control · Mathematics 2024-07-25 Bo Zhou , Ruiwei Jiang , Siqian Shen

Automated hyperparameter search in machine learning, especially for deep learning models, is typically formulated as a bilevel optimization problem, with hyperparameter values determined by the upper level and the model learning achieved by…

Machine Learning · Computer Science 2024-12-06 Meltem Apaydin Ustun , Liang Xu , Bo Zeng , Xiaoning Qian

Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning. A key step to tackle these problems is the efficient computation of…

Machine Learning · Statistics 2025-05-20 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo

We study a general class of bilevel problems, consisting in the minimization of an upper-level objective which depends on the solution to a parametric fixed-point equation. Important instances arising in machine learning include…

Machine Learning · Statistics 2020-07-13 Riccardo Grazzi , Luca Franceschi , Massimiliano Pontil , Saverio Salzo

Many problems in machine learning involve bilevel optimization (BLO), including hyperparameter optimization, meta-learning, and dataset distillation. Bilevel problems consist of two nested sub-problems, called the outer and inner problems,…

Machine Learning · Computer Science 2022-12-29 Paul Vicol , Jonathan Lorraine , Fabian Pedregosa , David Duvenaud , Roger Grosse

In this paper, we formulate the hyperparameter tuning problem in machine learning as a bilevel program. The bilevel program is solved using a micro genetic algorithm that is enhanced with a linear program. While the genetic algorithm…

Machine Learning · Computer Science 2024-07-02 Ankur Sinha , Paritosh Pankaj

Bilevel optimization aims to optimize an outer objective function that depends on the solution to an inner optimization problem. It is routinely used in Machine Learning, notably for hyperparameter tuning. The conventional method to compute…

Machine Learning · Computer Science 2024-02-27 Zhenzhang Ye , Gabriel Peyré , Daniel Cremers , Pierre Ablin

Learning to learn is a powerful paradigm for enabling models to learn from data more effectively and efficiently. A popular approach to meta-learning is to train a recurrent model to read in a training dataset as input and output the…

Machine Learning · Computer Science 2018-02-16 Chelsea Finn , Sergey Levine

Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…

Optimization and Control · Mathematics 2025-10-09 Matthias J. Ehrhardt , Silvia Gazzola , Sebastian J. Scott