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We present two approximate versions of the proximal subgradient method for minimizing the sum of two convex functions (not necessarily differentiable). The algorithms involve, at each iteration, inexact evaluations of the proximal operator…

Optimization and Control · Mathematics 2019-07-12 Reinier Díaz Millán , Majela Pentón Machado

Two-level stochastic optimization formulations have become instrumental in a number of machine learning contexts such as continual learning, neural architecture search, adversarial learning, and hyperparameter tuning. Practical stochastic…

Optimization and Control · Mathematics 2023-11-08 Tommaso Giovannelli , Griffin Dean Kent , Luis Nunes Vicente

Bilevel optimization has gained significant attention in recent years due to its broad applications in machine learning. This paper focuses on bilevel optimization in decentralized networks and proposes a novel single-loop algorithm for…

Optimization and Control · Mathematics 2024-04-24 Youran Dong , Shiqian Ma , Junfeng Yang , Chao Yin

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

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

Bilevel optimization (BLO) problem, where two optimization problems (referred to as upper- and lower-level problems) are coupled hierarchically, has wide applications in areas such as machine learning and operations research. Recently, many…

Optimization and Control · Mathematics 2025-05-19 Xiaotian Jiang , Ioannis Tsaknakis , Prashant Khanduri , Mingyi Hong

Despite being the cornerstone of deep learning, backpropagation is criticized for its inherent sequentiality, which can limit the scalability of very deep models. Such models faced convergence issues due to vanishing gradient, later…

Machine Learning · Computer Science 2025-04-01 Erwan Fagnou , Paul Caillon , Blaise Delattre , Alexandre Allauzen

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

Enabling low precision implementations of deep learning models, without considerable performance degradation, is necessary in resource and latency constrained settings. Moreover, exploiting the differences in sensitivity to quantization…

Machine Learning · Computer Science 2022-10-28 Ignacio Hounie , Juan Elenter , Alejandro Ribeiro

Optimization problems in disciplines such as machine learning are commonly solved with iterative methods. Gradient descent algorithms find local minima by moving along the direction of steepest descent while Newton's method takes into…

Quantum Physics · Physics 2018-08-20 Patrick Rebentrost , Maria Schuld , Leonard Wossnig , Francesco Petruccione , Seth Lloyd

Bilevel learning refers to machine learning problems that can be formulated as bilevel optimization models, where decisions are organized in a hierarchical structure. This paradigm has recently gained considerable attention in machine…

Optimization and Control · Mathematics 2026-05-05 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo , Alain Zemkoho

In modern neural networks like Transformers, linear layers require significant memory to store activations during backward pass. This study proposes a memory reduction approach to perform backpropagation through linear layers. Since the…

Machine Learning · Computer Science 2022-02-04 Daniel Bershatsky , Aleksandr Mikhalev , Alexandr Katrutsa , Julia Gusak , Daniil Merkulov , Ivan Oseledets

We study two procedures (reverse-mode and forward-mode) for computing the gradient of the validation error with respect to the hyperparameters of any iterative learning algorithm such as stochastic gradient descent. These procedures mirror…

Machine Learning · Statistics 2017-12-13 Luca Franceschi , Michele Donini , Paolo Frasconi , Massimiliano Pontil

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

The optimization-based meta-learning approach is gaining increased traction because of its unique ability to quickly adapt to a new task using only small amounts of data. However, existing optimization-based meta-learning approaches, such…

Machine Learning · Computer Science 2024-12-17 Honglin Yang , Ji Ma , Xiao Yu

The present work deals with an improved back-propagation algorithm based on Gauss-Newton numerical optimization method for fast convergence. The steepest descent method is used for the back-propagation. The algorithm is tested using various…

Artificial Intelligence · Computer Science 2012-06-21 Sudarshan Nandy , Partha Pratim Sarkar , Achintya Das

The back-propagation algorithm is widely used for learning in artificial neural networks. A challenge in machine learning is to create models that generalize to new data samples not seen in the training data. Recently, a common flaw in…

Machine Learning · Statistics 2016-04-07 Arild Nøkland

Meta-learning offers a principled framework leveraging \emph{task-invariant} priors from related tasks, with which \emph{task-specific} models can be fine-tuned on downstream tasks, even with limited data records. Gradient-based…

Machine Learning · Computer Science 2026-04-16 Yilang Zhang , Abraham Jaeger Mountain , Bingcong Li , Georgios B. Giannakis

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

This paper introduces and studies the convergence properties of a new class of explicit $\epsilon$-subgradient methods for the task of minimizing a convex function over the set of minimizers of another convex minimization problem. The…

Optimization and Control · Mathematics 2019-04-03 Elias Salomão Helou , Lucas Eduardo Azevedo Simões