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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

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

Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…

Optimization and Control · Mathematics 2025-05-06 Youran Dong , Junfeng Yang , Wei Yao , Jin Zhang

Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters…

Optimization and Control · Mathematics 2023-11-16 Matthias J. Ehrhardt , Lindon Roberts

We propose a multi-level method to increase the accuracy of machine learning algorithms for approximating observables in scientific computing, particularly those that arise in systems modeled by differential equations. The algorithm relies…

Numerical Analysis · Mathematics 2020-07-06 Kjetil O. Lye , Siddhartha Mishra , Roberto Molinaro

Bilevel optimization enjoys a wide range of applications in emerging machine learning and signal processing problems such as hyper-parameter optimization, image reconstruction, meta-learning, adversarial training, and reinforcement…

Machine Learning · Computer Science 2025-01-08 Han Shen , Quan Xiao , Tianyi Chen

Hyperparameter tuning is an important task of machine learning, which can be formulated as a bilevel program (BLP). However, most existing algorithms are not applicable for BLP with non-smooth lower-level problems. To address this, we…

Optimization and Control · Mathematics 2024-03-04 He Chen , Haochen Xu , Rujun Jiang , Anthony Man-Cho So

It is already reported in the literature that the performance of a machine learning algorithm is greatly impacted by performing proper Hyper-Parameter optimization. One of the ways to perform Hyper-Parameter optimization is by manual search…

Machine Learning · Computer Science 2020-05-26 Sayan Putatunda , Kiran Rama

Learning processes are useful methodologies able to improve knowledge of real phenomena. These are often dependent on hyperparameters, variables set before the training process and regulating the learning procedure. Hyperparameters…

Optimization and Control · Mathematics 2023-11-10 Flavia Esposito , Laura Selicato , Caterina Sportelli

Due to the hierarchical structure of many machine learning problems, bilevel programming is becoming more and more important recently, however, the complicated correlation between the inner and outer problem makes it extremely challenging…

Machine Learning · Computer Science 2020-09-03 Junyi Li , Bin Gu , Heng Huang

Bilevel optimization has gained prominence in various applications. In this study, we introduce a framework for solving bilevel optimization problems, where the variables in both the lower and upper levels are constrained on Riemannian…

Optimization and Control · Mathematics 2024-11-05 Andi Han , Bamdev Mishra , Pratik Jawanpuria , Akiko Takeda

Bilevel optimization has found successful applications in various machine learning problems, including hyper-parameter optimization, data cleaning, and meta-learning. However, its huge computational cost presents a significant challenge for…

Machine Learning · Computer Science 2024-11-05 Xiaoyu Wang , Rui Pan , Renjie Pi , Jipeng Zhang

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…

Optimization and Control · Mathematics 2017-09-27 Aurélien Ouattara , Anil Aswani

Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyper-parameter configuration for machine…

Machine Learning · Computer Science 2022-10-06 Li Yang , Abdallah Shami

Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

Machine Learning · Computer Science 2023-08-22 Siyuan Xu , Minghui Zhu

Common regularization algorithms for linear regression, such as LASSO and Ridge regression, rely on a regularization hyperparameter that balances the tradeoff between minimizing the fitting error and the norm of the learned model…

Machine Learning · Computer Science 2023-11-27 Gabriele Maroni , Loris Cannelli , Dario Piga

In recent years, bilevel approaches have become very popular to efficiently estimate high-dimensional hyperparameters of machine learning models. However, to date, binary parameters are handled by continuous relaxation and rounding…

Machine Learning · Computer Science 2025-03-20 Sara Venturini , Marianna de Santis , Jordan Patracone , Francesco Rinaldi , Saverio Salzo , Martin Schmidt

Hyperparameter selection generally relies on running multiple full training trials, with selection based on validation set performance. We propose a gradient-based approach for locally adjusting hyperparameters during training of the model.…

Machine Learning · Computer Science 2016-06-20 Jelena Luketina , Mathias Berglund , Klaus Greff , Tapani Raiko

Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

Optimization and Control · Mathematics 2017-12-07 Ganzhao Yuan , Bernard Ghanem

Various tasks in data science are modeled utilizing the variational regularization approach, where manually selecting regularization parameters presents a challenge. The difficulty gets exacerbated when employing regularizers involving a…

Optimization and Control · Mathematics 2025-07-08 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt