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Bilevel Optimization has experienced significant advancements recently with the introduction of new efficient algorithms. Mirroring the success in single-level optimization, stochastic gradient-based algorithms are widely used in bilevel…

Optimization and Control · Mathematics 2024-11-12 Junyi Li , Heng Huang

The (gradient-based) bilevel programming framework is widely used in hyperparameter optimization and has achieved excellent performance empirically. Previous theoretical work mainly focuses on its optimization properties, while leaving the…

Machine Learning · Computer Science 2021-10-26 Fan Bao , Guoqiang Wu , Chongxuan Li , Jun Zhu , Bo Zhang

Most models in machine learning contain at least one hyperparameter to control for model complexity. Choosing an appropriate set of hyperparameters is both crucial in terms of model accuracy and computationally challenging. In this work we…

Machine Learning · Statistics 2022-11-22 Fabian Pedregosa

With the success that the field of bilevel optimization has seen in recent years, similar methodologies have started being applied to solving more difficult applications that arise in trilevel optimization. At the helm of these applications…

Optimization and Control · Mathematics 2025-05-13 Tommaso Giovannelli , Griffin Dean Kent , Luis Nunes Vicente

Lagrangian decomposition (LD) is a relaxation method that provides a dual bound for constrained optimization problems by decomposing them into more manageable sub-problems. This bound can be used in branch-and-bound algorithms to prune the…

Artificial Intelligence · Computer Science 2024-08-26 Swann Bessa , Darius Dabert , Max Bourgeat , Louis-Martin Rousseau , Quentin Cappart

This paper reviews gradient-based techniques to solve bilevel optimization problems. Bilevel optimization is a general way to frame the learning of systems that are implicitly defined through a quantity that they minimize. This…

Machine Learning · Computer Science 2023-05-26 Nicolas Zucchet , João Sacramento

Hyperparameter tuning is an omnipresent problem in machine learning as it is an integral aspect of obtaining the state-of-the-art performance for any model. Most often, hyperparameters are optimized just by training a model on a grid of…

Machine Learning · Computer Science 2019-06-28 Hadi S. Jomaa , Josif Grabocka , Lars Schmidt-Thieme

Some recent works in machine learning and computer vision involve the solution of a bi-level optimization problem. Here the solution of a parameterized lower-level problem binds variables that appear in the objective of an upper-level…

Computer Vision and Pattern Recognition · Computer Science 2016-07-22 Stephen Gould , Basura Fernando , Anoop Cherian , Peter Anderson , Rodrigo Santa Cruz , Edison Guo

This review discusses methods for learning parameters for image reconstruction problems using bilevel formulations. Image reconstruction typically involves optimizing a cost function to recover a vector of unknown variables that agrees with…

Optimization and Control · Mathematics 2022-06-16 Caroline Crockett , Jeffrey A. Fessler

We consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…

Optimization and Control · Mathematics 2025-04-14 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

Bilevel optimization has been widely applied in many important machine learning applications such as hyperparameter optimization and meta-learning. Recently, several momentum-based algorithms have been proposed to solve bilevel optimization…

Machine Learning · Computer Science 2021-12-17 Junjie Yang , Kaiyi Ji , Yingbin Liang

Hyperparameters play a critical role in the performances of many machine learning methods. Determining their best settings or Hyperparameter Optimization (HPO) faces difficulties presented by the large number of hyperparameters as well as…

Machine Learning · Statistics 2020-07-21 Yang Yang , Ke Deng , Michael Zhu

Constrained bilevel optimization tackles nested structures present in constrained learning tasks like constrained meta-learning, adversarial learning, and distributed bilevel optimization. However, existing bilevel optimization methods…

Optimization and Control · Mathematics 2024-06-05 Wei Yao , Haian Yin , Shangzhi Zeng , Jin Zhang

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

In the recent years, various gradient descent algorithms including the methods of gradient descent, gradient descent with momentum, adaptive gradient (AdaGrad), root-mean-square propagation (RMSProp) and adaptive moment estimation (Adam)…

Machine Learning · Computer Science 2024-09-19 Abel C. H. Chen

(Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on…

Machine Learning · Computer Science 2023-03-16 Meng Ding , Mingxi Lei , Yunwen Lei , Di Wang , Jinhui Xu

Bayesian optimization is a popular and versatile approach that is well suited to solve challenging optimization problems. Their popularity comes from their effective minimization of expensive function evaluations, their capability to…

Optimization and Control · Mathematics 2026-05-14 André L. Marchildon , David W. Zingg

Deep learning has achieved impressive results on many problems. However, it requires high degree of expertise or a lot of experience to tune well the hyperparameters, and such manual tuning process is likely to be biased. Moreover, it is…

Computer Vision and Pattern Recognition · Computer Science 2018-01-08 Jiazhuo Wang , Jason Xu , Xuejun Wang

Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…

Machine Learning · Computer Science 2025-10-09 Akash Yadav , Ruda Zhang

This paper is concerned with a novel deep learning method for variational problems with essential boundary conditions. To this end, we first reformulate the original problem into a minimax problem corresponding to a feasible augmented…

Numerical Analysis · Mathematics 2022-05-10 Jianguo Huang , Haoqin Wang , Tao Zhou