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We introduce a framework based on bilevel programming that unifies gradient-based hyperparameter optimization and meta-learning. We show that an approximate version of the bilevel problem can be solved by taking into explicit account the…

Machine Learning · Statistics 2018-07-04 Luca Franceschi , Paolo Frasconi , Saverio Salzo , Riccardo Grazzi , Massimilano Pontil

Linear discriminant analysis (LDA) is a fundamental classification and dimension reduction method that achieves Bayes optimality under Gaussian mixture, but often struggles in high-dimensional settings where the covariance matrix cannot be…

Computation · Statistics 2026-04-06 Cencheng Shen , Yuexiao Dong

Linear discriminant analysis (LDA) is a classical method for dimensionality reduction, where discriminant vectors are sought to project data to a lower dimensional space for optimal separability of classes. Several recent papers have…

Computation · Statistics 2022-03-04 Summer Atkins , Gudmundur Einarsson , Brendan Ames , Line Clemmensen

This paper considers convex optimization problems where nodes of a network have access to summands of a global objective. Each of these local objectives is further assumed to be an average of a finite set of functions. The motivation for…

Optimization and Control · Mathematics 2015-06-16 Aryan Mokhtari , Alejandro Ribeiro

In online continual learning (CL), models trained on changing distributions easily forget previously learned knowledge and bias toward newly received tasks. To address this issue, we present Continual Bias Adaptor (CBA), a bi-level…

Machine Learning · Computer Science 2024-08-27 Quanziang Wang , Renzhen Wang , Yichen Wu , Xixi Jia , Minghao Zhou , Deyu Meng

Bi-level optimization (BO) has become a fundamental mathematical framework for addressing hierarchical machine learning problems. As deep learning models continue to grow in size, the demand for scalable bi-level optimization solutions has…

Machine Learning · Computer Science 2024-12-25 Qianli Shen , Yezhen Wang , Zhouhao Yang , Xiang Li , Haonan Wang , Yang Zhang , Jonathan Scarlett , Zhanxing Zhu , Kenji Kawaguchi

Hyperparameter optimization in machine learning is often achieved using naive techniques that only lead to an approximate set of hyperparameters. Although techniques such as Bayesian optimization perform an intelligent search on a given…

Machine Learning · Computer Science 2023-06-21 Ankur Sinha , Satender Gunwal , Shivam Kumar

Bilevel optimization problems are characterized by an interactive hierarchical structure, where the upper level seeks to optimize its strategy while simultaneously considering the response of the lower level. Evolutionary algorithms are…

Neural and Evolutionary Computing · Computer Science 2024-11-07 Dejun Xu , Kai Ye , Zimo Zheng , Tao Zhou , Gary G. Yen , Min Jiang

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

Machine Learning · Statistics 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega

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

Low-rank adaptation (LoRA) is a popular method for fine-tuning large-scale pre-trained models in downstream tasks by learning low-rank incremental matrices. Though LoRA and its variants effectively reduce the number of trainable parameters…

Machine Learning · Computer Science 2024-03-21 Rushi Qiang , Ruiyi Zhang , Pengtao Xie

Bilevel Optimization Programming is used to model complex and conflicting interactions between agents, for example in Robust AI or Privacy-preserving AI. Integrating bilevel mathematical programming within deep learning is thus an essential…

Machine Learning · Computer Science 2023-03-01 Francesco Alesiani

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

Bilevel optimization has recently regained interest owing to its applications in emerging machine learning fields such as hyperparameter optimization, meta-learning, and reinforcement learning. Recent results have shown that simple…

Optimization and Control · Mathematics 2023-10-09 Quan Xiao , Songtao Lu , Tianyi Chen

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

Nonconvex-nonconcave minimax optimization has received intense attention over the last decade due to its broad applications in machine learning. Most existing algorithms rely on one-sided information, such as the convexity (resp. concavity)…

Optimization and Control · Mathematics 2023-10-31 Taoli Zheng , Linglingzhi Zhu , Anthony Man-Cho So , Jose Blanchet , Jiajin Li

We present a novel regularization approach to train neural networks that enjoys better generalization and test error than standard stochastic gradient descent. Our approach is based on the principles of cross-validation, where a validation…

Computer Vision and Pattern Recognition · Computer Science 2018-09-06 Simon Jenni , Paolo Favaro

Interest in bilevel optimization has grown in recent years, partially due to its applications to tackle challenging machine-learning problems. Several exciting recent works have been centered around developing efficient gradient-based…

Optimization and Control · Mathematics 2024-08-27 Liuyuan Jiang , Quan Xiao , Victor M. Tenorio , Fernando Real-Rojas , Antonio G. Marques , Tianyi Chen

This work focuses on addressing two major challenges in the context of large-scale nonconvex Bi-Level Optimization (BLO) problems, which are increasingly applied in machine learning due to their ability to model nested structures. These…

Optimization and Control · Mathematics 2024-05-17 Risheng Liu , Zhu Liu , Wei Yao , Shangzhi Zeng , Jin Zhang

Bilevel optimization, the problem of minimizing a value function which involves the arg-minimum of another function, appears in many areas of machine learning. In a large scale empirical risk minimization setting where the number of samples…

Machine Learning · Statistics 2024-12-03 Mathieu Dagréou , Pierre Ablin , Samuel Vaiter , Thomas Moreau