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Stochastic bilevel optimization, which captures the inherent nested structure of machine learning problems, is gaining popularity in many recent applications. Existing works on bilevel optimization mostly consider either unconstrained…

Machine Learning · Computer Science 2023-02-14 Quan Xiao , Han Shen , Wotao Yin , Tianyi Chen

Bilevel optimization have gained growing interests, with numerous applications found in meta learning, minimax games, reinforcement learning, and nested composition optimization. This paper studies the problem of distributed bilevel…

Machine Learning · Statistics 2022-06-23 Shuoguang Yang , Xuezhou Zhang , Mengdi Wang

This paper studies the unconstrained nonconvex-strongly-convex bilevel optimization problem. A common approach to solving this problem is to alternately update the upper-level and lower-level variables using (biased) stochastic gradients or…

Optimization and Control · Mathematics 2025-03-18 Haimei Huo , Zhixun Su

Adam-type algorithms have become a preferred choice for optimisation in the deep learning setting, however, despite success, their convergence is still not well understood. To this end, we introduce a unified framework for Adam-type…

Machine Learning · Computer Science 2024-09-24 Yiming Jiang , Jinlan Liu , Dongpo Xu , Danilo P. Mandic

When faced with multiple minima of an "inner-level" convex optimization problem, the convex bilevel optimization problem selects an optimal solution which also minimizes an auxiliary "outer-level" convex objective of interest. Bilevel…

Optimization and Control · Mathematics 2024-10-10 Khanh-Hung Giang-Tran , Nam Ho-Nguyen , Dabeen Lee

We propose a federated learning method with weighted nodes in which the weights can be modified to optimize the model's performance on a separate validation set. The problem is formulated as a bilevel optimization where the inner problem is…

Machine Learning · Computer Science 2022-10-11 Yankun Huang , Qihang Lin , Nick Street , Stephen Baek

Bilevel optimization has found extensive applications in modern machine learning problems such as hyperparameter optimization, neural architecture search, meta-learning, etc. While bilevel problems with a unique inner minimal point (e.g.,…

Optimization and Control · Mathematics 2022-06-09 Daouda Sow , Kaiyi Ji , Ziwei Guan , Yingbin Liang

We consider a generic min-max multi-objective bilevel optimization problem with applications in robust machine learning such as representation learning and hyperparameter optimization. We design MORBiT, a novel single-loop gradient…

Machine Learning · Computer Science 2023-03-08 Alex Gu , Songtao Lu , Parikshit Ram , Lily Weng

In the paper, we propose a class of efficient adaptive bilevel methods based on mirror descent for nonconvex bilevel optimization, where its upper-level problem is nonconvex possibly with nonsmooth regularization, and its lower-level…

Optimization and Control · Mathematics 2023-11-21 Feihu Huang

We study a class of algorithms for solving bilevel optimization problems in both stochastic and deterministic settings when the inner-level objective is strongly convex. Specifically, we consider algorithms based on inexact implicit…

Optimization and Control · Mathematics 2022-07-12 Michael Arbel , Julien Mairal

Stochastic bilevel optimization finds widespread applications in machine learning, including meta-learning, hyperparameter optimization, and neural architecture search. To extend stochastic bilevel optimization to distributed data, several…

Machine Learning · Computer Science 2026-05-26 Yihan Zhang , My T. Thai , Jie Wu , Hongchang Gao

Decentralized bilevel optimization has received increasing attention recently due to its foundational role in many emerging multi-agent learning paradigms (e.g., multi-agent meta-learning and multi-agent reinforcement learning) over…

Machine Learning · Computer Science 2023-01-23 Peiwen Qiu , Yining Li , Zhuqing Liu , Prashant Khanduri , Jia Liu , Ness B. Shroff , Elizabeth Serena Bentley , Kurt Turck

While stochastic bilevel optimization methods have been extensively studied for addressing large-scale nested optimization problems in machine learning, it remains an open question whether the optimal complexity bounds for solving bilevel…

Optimization and Control · Mathematics 2026-03-24 Tianshu Chu , Dachuan Xu , Wei Yao , Jin Zhang

Bilevel optimization (BO) is useful for solving a variety of important machine learning problems including but not limited to hyperparameter optimization, meta-learning, continual learning, and reinforcement learning. Conventional BO…

Machine Learning · Computer Science 2022-09-20 Mao Ye , Bo Liu , Stephen Wright , Peter Stone , Qiang Liu

In this work, we propose different formulations and gradient-based algorithms for deterministic and stochastic bilevel problems with conflicting objectives in the lower level. Such problems have received little attention in the…

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

Existing decentralized stochastic optimization methods assume the lower-level loss function is strongly convex and the stochastic gradient noise has finite variance. These strong assumptions typically are not satisfied in real-world machine…

Machine Learning · Computer Science 2026-05-26 Xinwen Zhang , Yihan Zhang , Heng Liang , Hongchang Gao

This paper considers a stochastic optimization problem over the fixed point sets of quasinonexpansive mappings on Riemannian manifolds. The problem enables us to consider Riemannian hierarchical optimization problems over complicated sets,…

Optimization and Control · Mathematics 2020-12-18 Hideaki Iiduka , Hiroyuki Sakai

Inverse problems are key issues in several scientific areas, including signal processing and medical imaging. Data-driven approaches for inverse problems aim for learning model and regularization parameters from observed data samples, and…

Optimization and Control · Mathematics 2024-11-28 Mathias Staudigl , Simon Weissmann , Tristan van Leeuwen

Bilevel optimization is a field of significant theoretical and practical interest, yet solving such optimization problems remains challenging. Evolutionary methods have been employed to address these problems in the black-box setting;…

Neural and Evolutionary Computing · Computer Science 2026-04-06 Marc Ong , Youhei Akimoto

We present an efficient optimization framework that solves trajectory optimization problems by decoupling state variables from timing variables, thereby decomposing a challenging nonlinear programming (NLP) problem into two easier…

Robotics · Computer Science 2021-04-28 Weidong Sun , Gao Tang , Kris Hauser
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