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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

We examine the supervised learning problem in its continuous setting and give a general optimality condition through techniques of functional analysis and the calculus of variations. This enables us to solve the optimality condition for the…

Machine Learning · Computer Science 2018-07-13 Carlos David Brito Pacheco , Carlos Francisco Brito Loeza

The bilevel program is an optimization problem where the constraint involves solutions to a parametric optimization problem. It is well-known that the value function reformulation provides an equivalent single-level optimization problem but…

Optimization and Control · Mathematics 2020-11-19 Kuang Bai , Jane Ye

Bilevel optimisation is used in inverse imaging problems for hyperparameter learning/identification and experimental design, for instance, to find optimal regularisation parameters and forward operators. However, computationally, the…

Optimization and Control · Mathematics 2025-08-06 Ensio Suonperä , Tuomo Valkonen

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 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

Current state-of-the-art solution techniques for solving bilevel optimization problems either assume strong problem regularity criteria or are computationally intractable. In this paper we address power system problems of bilevel structure,…

Systems and Control · Electrical Eng. & Systems 2023-06-21 Domagoj Vlah , Karlo Šepetanc , Hrvoje Pandžić

This paper studies convergence properties of inexact iterative solution schemes for bilevel optimization problems. Bilevel optimization problems emerge in control-aware design optimization, where the system design parameters are optimized…

Optimization and Control · Mathematics 2024-03-26 Torbjørn Cunis Ilya Kolmanovsky

Stochastic multi-level compositional optimization problems cover many new machine learning paradigms, e.g., multi-step model-agnostic meta-learning, which require efficient optimization algorithms for large-scale data. This paper studies…

Machine Learning · Computer Science 2024-06-03 Hongchang Gao

This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…

Optimization and Control · Mathematics 2021-11-01 Ashkan Mohammadi , Boris Mordukhovich

We study a nonlocal version of the total variation-based model with $L^1-$fidelity for image denoising, where the regularizing term is replaced with the fractional $s$-total variation. We discuss regularity of the level sets and uniqueness…

Analysis of PDEs · Mathematics 2022-02-01 Konstantinos Bessas

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

The total variation-based image denoising model has been generalized and extended in numerous ways, improving its performance in different contexts. We propose a new penalty function motivated by the recent progress in the statistical…

Computer Vision and Pattern Recognition · Computer Science 2011-07-28 Aditya Chopra , Heng Lian

We present some results of geometric convergence of level sets for solutions of total variation denoising as the regularization parameter tends to zero. The common feature among them is that they make use of explicit constructions of…

Optimization and Control · Mathematics 2021-03-24 José A. Iglesias , Gwenael Mercier

We analyze a convex stochastic optimization problem where the state is assumed to belong to the Bochner space of essentially bounded random variables with images in a reflexive and separable Banach space. For this problem, we obtain…

Optimization and Control · Mathematics 2022-09-21 Caroline Geiersbach , Winnifried Wollner

Hyperparameter tuning is an active area of research in machine learning, where the aim is to identify the optimal hyperparameters that provide the best performance on the validation set. Hyperparameter tuning is often achieved using naive…

Machine Learning · Computer Science 2020-07-23 Ankur Sinha , Tanmay Khandait , Raja Mohanty

In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…

Optimization and Control · Mathematics 2022-11-24 Matus Benko , Helmut Gfrerer , Jane Ye , Jin Zhang , Jinchuan Zhou

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

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 this paper, we focus on learning optimal parameters for PDE-based image regularization and decomposition. First we learn the regularization parameter and the differential operator for gray-scale image denoising using the fractional…

Optimization and Control · Mathematics 2020-01-13 Sören Bartels , Nico Weber
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