Related papers: Towards Gradient-based Bilevel Optimization with N…
Link prediction in bipartite graphs is crucial for applications like recommendation systems and failure detection, yet it is less studied than in monopartite graphs. Contrastive methods struggle with inefficient and biased negative…
Large Language Models (LLMs) have shown impressive performance as general purpose agents, but their abilities remain highly dependent on prompts which are hand written with onerous trial-and-error effort. We propose a simple and…
Recent work across many machine learning disciplines has highlighted that standard descent methods, even without explicit regularization, do not merely minimize the training error, but also exhibit an implicit bias. This bias is typically…
The Bregman proximal gradient method (BPGM), which uses the Bregman distance as a proximity measure in the iterative scheme, has recently been re-developed for minimizing convex composite problems without the global Lipschitz gradient…
Minimax optimization recently is widely applied in many machine learning tasks such as generative adversarial networks, robust learning and reinforcement learning. In the paper, we study a class of nonconvex-nonconcave minimax optimization…
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…
Large language models have demonstrated strong reasoning capabilities in complex tasks through tool integration, which is typically framed as a Markov Decision Process and optimized with trajectory-level RL algorithms such as GRPO. However,…
Component-wise gradient boosting algorithms are popular for their intrinsic variable selection and implicit regularization, which can be especially beneficial for very flexible model classes. When estimating generalized additive models for…
Learn to Optimize (L2O) trains deep neural network-based solvers for optimization, achieving success in accelerating convex problems and improving non-convex solutions. However, L2O lacks rigorous theoretical backing for its own training…
This work presents a new algorithm for empirical risk minimization. The algorithm bridges the gap between first- and second-order methods by computing a search direction that uses a second-order-type update in one subspace, coupled with a…
The canonical solution methodology for finite constrained Markov decision processes (CMDPs), where the objective is to maximize the expected infinite-horizon discounted rewards subject to the expected infinite-horizon discounted costs…
Machine learning models are increasingly being utilized across various fields and tasks due to their outstanding performance and strong generalization capabilities. Nonetheless, their success hinges on the availability of large volumes of…
This paper presents a novel algorithm for the continuous control of dynamical systems that combines Trajectory Optimization (TO) and Reinforcement Learning (RL) in a single framework. The motivations behind this algorithm are the two main…
Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…
We study a class of bilevel convex optimization problems where the goal is to find the minimizer of an objective function in the upper level, among the set of all optimal solutions of an optimization problem in the lower level. A wide range…
Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…
We propose a descent subgradient algorithm for unconstrained nonsmooth nonconvex multiobjective optimization problems. To find a descent direction, we present an iterative process that efficiently approximates the Goldstein subdifferential…
In this paper, we design and analyze a new family of adaptive subgradient methods for solving an important class of weakly convex (possibly nonsmooth) stochastic optimization problems. Adaptive methods that use exponential moving averages…
This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…
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.…