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Gradient optimization algorithms using epochs, that is those based on stochastic gradient descent without replacement (SGDo), are predominantly used to train machine learning models in practice. However, the mathematical theory of SGDo and…

Machine Learning · Computer Science 2025-12-05 Stefan Perko

Bilevel optimization has been recently used in many machine learning problems such as hyperparameter optimization, policy optimization, and meta learning. Although many bilevel optimization methods have been proposed, they still suffer from…

Optimization and Control · Mathematics 2022-10-27 Feihu Huang , Junyi Li , Shangqian Gao , Heng Huang

Motivated by high-dimensional nonlinear optimization problems as well as ill-posed optimization problems arising in image processing, we consider a bilevel optimization model where we seek among the optimal solutions of the inner level…

Optimization and Control · Mathematics 2018-09-27 Harshal Kaushik , Farzad Yousefian

Bilevel optimization, with broad applications in machine learning, has an intricate hierarchical structure. Gradient-based methods have emerged as a common approach to large-scale bilevel problems. However, the computation of the…

Optimization and Control · Mathematics 2025-02-27 Yan Yang , Bin Gao , Ya-xiang Yuan

Integrated learning and optimization (ILO) is a framework in contextual optimization which aims to train a predictive model for the probability distribution of the underlying problem data uncertainty, with the goal of enhancing the quality…

Optimization and Control · Mathematics 2026-01-26 Yuan Tao , Huifu Xu

Bayesian deep learning (BDL) is a promising approach to achieve well-calibrated predictions on distribution-shifted data. Nevertheless, there exists no large-scale survey that evaluates recent SOTA methods on diverse, realistic, and…

Machine Learning · Computer Science 2023-10-26 Florian Seligmann , Philipp Becker , Michael Volpp , Gerhard Neumann

Trilevel learning, also called trilevel optimization (TLO), has been recognized as a powerful modelling tool for hierarchical decision process and widely applied in many machine learning applications, such as robust neural architecture…

Machine Learning · Computer Science 2024-01-23 Yang Jiao , Kai Yang , Tiancheng Wu , Chengtao Jian , Jianwei Huang

Bilevel optimization has arisen as a powerful tool for solving a variety of machine learning problems. Two current popular bilevel optimizers AID-BiO and ITD-BiO naturally involve solving one or two sub-problems, and consequently, whether…

Machine Learning · Computer Science 2022-06-02 Kaiyi Ji , Mingrui Liu , Yingbin Liang , Lei Ying

Bi-level optimization problems, where one wishes to find the global minimizer of an upper-level objective function over the globally optimal solution set of a lower-level objective, arise in a variety of scenarios throughout science and…

Optimization and Control · Mathematics 2025-05-13 Nicolás García Trillos , Sixu Li , Konstantin Riedl , Yuhua Zhu

This paper introduces a novel double regularization scheme for bilevel optimization problems whose lower-level problem is composite and convex, but not necessarily strongly convex, in the lower-level variable. The analysis focuses on the…

Optimization and Control · Mathematics 2026-02-06 Mattia Solla , Johannes O. Royset

Bilevel optimization refers to scenarios whereby the optimal solution of a lower-level energy function serves as input features to an upper-level objective of interest. These optimal features typically depend on tunable parameters of the…

Machine Learning · Computer Science 2024-03-08 Amber Yijia Zheng , Tong He , Yixuan Qiu , Minjie Wang , David Wipf

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…

Optimization and Control · Mathematics 2018-02-08 Saeed Ghadimi , Mengdi Wang

Collaborative learning is an important tool to train multiple clients more effectively by enabling communication among clients. Identifying helpful clients, however, presents challenging and often introduces significant overhead. In this…

Machine Learning · Computer Science 2024-09-10 Diba Hashemi , Lie He , Martin Jaggi

Handling uncertainty is critical for ensuring reliable decision-making in intelligent systems. Modern neural networks are known to be poorly calibrated, resulting in predicted confidence scores that are difficult to use. This article…

Machine Learning · Computer Science 2026-05-18 Gabriele Sanguin , Arjun Pakrashi , Marco Viola , Francesco Rinaldi

Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…

Machine Learning · Statistics 2023-01-10 Enrico Crovini , Simon L. Cotter , Konstantinos Zygalakis , Andrew B. Duncan

Continual learning aims to learn continuously from a stream of tasks and data in an online-learning fashion, being capable of exploiting what was learned previously to improve current and future tasks while still being able to perform well…

Machine Learning · Computer Science 2020-07-31 Quang Pham , Doyen Sahoo , Chenghao Liu , Steven C. H Hoi

Machine learning problems with multiple objective functions appear either in learning with multiple criteria where learning has to make a trade-off between multiple performance metrics such as fairness, safety and accuracy; or, in…

Machine Learning · Computer Science 2024-03-20 Heshan Fernando , Han Shen , Miao Liu , Subhajit Chaudhury , Keerthiram Murugesan , Tianyi Chen

Bilevel optimization has become a powerful tool in a wide variety of machine learning problems. However, the current nonconvex bilevel optimization considers an offline dataset and static functions, which may not work well in emerging…

Optimization and Control · Mathematics 2023-11-10 Sen Lin , Daouda Sow , Kaiyi Ji , Yingbin Liang , Ness Shroff

In this paper, we provide a unified iteration complexity analysis for a family of general block coordinate descent (BCD) methods, covering popular methods such as the block coordinate gradient descent (BCGD) and the block coordinate…

Optimization and Control · Mathematics 2015-04-29 Mingyi Hong , Xiangfeng Wang , Meisam Razaviyayn , Zhi-Quan Luo