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Some real problems require the evaluation of expensive and noisy objective functions. Moreover, the analytical expression of these objective functions may be unknown. These functions are known as black-boxes, for example, estimating the…

Machine Learning · Statistics 2021-07-12 Lucia Asencio Martín , Eduardo C. Garrido-Merchán

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…

Optimization and Control · Mathematics 2025-11-11 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

Optimization problems with continuous data appear in, e.g., robust machine learning, functional data analysis, and variational inference. Here, the target function is given as an integral over a family of (continuously) indexed target…

Machine Learning · Computer Science 2023-11-01 Kexin Jin , Jonas Latz , Chenguang Liu , Carola-Bibiane Schönlieb

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Optimization and Control · Mathematics 2011-07-01 Qihang Lin , Xi Chen , Javier Pena

Decentralized optimization is typically studied under the assumption of noise-free transmission. However, real-world scenarios often involve the presence of noise due to factors such as additive white Gaussian noise channels or…

Optimization and Control · Mathematics 2023-07-28 Suhail M. Shah , Raghu Bollapragada

Reinforcement learning with multiple, potentially conflicting objectives is pervasive in real-world applications, while this problem remains theoretically under-explored. This paper tackles the multi-objective reinforcement learning (MORL)…

Machine Learning · Computer Science 2024-05-10 Tianchen Zhou , FNU Hairi , Haibo Yang , Jia Liu , Tian Tong , Fan Yang , Michinari Momma , Yan Gao

Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…

Optimization and Control · Mathematics 2018-09-28 Dar Gilboa , Sam Buchanan , John Wright

Stochastic gradient method (SGM) has been popularly applied to solve optimization problems with objective that is stochastic or an average of many functions. Most existing works on SGMs assume that the underlying problem is unconstrained or…

Optimization and Control · Mathematics 2019-06-19 Yangyang Xu

Many descent algorithms for multiobjective optimization have been developed in the last two decades. Tanabe et al. (Comput Optim Appl 72(2):339--361, 2019) proposed a proximal gradient method for multiobjective optimization, which can solve…

Optimization and Control · Mathematics 2022-04-11 Hiroki Tanabe , Ellen H. Fukuda , Nobuo Yamashita

We consider the problem of Cost-Aware Learning, where sampling different component functions of a finite-sum objective incurs different costs. The objective is to reach a target error while minimizing the total cost. First, we propose the…

Machine Learning · Computer Science 2026-05-01 Clara Mohri , Amir Globerson , Haim Kaplan , Tomer Koren , Yishay Mansour

As neural networks are increasingly deployed in dynamic environments, they face the challenge of catastrophic forgetting, the tendency to overwrite previously learned knowledge when adapting to new tasks, resulting in severe performance…

Machine Learning · Computer Science 2026-03-31 Anika Singh , Aayush Dhaulakhandi , Varun Chopade , Likhith Malipati , David Martinez , Kevin Zhu

Multi-Objective Bi-Level Optimization (MOBLO) addresses nested multi-objective optimization problems common in a range of applications. However, its multi-objective and hierarchical bilevel nature makes it notably complex. Gradient-based…

Optimization and Control · Mathematics 2024-06-11 Xinmin Yang , Wei Yao , Haian Yin , Shangzhi Zeng , Jin Zhang

We consider a class of stochastic gradient optimization schemes. Assuming that the objective function is strongly convex, we prove weak error estimates which are uniform in time for the error between the solution of the numerical scheme,…

Numerical Analysis · Mathematics 2026-01-27 Charles-Edouard Bréhier , Marc Dambrine , Nassim En-Nebbazi

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…

Machine Learning · Statistics 2017-08-16 Alexander Jung

When dealing with continuous single-objective problems, multimodality poses one of the biggest difficulties for global optimization. Local optima are often preventing algorithms from making progress and thus pose a severe threat. In this…

Neural and Evolutionary Computing · Computer Science 2020-06-26 Vera Steinhoff , Pascal Kerschke , Christian Grimme

Contrastive learning has become pivotal in unsupervised representation learning, with frameworks like Momentum Contrast (MoCo) effectively utilizing large negative sample sets to extract discriminative features. However, traditional…

Machine Learning · Computer Science 2025-01-29 Duy Hoang , Huy Ngo , Khoi Pham , Tri Nguyen , Gia Bao , Huy Phan

In machine learning, the goal of multi-task learning (MTL) is to optimize multiple objectives together. Recent works, for example, Multiple Gradient Descent Algorithm (MGDA) and its variants, show promising results with dynamically adjusted…

Machine Learning · Computer Science 2026-03-10 Xuxing Chen , Yun He , Jiayi Xu , Minhui Huang , Xiaoyi Liu , Boyang Liu , Fei Tian , Xiaohan Wei , Rong Jin , Sem Park , Bo Long , Xue Feng

Recent deep reinforcement learning methods have achieved remarkable success in solving multi-objective combinatorial optimization problems (MOCOPs) by decomposing them into multiple subproblems, each associated with a specific weight…

Artificial Intelligence · Computer Science 2026-03-23 Mingfeng Fan , Jianan Zhou , Yifeng Zhang , Yaoxin Wu , Jinbiao Chen , Guillaume Adrien Sartoretti

We study the problem of learning the objective functions or constraints of a multiobjective decision making model, based on a set of sequentially arrived decisions. In particular, these decisions might not be exact and possibly carry…

Machine Learning · Computer Science 2022-12-27 Chaosheng Dong , Yijia Wang , Bo Zeng

Multimodal learning methods with targeted unimodal learning objectives have exhibited their superior efficacy in alleviating the imbalanced multimodal learning problem. However, in this paper, we identify the previously ignored gradient…

Computer Vision and Pattern Recognition · Computer Science 2024-05-29 Yake Wei , Di Hu