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Bilevel optimization problems are a class of challenging optimization problems, which contain two levels of optimization tasks. In these problems, the optimal solutions to the lower level problem become possible feasible candidates to the…

Neural and Evolutionary Computing · Computer Science 2013-10-08 Ankur Sinha , Pekka Malo , Kalyanmoy Deb

In many scenarios, one uses a large training set to train a model with the goal of performing well on a smaller testing set with a different distribution. Learning a weight for each data point of the training set is an appealing solution,…

Machine Learning · Statistics 2023-10-27 Anastasia Ivanova , Pierre Ablin

Regularization techniques are crucial to improving the generalization performance and training efficiency of deep neural networks. Many deep learning algorithms rely on weight decay, dropout, batch/layer normalization to converge faster and…

Machine Learning · Computer Science 2025-05-23 Peng Lu , Ahmad Rashid , Ivan Kobyzev , Mehdi Rezagholizadeh , Philippe Langlais

Using backward error analysis, we compute implicit training biases in multitask and continual learning settings for neural networks trained with stochastic gradient descent. In particular, we derive modified losses that are implicitly…

Machine Learning · Statistics 2023-11-02 Benoit Dherin

This paper investigates a class of stochastic bilevel optimization problems where the upper-level function is nonconvex with potentially unbounded smoothness and the lower-level problem is strongly convex. These problems have significant…

Machine Learning · Computer Science 2025-01-16 Xiaochuan Gong , Jie Hao , Mingrui Liu

Algorithmic approaches endow deep learning systems with implicit bias that helps them generalize even in over-parametrized settings. In this paper, we focus on understanding such a bias induced in learning through dropout, a popular…

Machine Learning · Computer Science 2018-06-27 Poorya Mianjy , Raman Arora , Rene Vidal

Bilevel optimization is a popular two-level hierarchical optimization, which has been widely applied to many machine learning tasks such as hyperparameter learning, meta learning and continual learning. Although many bilevel optimization…

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

We consider a fair representation learning perspective, where optimal predictors, on top of the data representation, are ensured to be invariant with respect to different sub-groups. Specifically, we formulate this intuition as a bi-level…

Machine Learning · Computer Science 2022-05-27 Changjian Shui , Qi Chen , Jiaqi Li , Boyu Wang , Christian Gagné

This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…

Optimization and Control · Mathematics 2024-11-05 Pengyu Chen , Xu Shi , Rujun Jiang , Jiulin Wang

We consider a bilevel optimization problem in which the ground set is partitioned between two decision makers, a leader and a follower, whose optimization problems are interleaved. We study the Bilevel Independent Set problem, and its…

Data Structures and Algorithms · Computer Science 2026-05-26 Komal Muluk

As machine learning (ML) applications grow increasingly complex in recent years, modern ML frameworks often need to address multiple potentially conflicting objectives with coupled decision variables across different layers. This creates a…

Machine Learning · Computer Science 2025-11-12 Zhiyao Zhang , Zhuqing Liu , Xin Zhang , Wen-Yen Chen , Jiyan Yang , Jia Liu

Black-Box Optimization (BBO) methods can find optimal policies for systems that interact with complex environments with no analytical representation. As such, they are of interest in many Artificial Intelligence (AI) domains. Yet classical…

Machine Learning · Computer Science 2020-06-17 Mor Sinay , Elad Sarafian , Yoram Louzoun , Noa Agmon , Sarit Kraus

Bilevel optimization is defined as a mathematical program, where an optimization problem contains another optimization problem as a constraint. These problems have received significant attention from the mathematical programming community.…

Optimization and Control · Mathematics 2020-12-08 Ankur Sinha , Pekka Malo , Kalyanmoy Deb

Online bilevel optimization (OBO) is a powerful framework for machine learning problems where both outer and inner objectives evolve over time, requiring dynamic updates. Current OBO approaches rely on deterministic \textit{window-smoothed}…

Machine Learning · Computer Science 2026-05-20 Parvin Nazari , Bojian Hou , Davoud Ataee Tarzanagh , Li Shen , George Michailidis

Bilevel Optimization has experienced significant advancements recently with the introduction of new efficient algorithms. Mirroring the success in single-level optimization, stochastic gradient-based algorithms are widely used in bilevel…

Optimization and Control · Mathematics 2024-11-12 Junyi Li , Heng Huang

Solving a bilevel optimization problem is at the core of several machine learning problems such as hyperparameter tuning, data denoising, meta- and few-shot learning, and training-data poisoning. Different from simultaneous or…

Machine Learning · Computer Science 2021-10-07 Akshay Mehra , Jihun Hamm

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

We study the implicit bias of generic optimization methods, such as mirror descent, natural gradient descent, and steepest descent with respect to different potentials and norms, when optimizing underdetermined linear regression or…

Machine Learning · Statistics 2020-06-24 Suriya Gunasekar , Jason Lee , Daniel Soudry , Nathan Srebro

In recent years, bilevel approaches have become very popular to efficiently estimate high-dimensional hyperparameters of machine learning models. However, to date, binary parameters are handled by continuous relaxation and rounding…

Machine Learning · Computer Science 2025-03-20 Sara Venturini , Marianna de Santis , Jordan Patracone , Francesco Rinaldi , Saverio Salzo , Martin Schmidt

A wide range of applications arising in machine learning and signal processing can be cast as convex optimization problems. These problems are often ill-posed, i.e., the optimal solution lacks a desired property such as uniqueness or…

Optimization and Control · Mathematics 2019-07-18 Mostafa Amini , Farzad Yousefian