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Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning. A key step to tackle these problems is the efficient computation of…

Machine Learning · Statistics 2025-05-20 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo

In this paper, we studied the federated bilevel optimization problem, which has widespread applications in machine learning. In particular, we developed two momentum-based algorithms for optimizing this kind of problem and established the…

Machine Learning · Computer Science 2022-12-22 Hongchang Gao

Differentiable optimization layers enable learning systems to make decisions by solving embedded optimization problems. However, computing gradients via implicit differentiation requires solving a linear system with Hessian terms, which is…

Machine Learning · Computer Science 2025-12-03 Zihao Zhao , Kai-Chia Mo , Shing-Hei Ho , Brandon Amos , Kai Wang

The hyperparameter optimization of neural network can be expressed as a bilevel optimization problem. The bilevel optimization is used to automatically update the hyperparameter, and the gradient of the hyperparameter is the approximate…

Machine Learning · Computer Science 2022-12-14 Shuo Yang , Yang Jiao , Shaoyu Dou , Mana Zheng , Chen Zhu

Bilevel optimization recently has received tremendous attention due to its great success in solving important machine learning problems like meta learning, reinforcement learning, and hyperparameter optimization. Extending single-agent…

Optimization and Control · Mathematics 2023-06-02 Xuxing Chen , Minhui Huang , Shiqian Ma , Krishnakumar Balasubramanian

Recently, bi-level optimization (BLO) has taken center stage in some very exciting developments in the area of signal processing (SP) and machine learning (ML). Roughly speaking, BLO is a classical optimization problem that involves two…

Machine Learning · Computer Science 2023-12-22 Yihua Zhang , Prashant Khanduri , Ioannis Tsaknakis , Yuguang Yao , Mingyi Hong , Sijia Liu

Inspired by multigrid methods for linear systems of equations, multilevel optimization methods have been proposed to solve structured optimization problems. Multilevel methods make more assumptions regarding the structure of the…

Optimization and Control · Mathematics 2019-11-27 Chin Pang Ho , Michal Kocvara , Panos Parpas

Large neural networks pretrained on web-scale corpora are central to modern machine learning. In this paradigm, the distribution of the large, heterogeneous pretraining data rarely matches that of the application domain. This work considers…

Machine Learning · Computer Science 2023-11-21 David Grangier , Pierre Ablin , Awni Hannun

Bilevel optimization, the problem of minimizing a value function which involves the arg-minimum of another function, appears in many areas of machine learning. In a large scale empirical risk minimization setting where the number of samples…

Machine Learning · Statistics 2024-12-03 Mathieu Dagréou , Pierre Ablin , Samuel Vaiter , Thomas Moreau

We study multilevel techniques, commonly used in PDE multigrid literature, to solve structured optimization problems. For a given hierarchy of levels, we formulate a coarse model that approximates the problem at each level and provides a…

Optimization and Control · Mathematics 2025-05-19 Ferdinand Vanmaele , Yara Elshiaty , Stefania Petra

With the development of large-scale models, traditional distributed bilevel optimization algorithms cannot be applied directly in low-resource clients. The key reason lies in the excessive computation involved in optimizing both the lower-…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-01 Mingyi Li , Xiao Zhang , Ruisheng Zheng , Hongjian Shi , Yuan Yuan , Xiuzhen Cheng , Dongxiao Yu

Differentiable simulation is a promising toolkit for fast gradient-based policy optimization and system identification. However, existing approaches to differentiable simulation have largely tackled scenarios where obtaining smooth…

Machine Learning · Statistics 2022-07-04 Rika Antonova , Jingyun Yang , Krishna Murthy Jatavallabhula , Jeannette Bohg

Some recent works in machine learning and computer vision involve the solution of a bi-level optimization problem. Here the solution of a parameterized lower-level problem binds variables that appear in the objective of an upper-level…

Computer Vision and Pattern Recognition · Computer Science 2016-07-22 Stephen Gould , Basura Fernando , Anoop Cherian , Peter Anderson , Rodrigo Santa Cruz , Edison Guo

In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…

Optimization and Control · Mathematics 2025-01-20 Yuhao Wang , Seong-Hee Kim , Enlu Zhou

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

Reinforcement learning techniques achieved human-level performance in several tasks in the last decade. However, in recent years, the need for interpretability emerged: we want to be able to understand how a system works and the reasons…

Machine Learning · Computer Science 2023-01-13 Leonardo Lucio Custode , Giovanni Iacca

We first show a simple but striking result in bilevel optimization: unconstrained $C^\infty$ smooth bilevel programming is as hard as general extended-real-valued lower semicontinuous minimization. We then proceed to a worst-case analysis…

Computational Complexity · Computer Science 2025-01-29 Jérôme Bolte , Quoc-Tung Le , Edouard Pauwels , Samuel Vaiter

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

(Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on…

Machine Learning · Computer Science 2023-03-16 Meng Ding , Mingxi Lei , Yunwen Lei , Di Wang , Jinhui Xu

Bilevel optimization is characterized by a two-level optimization structure, where the upper-level problem is constrained by optimal lower-level solutions, and such structures are prevalent in real-world problems. The constraint by optimal…

Machine Learning · Computer Science 2025-05-29 Ruth Wan Theng Chew , Quoc Phong Nguyen , Bryan Kian Hsiang Low