Related papers: Comparing BilevelJuMP.jl Formulations: Support Vec…
For many machine learning algorithms, predictive performance is critically affected by the hyperparameter values used to train them. However, tuning these hyperparameters can come at a high computational cost, especially on larger datasets,…
The Karush-Kuhn-Tucker and value function (lower-level value function, to be precise) reformulations are the most common single-level transformations of the bilevel optimization problem. So far, these reformulations have either been studied…
We present a Julia-based interface to the precompiled HALLaR and cuHALLaR binaries for large-scale semidefinite programs (SDPs). Both solvers are established as fast and numerically stable, and accept problem data in formats compatible with…
For deep learning practitioners, hyperparameter tuning for optimizing model performance can be a computationally expensive task. Though visualization can help practitioners relate hyperparameter settings to overall model performance,…
We present BSeries.jl, a Julia package for the computation and manipulation of B-series, which are a versatile theoretical tool for understanding and designing discretizations of differential equations. We give a short introduction to the…
In (Franceschi et al., 2018) we proposed a unified mathematical framework, grounded on bilevel programming, that encompasses gradient-based hyperparameter optimization and meta-learning. We formulated an approximate version of the problem…
Offline data selection and online self-refining generation, which enhance the data quality, are crucial steps in adapting large language models (LLMs) to specific downstream tasks. We tackle offline data selection and online self-refining…
This work focuses on support vector machine (SVM) with feature selection. A MILP formulation is proposed for the problem. The choice of suitable features to construct the separating hyperplanes has been modelled in this formulation by…
In this paper we present a bilevel optimization scheme for the solution of a general image deblurring problem, in which a parametric variational-like approach is encapsulated within a machine learning scheme to provide a high quality…
Evolutionary reinforcement learning (ERL) algorithms recently raise attention in tackling complex reinforcement learning (RL) problems due to high parallelism, while they are prone to insufficient exploration or model collapse without…
We present a new software, HYPPO, that enables the automatic tuning of hyperparameters of various deep learning (DL) models. Unlike other hyperparameter optimization (HPO) methods, HYPPO uses adaptive surrogate models and directly accounts…
Bilevel learning refers to machine learning problems that can be formulated as bilevel optimization models, where decisions are organized in a hierarchical structure. This paradigm has recently gained considerable attention in machine…
Tuning hyperparameters of learning algorithms is hard because gradients are usually unavailable. We compute exact gradients of cross-validation performance with respect to all hyperparameters by chaining derivatives backwards through the…
We consider a variant of regression problem, where the correspondence between input and output data is not available. Such shuffled data is commonly observed in many real world problems. Taking flow cytometry as an example, the measuring…
Support Vector Machine (SVM) is a state-of-the-art classification method widely used in science and engineering due to its high accuracy, its ability to deal with high dimensional data, and its flexibility in modeling diverse sources of…
We introduce the Morse parametric qualification condition for bilevel programming. Generic semi-algebraic functions are Morse parametric in a piecewise sense. Thus, bilevel programs with a Morse parametric lower level constitute a relevant…
Bilevel programming is one of the very active areas of research with many real-life applications in economics and engineering. Bilevel problems are hierarchical problems consisting of lower-level and upper-level problems, respectively. The…
The paper combines research approaches that traditionally have been disjoint: 1) model checking as used in formal verification of programs, and 2) auto-tuning as often used in high-performance computing. Auto-tuning frameworks optimize…
In this paper, we provide an affirmative answer to the long-standing question: Are GPUs useful in solving linear programming? We present cuPDLP.jl, a GPU implementation of restarted primal-dual hybrid gradient (PDHG) for solving linear…
This paper introduces the TulipaProfileFitting.jl package, a tool developed in Julia for generating renewable energy profiles that fit a specified capacity factor. It addresses the limitations of naive methods in adjusting existing profiles…