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Bilevel optimization methods are increasingly relevant within machine learning, especially for tasks such as hyperparameter optimization and meta-learning. Compared to the offline setting, online bilevel optimization (OBO) offers a more…

Optimization and Control · Mathematics 2024-09-17 Jason Bohne , David Rosenberg , Gary Kazantsev , Pawel Polak

Online bilevel optimization (OBO) has emerged as a powerful framework for many machine learning problems. Prior works have developed several algorithms that minimize the standard bilevel local regret or the window-averaged bilevel local…

Machine Learning · Computer Science 2026-05-12 Tingkai Jia , Haiguang Wang , Cheng Chen

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

Functional bilevel optimization (FBO) provides a powerful framework for hierarchical learning in function spaces, yet current methods are limited to static offline settings and perform suboptimally in online, non-stationary scenarios. We…

Machine Learning · Statistics 2026-01-23 Jason Bohne , Ieva Petrulionyte , Michael Arbel , Julien Mairal , Paweł Polak

Bilevel optimization is an important formulation for many machine learning problems. Current bilevel optimization algorithms assume that the gradient of the upper-level function is Lipschitz. However, recent studies reveal that certain…

Machine Learning · Computer Science 2024-01-19 Jie Hao , Xiaochuan Gong , Mingrui Liu

Bilevel optimization is a hierarchical framework where an upper-level optimization problem is constrained by a lower-level problem, commonly used in machine learning applications such as hyperparameter optimization. Existing bilevel…

Optimization and Control · Mathematics 2026-03-03 Yuman Wu , Xiaochuan Gong , Jie Hao , Mingrui Liu

We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on some contextual information and the upper-level decision…

Optimization and Control · Mathematics 2023-10-31 Yifan Hu , Jie Wang , Yao Xie , Andreas Krause , Daniel Kuhn

In this work, we study nonconvex-strongly convex online bilevel optimization (OBO) using only first-order oracle. Existing OBO algorithms are mainly based on hypergradient descent, which requires access to a Hessian-vector product (HVP)…

Machine Learning · Computer Science 2026-05-12 Tingkai Jia , Cheng Chen

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

Bilevel optimization plays an essential role in many machine learning tasks, ranging from hyperparameter optimization to meta-learning. Existing studies on bilevel optimization, however, focus on either centralized or synchronous…

Machine Learning · Computer Science 2023-02-27 Yang Jiao , Kai Yang , Tiancheng Wu , Dongjin Song , Chengtao Jian

Stochastic bilevel optimization generalizes the classic stochastic optimization from the minimization of a single objective to the minimization of an objective function that depends the solution of another optimization problem. Recently,…

Optimization and Control · Mathematics 2022-04-01 Tianyi Chen , Yuejiao Sun , Quan Xiao , Wotao Yin

This paper introduces \textit{online bilevel optimization} in which a sequence of time-varying bilevel problems is revealed one after the other. We extend the known regret bounds for online single-level algorithms to the bilevel setting.…

Optimization and Control · Mathematics 2024-07-10 Davoud Ataee Tarzanagh , Parvin Nazari , Bojian Hou , Li Shen , Laura Balzano

Bilevel optimization (BO) has recently gained prominence in many machine learning applications due to its ability to capture the nested structure inherent in these problems. Recently, many hypergradient methods have been proposed as…

Optimization and Control · Mathematics 2024-09-04 Wanli Shi , Yi Chang , Bin Gu

Bilevel optimization (BO) is useful for solving a variety of important machine learning problems including but not limited to hyperparameter optimization, meta-learning, continual learning, and reinforcement learning. Conventional BO…

Machine Learning · Computer Science 2022-09-20 Mao Ye , Bo Liu , Stephen Wright , Peter Stone , Qiang Liu

Bilevel optimization has gained significant attention in recent years due to its broad applications in machine learning. This paper focuses on bilevel optimization in decentralized networks and proposes a novel single-loop algorithm for…

Optimization and Control · Mathematics 2024-04-24 Youran Dong , Shiqian Ma , Junfeng Yang , Chao Yin

This paper considers the simple bilevel optimization (SBO) problem, which minimizes a composite convex function over the optimal solution set of another composite convex minimization problem. We first show that this bilevel problem is…

Optimization and Control · Mathematics 2025-07-11 Rujun Jiang , Xu Shi , Weizheng Song , Jiulin Wang

Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…

Optimization and Control · Mathematics 2024-03-15 Nazanin Abolfazli , Ruichen Jiang , Aryan Mokhtari , Erfan Yazdandoost Hamedani

In this paper, we study a class of bilevel optimization problems, also known as simple bilevel optimization, where we minimize a smooth objective function over the optimal solution set of another convex constrained optimization problem.…

Optimization and Control · Mathematics 2023-04-25 Ruichen Jiang , Nazanin Abolfazli , Aryan Mokhtari , Erfan Yazdandoost Hamedani

This paper studies the problem of stochastic bilevel optimization where the upper-level function is nonconvex with potentially unbounded smoothness and the lower-level function is strongly convex. This problem is motivated by meta-learning…

Machine Learning · Computer Science 2024-12-31 Xiaochuan Gong , Jie Hao , Mingrui Liu

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
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