Related papers: A Single-Loop Algorithm for Decentralized Bilevel …
In this paper, a decentralized proximal method of multipliers (DPMM) is proposed to solve constrained convex optimization problems over multi-agent networks, where the local objective of each agent is a general closed convex function, and…
This paper firstly proposes a convex bilevel optimization paradigm to formulate and optimize popular learning and vision problems in real-world scenarios. Different from conventional approaches, which directly design their iteration schemes…
Gradient methods have become mainstream techniques for Bi-Level Optimization (BLO) in learning fields. The validity of existing works heavily rely on either a restrictive Lower-Level Strong Convexity (LLSC) condition or on solving a series…
Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…
We introduce primal and dual stochastic gradient oracle methods for decentralized convex optimization problems. Both for primal and dual oracles, the proposed methods are optimal in terms of the number of communication steps. However, for…
Bilevel optimization, addressing challenges in hierarchical learning tasks, has gained significant interest in machine learning. The practical implementation of the gradient descent method to bilevel optimization encounters computational…
In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…
Bilevel Optimization has witnessed notable progress recently with new emerging efficient algorithms. However, its application in the Federated Learning setting remains relatively underexplored, and the impact of Federated Learning's…
We consider the standard optimistic bilevel optimization problem, in particular upper- and lower-level constraints can be coupled. By means of the lower-level value function, the problem is transformed into a single-level optimization…
This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variables may vary across different nodes in the network, while…
Hierarchical optimization refers to problems with interdependent decision variables and objectives, such as minimax and bilevel formulations. While various algorithms have been proposed, existing methods and analyses lack adaptivity in…
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…
While variance reduction methods have shown great success in solving large scale optimization problems, many of them suffer from accumulated errors and, therefore, should periodically require the full gradient computation. In this paper, we…
The goal of coreset selection in supervised learning is to produce a weighted subset of data, so that training only on the subset achieves similar performance as training on the entire dataset. Existing methods achieved promising results in…
Scalable decentralized optimization in large-scale systems hinges on efficient communication. A common way to reduce communication overhead is to perform multiple local updates between two communication rounds, as in federated learning.…
Decentralized minimax optimization has been actively studied in the past few years due to its application in a wide range of machine learning models. However, the current theoretical understanding of its convergence rate is far from…
In this paper, we consider a large network containing many regions such that each region is equipped with a worker with some data processing and communication capability. For such a network, some workers may become stragglers due to the…
Both bilevel and robust optimization are established fields of mathematical optimization and operations research. However, only until recently, the similarities in their mathematical structure has neither been studied theoretically nor…
Bilevel optimization, a hierarchical optimization paradigm, has gained significant attention in a wide range of practical applications, notably in the fine-tuning of generative models. However, due to the nested problem structure, most…
This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…