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Due to the hierarchical structure of many machine learning problems, bilevel programming is becoming more and more important recently, however, the complicated correlation between the inner and outer problem makes it extremely challenging…

Machine Learning · Computer Science 2020-09-03 Junyi Li , Bin Gu , Heng Huang

We study a class of algorithms for solving bilevel optimization problems in both stochastic and deterministic settings when the inner-level objective is strongly convex. Specifically, we consider algorithms based on inexact implicit…

Optimization and Control · Mathematics 2022-07-12 Michael Arbel , Julien Mairal

Bilevel optimization has gained prominence in various applications. In this study, we introduce a framework for solving bilevel optimization problems, where the variables in both the lower and upper levels are constrained on Riemannian…

Optimization and Control · Mathematics 2024-11-05 Andi Han , Bamdev Mishra , Pratik Jawanpuria , Akiko Takeda

We propose an algorithm for inexpensive gradient-based hyperparameter optimization that combines the implicit function theorem (IFT) with efficient inverse Hessian approximations. We present results about the relationship between the IFT…

Machine Learning · Computer Science 2019-11-11 Jonathan Lorraine , Paul Vicol , David Duvenaud

Although application examples of multilevel optimization have already been discussed since the 1990s, the development of solution methods was almost limited to bilevel cases due to the difficulty of the problem. In recent years, in machine…

Optimization and Control · Mathematics 2021-10-27 Ryo Sato , Mirai Tanaka , Akiko Takeda

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

Gradient-based hyperparameter optimization (HPO) have emerged recently, leveraging bilevel programming techniques to optimize hyperparameter by estimating hypergradient w.r.t. validation loss. Nevertheless, previous theoretical works mainly…

Machine Learning · Computer Science 2026-02-23 Yubo Zhou , Jun Shu , Junmin Liu , Deyu Meng

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

We propose a new approach to solving bilevel optimization problems, intermediate between solving full-system optimality conditions with a Newton-type approach, and treating the inner problem as an implicit function. The overall idea is to…

Optimization and Control · Mathematics 2024-05-08 Ensio Suonperä , Tuomo Valkonen

Hyperparameter optimization in machine learning is often achieved using naive techniques that only lead to an approximate set of hyperparameters. Although techniques such as Bayesian optimization perform an intelligent search on a given…

Machine Learning · Computer Science 2023-06-21 Ankur Sinha , Satender Gunwal , Shivam Kumar

The (gradient-based) bilevel programming framework is widely used in hyperparameter optimization and has achieved excellent performance empirically. Previous theoretical work mainly focuses on its optimization properties, while leaving the…

Machine Learning · Computer Science 2021-10-26 Fan Bao , Guoqiang Wu , Chongxuan Li , Jun Zhu , Bo Zhang

We consider a bilevel learning framework for learning linear operators. In this framework, the learnable parameters are optimized via a loss function that also depends on the minimizer of a convex optimization problem (denoted lower-level…

Optimization and Control · Mathematics 2025-06-10 Lea Bogensperger , Matthias J. Ehrhardt , Thomas Pock , Mohammad Sadegh Salehi , Hok Shing Wong

Simple bilevel problems are optimization problems in which we want to find an optimal solution to an inner problem that minimizes an outer objective function. Such problems appear in many machine learning and signal processing applications…

Optimization and Control · Mathematics 2022-12-21 Lior Doron , Shimrit Shtern

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

Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…

Optimization and Control · Mathematics 2025-10-09 Matthias J. Ehrhardt , Silvia Gazzola , Sebastian J. Scott

Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

Machine Learning · Computer Science 2023-08-22 Siyuan Xu , Minghui Zhu

We study a class of bilevel convex optimization problems where the goal is to find the minimizer of an objective function in the upper level, among the set of all optimal solutions of an optimization problem in the lower level. A wide range…

Optimization and Control · Mathematics 2018-09-27 Mostafa Amini , Farzad Yousefian

In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…

Optimization and Control · Mathematics 2018-02-08 Saeed Ghadimi , Mengdi Wang

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…

Optimization and Control · Mathematics 2021-11-08 Jonathan Kelner , Annie Marsden , Vatsal Sharan , Aaron Sidford , Gregory Valiant , Honglin Yuan