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Related papers: Gradient-based algorithms for multi-objective bi-l…

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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

Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…

Machine Learning · Computer Science 2026-04-20 Yaohong Yang , Sammie Katt , Samuel Kaski

Bilevel optimization (BLO) is a popular approach with many applications including hyperparameter optimization, neural architecture search, adversarial robustness and model-agnostic meta-learning. However, the approach suffers from time and…

Machine Learning · Computer Science 2021-06-08 Valerii Likhosherstov , Xingyou Song , Krzysztof Choromanski , Jared Davis , Adrian Weller

Many problems in machine learning involve bilevel optimization (BLO), including hyperparameter optimization, meta-learning, and dataset distillation. Bilevel problems consist of two nested sub-problems, called the outer and inner problems,…

Machine Learning · Computer Science 2022-12-29 Paul Vicol , Jonathan Lorraine , Fabian Pedregosa , David Duvenaud , Roger Grosse

Gradient-based bilevel optimisation is a powerful technique with applications in hyperparameter optimisation, task adaptation, algorithm discovery, meta-learning more broadly, and beyond. It often requires differentiating through the…

Machine Learning · Computer Science 2025-06-11 Iurii Kemaev , Dan A Calian , Luisa M Zintgraf , Gregory Farquhar , Hado van Hasselt

Gradient-based optimization has been critical to the success of machine learning, updating a single set of parameters to minimize a single loss. A growing number of applications rely on a generalization of this, where we have a bilevel or…

Machine Learning · Computer Science 2024-07-02 Jonathan Lorraine

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

Optimal control of obstacle problems arises in a wide range of applications and is computationally challenging due to its nonsmoothness, nonlinearity, and bilevel structure. Classical numerical approaches rely on mesh-based discretization…

Optimization and Control · Mathematics 2026-01-08 Yongcun Song , Shangzhi Zeng , Jin Zhang , Lvgang Zhang

We tackle the general differentiable meta learning problem that is ubiquitous in modern deep learning, including hyperparameter optimization, loss function learning, few-shot learning, invariance learning and more. These problems are often…

Machine Learning · Computer Science 2024-10-15 Minyoung Kim , Timothy M. Hospedales

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…

Optimization and Control · Mathematics 2025-05-06 Youran Dong , Junfeng Yang , Wei Yao , Jin Zhang

A novel multiscale consensus-based optimization (CBO) algorithm for solving bi- and tri-level optimization problems is introduced. Existing CBO techniques are generalized by the proposed method through the employment of multiple interacting…

Optimization and Control · Mathematics 2025-06-23 Michael Herty , Yuyang Huang , Dante Kalise , Hicham Kouhkouh

Over the past two decades, descent methods have received substantial attention within the multiobjective optimization field. Nonetheless, both theoretical analyses and empirical evidence reveal that existing first-order methods for…

Optimization and Control · Mathematics 2024-11-13 Jian Chen , Liping Tang , Xinmin Yang

Optimizing multiple, non-preferential objectives for mixed-variable, expensive black-box problems is important in many areas of engineering and science. The expensive, noisy, black-box nature of these problems makes them ideal candidates…

Machine Learning · Computer Science 2022-11-15 Haris Moazam Sheikh , Philip S. Marcus

Expensive multi-objective optimization problems can be found in many real-world applications, where their objective function evaluations involve expensive computations or physical experiments. It is desirable to obtain an approximate Pareto…

Neural and Evolutionary Computing · Computer Science 2022-10-18 Xi Lin , Zhiyuan Yang , Xiaoyuan Zhang , Qingfu Zhang

Many crucial scientific problems involve designing novel molecules with desired properties, which can be formulated as a black-box optimization problem over the discrete chemical space. In practice, multiple conflicting objectives and…

Machine Learning · Computer Science 2023-11-03 Yiheng Zhu , Jialu Wu , Chaowen Hu , Jiahuan Yan , Chang-Yu Hsieh , Tingjun Hou , Jian Wu

Stochastic bilevel optimization (SBO) is becoming increasingly essential in machine learning due to its versatility in handling nested structures. To address large-scale SBO, decentralized approaches have emerged as effective paradigms in…

Optimization and Control · Mathematics 2025-11-27 Boao Kong , Shuchen Zhu , Songtao Lu , Xinmeng Huang , Kun Yuan

Stochastic Bilevel optimization usually involves minimizing an upper-level (UL) function that is dependent on the arg-min of a strongly-convex lower-level (LL) function. Several algorithms utilize Neumann series to approximate certain…

Optimization and Control · Mathematics 2023-06-22 Xuxing Chen , Tesi Xiao , Krishnakumar Balasubramanian

Multi-objective preference alignment of large language models (LLMs) is critical for developing AI systems that are more configurable, personalizable, helpful, and safe. However, optimizing model outputs to satisfy diverse objectives with…

Computation and Language · Computer Science 2025-03-04 Raghav Gupta , Ryan Sullivan , Yunxuan Li , Samrat Phatale , Abhinav Rastogi

Collaborative learning is an important tool to train multiple clients more effectively by enabling communication among clients. Identifying helpful clients, however, presents challenging and often introduces significant overhead. In this…

Machine Learning · Computer Science 2024-09-10 Diba Hashemi , Lie He , Martin Jaggi

Bilevel optimization problems consist of minimizing a value function whose evaluation depends on the solution of an inner optimization problem. These problems are typically tackled using first-order methods that require computing the…

Optimization and Control · Mathematics 2026-01-30 Marco Rando , Samuel Vaiter