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Optimizing embedded systems, where the optimization of one depends on the state of another, is a formidable computational and algorithmic challenge, that is ubiquitous in real world systems. We study flow networks, where bilevel…

Optimization and Control · Mathematics 2022-11-09 Bo Li , David Saad , Chi Ho Yeung

Bilevel optimization is a popular two-level hierarchical optimization, which has been widely applied to many machine learning tasks such as hyperparameter learning, meta learning and continual learning. Although many bilevel optimization…

Optimization and Control · Mathematics 2023-11-21 Feihu Huang

Bilevel optimization problems are a class of challenging optimization problems, which contain two levels of optimization tasks. In these problems, the optimal solutions to the lower level problem become possible feasible candidates to the…

Neural and Evolutionary Computing · Computer Science 2013-10-08 Ankur Sinha , Pekka Malo , Kalyanmoy Deb

Practical optimization problems may contain different kinds of difficulties that are often not tractable if one relies on a particular optimization method. Different optimization approaches offer different strengths that are good at…

Neural and Evolutionary Computing · Computer Science 2024-07-08 Ankur Sinha , Dhaval Pujara , Hemant Kumar Singh

Two-level stochastic optimization formulations have become instrumental in a number of machine learning contexts such as continual learning, neural architecture search, adversarial learning, and hyperparameter tuning. Practical stochastic…

Optimization and Control · Mathematics 2023-11-08 Tommaso Giovannelli , Griffin Dean Kent , Luis Nunes Vicente

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…

Machine Learning · Computer Science 2023-01-25 Xiao Zhou , Renjie Pi , Weizhong Zhang , Yong Lin , Tong Zhang

In this paper we propose a bilevel optimization approach for the placement of space and time observations in variational data assimilation problems. Within the framework of supervised learning, we consider a bilevel problem where the…

Optimization and Control · Mathematics 2019-10-09 Paula Castro , Juan Carlos De los Reyes

Recently, bi-level optimization (BLO) has taken center stage in some very exciting developments in the area of signal processing (SP) and machine learning (ML). Roughly speaking, BLO is a classical optimization problem that involves two…

Machine Learning · Computer Science 2023-12-22 Yihua Zhang , Prashant Khanduri , Ioannis Tsaknakis , Yuguang Yao , Mingyi Hong , Sijia Liu

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

Bi-Level Optimization (BLO) is originated from the area of economic game theory and then introduced into the optimization community. BLO is able to handle problems with a hierarchical structure, involving two levels of optimization tasks,…

Machine Learning · Computer Science 2021-09-29 Risheng Liu , Jiaxin Gao , Jin Zhang , Deyu Meng , Zhouchen Lin

Under mild regularity conditions, gradient-based methods converge globally to a critical point in the single-loss setting. This is known to break down for vanilla gradient descent when moving to multi-loss optimization, but can we hope to…

Optimization and Control · Mathematics 2021-01-19 Alistair Letcher

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…

Machine Learning · Computer Science 2024-02-28 Junyi Li , Feihu Huang , Heng Huang

Continual learning is the problem of integrating new information in a model while retaining the knowledge acquired in the past. Despite the tangible improvements achieved in recent years, the problem of continual learning is still an open…

Machine Learning · Computer Science 2024-07-24 Giulia Lanzillotta , Sidak Pal Singh , Benjamin F. Grewe , Thomas Hofmann

In this paper we study constraint qualifications and optimality conditions for bilevel programming problems. We strive to derive checkable constraint qualifications in terms of problem data and applicable optimality conditions. For the…

Optimization and Control · Mathematics 2019-10-10 Jane J. Ye

Bilevel optimization has recently regained interest owing to its applications in emerging machine learning fields such as hyperparameter optimization, meta-learning, and reinforcement learning. Recent results have shown that simple…

Optimization and Control · Mathematics 2023-10-09 Quan Xiao , Songtao Lu , Tianyi Chen

We consider bilevel linear problems, where the right-hand side of the lower level problems is stochastic. The leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome…

Optimization and Control · Mathematics 2019-07-11 Johanna Burtscheidt , Matthias Claus

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…

Optimization and Control · Mathematics 2019-12-17 Andreas Fischer , Alain B. Zemkoho , Shenglong Zhou

We consider a generic min-max multi-objective bilevel optimization problem with applications in robust machine learning such as representation learning and hyperparameter optimization. We design MORBiT, a novel single-loop gradient…

Machine Learning · Computer Science 2023-03-08 Alex Gu , Songtao Lu , Parikshit Ram , Lily Weng

We analyse a general class of bilevel problems, in which the upper-level problem consists in the minimization of a smooth objective function and the lower-level problem is to find the fixed point of a smooth contraction map. This type of…

Machine Learning · Statistics 2023-11-17 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo

Bilevel optimization has been widely applied in many important machine learning applications such as hyperparameter optimization and meta-learning. Recently, several momentum-based algorithms have been proposed to solve bilevel optimization…

Machine Learning · Computer Science 2021-12-17 Junjie Yang , Kaiyi Ji , Yingbin Liang
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