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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 consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…

Optimization and Control · Mathematics 2025-04-14 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…

Optimization and Control · Mathematics 2024-06-03 Jincheng Cao , Ruichen Jiang , Erfan Yazdandoost Hamedani , Aryan Mokhtari

Stochastic multi-level compositional optimization problems cover many new machine learning paradigms, e.g., multi-step model-agnostic meta-learning, which require efficient optimization algorithms for large-scale data. This paper studies…

Machine Learning · Computer Science 2024-06-03 Hongchang Gao

Constrained bilevel optimization tackles nested structures present in constrained learning tasks like constrained meta-learning, adversarial learning, and distributed bilevel optimization. However, existing bilevel optimization methods…

Optimization and Control · Mathematics 2024-06-05 Wei Yao , Haian Yin , Shangzhi Zeng , Jin Zhang

Bilevel optimization has arisen as a powerful tool for many machine learning problems such as meta-learning, hyperparameter optimization, and reinforcement learning. In this paper, we investigate the nonconvex-strongly-convex bilevel…

Machine Learning · Computer Science 2021-08-30 Kaiyi Ji , Junjie Yang , Yingbin Liang

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

Data rebalancing techniques, including oversampling and undersampling, are a common approach to addressing the challenges of imbalanced data. To tackle unresolved problems related to both oversampling and undersampling, we propose a new…

Machine Learning · Computer Science 2025-07-11 Karen Medlin , Sven Leyffer , Krishnan Raghavan

While stochastic bilevel optimization methods have been extensively studied for addressing large-scale nested optimization problems in machine learning, it remains an open question whether the optimal complexity bounds for solving bilevel…

Optimization and Control · Mathematics 2026-03-24 Tianshu Chu , Dachuan Xu , Wei Yao , Jin Zhang

In optimization-based image restoration models, the correct selection of hyperparameters is crucial for achieving superior performance. However, current research typically involves manual tuning of these hyperparameters, which is highly…

Optimization and Control · Mathematics 2026-04-03 Hang Xie , Xuewen Li , Peili Li , Qiuyu Wang

Bilevel optimization has become a powerful framework in various machine learning applications including meta-learning, hyperparameter optimization, and network architecture search. There are generally two classes of bilevel optimization…

Machine Learning · Computer Science 2021-08-03 Kaiyi Ji

(Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on…

Machine Learning · Computer Science 2023-03-16 Meng Ding , Mingxi Lei , Yunwen Lei , Di Wang , Jinhui Xu

Many large-scale constrained optimization problems can be formulated as bilevel distributed optimization tasks over undirected networks, where agents collaborate to minimize a global cost function while adhering to constraints, relying only…

Optimization and Control · Mathematics 2025-11-25 Ajay Tak , Mayank Baranwal

Bilevel optimization has witnessed a resurgence of interest, driven by its critical role in trustworthy and efficient AI applications. While many recent works have established convergence to stationary points or local minima, obtaining the…

Optimization and Control · Mathematics 2024-12-25 Quan Xiao , Tianyi Chen

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

In this work, we propose different formulations and gradient-based algorithms for deterministic and stochastic bilevel problems with conflicting objectives in the lower level. Such problems have received little attention in the…

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

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

This paper proposes a new algorithm -- the \underline{S}ingle-timescale Do\underline{u}ble-momentum \underline{St}ochastic \underline{A}pprox\underline{i}matio\underline{n} (SUSTAIN) -- for tackling stochastic unconstrained bilevel…

Optimization and Control · Mathematics 2021-06-16 Prashant Khanduri , Siliang Zeng , Mingyi Hong , Hoi-To Wai , Zhaoran Wang , Zhuoran Yang

Bilevel optimization enjoys a wide range of applications in emerging machine learning and signal processing problems such as hyper-parameter optimization, image reconstruction, meta-learning, adversarial training, and reinforcement…

Machine Learning · Computer Science 2025-01-08 Han Shen , Quan Xiao , Tianyi Chen

Bilevel Optimization Programming is used to model complex and conflicting interactions between agents, for example in Robust AI or Privacy-preserving AI. Integrating bilevel mathematical programming within deep learning is thus an essential…

Machine Learning · Computer Science 2023-03-01 Francesco Alesiani