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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

Reconstructing high-quality images with sharp edges requires the use of edge-preserving constraints in the regularized form of the inverse problem. The use of the $\ell_q$-norm on the gradient of the image is a common such constraint. For…

Numerical Analysis · Mathematics 2023-09-28 Mirjeta Pasha , Eric de Sturler , Misha E. Kilmer

Methods for solving scientific computing and inference problems, such as kernel- and neural network-based approaches for partial differential equations (PDEs), inverse problems, and supervised learning tasks, depend crucially on the choice…

Machine Learning · Statistics 2025-10-08 Nicholas H. Nelsen , Houman Owhadi , Andrew M. Stuart , Xianjin Yang , Zongren Zou

This work presents a new Krylov-subspace-recycling method for efficiently solving sequences of linear systems of equations characterized by varying right-hand sides and symmetric-positive-definite matrices. As opposed to typical truncation…

Numerical Analysis · Mathematics 2016-01-22 Kevin Carlberg , Virginia Forstall , Ray Tuminaro

Bilevel programming has recently received attention in the literature due to its wide range of applications, including reinforcement learning and hyper-parameter optimization. However, it is widely assumed that the underlying bilevel…

Machine Learning · Computer Science 2024-10-11 Parvin Nazari , Ahmad Mousavi , Davoud Ataee Tarzanagh , George Michailidis

Bilevel optimization offers a methodology to learn hyperparameters in imaging inverse problems, yet its integration with automatic differentiation techniques remains challenging. On the one hand, inverse problems are typically solved by…

Optimization and Control · Mathematics 2025-06-17 Leo Davy , Luis M. Briceno-Arias , N. Pustelnik

Diffusion models, which iteratively denoise data samples to synthesize high-quality outputs, have achieved empirical success across domains. However, optimizing these models for downstream tasks often involves nested bilevel structures,…

Machine Learning · Computer Science 2025-08-06 Quan Xiao , Hui Yuan , A F M Saif , Gaowen Liu , Ramana Kompella , Mengdi Wang , Tianyi Chen

Bilevel Optimization has experienced significant advancements recently with the introduction of new efficient algorithms. Mirroring the success in single-level optimization, stochastic gradient-based algorithms are widely used in bilevel…

Optimization and Control · Mathematics 2024-11-12 Junyi Li , Heng Huang

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…

Machine Learning · Computer Science 2017-06-02 Filip de Roos , Philipp Hennig

This paper studies convergence properties of inexact iterative solution schemes for bilevel optimization problems. Bilevel optimization problems emerge in control-aware design optimization, where the system design parameters are optimized…

Optimization and Control · Mathematics 2024-03-26 Torbjørn Cunis Ilya Kolmanovsky

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

An approach is given for solving large linear systems that combines Krylov methods with use of two different grid levels. Eigenvectors are computed on the coarse grid and used to deflate eigenvalues on the fine grid. GMRES-type methods are…

Numerical Analysis · Mathematics 2020-05-08 Ronald B. Morgan , Travis Whyte , Walter Wilcox , Zhao Yang

In many scenarios, one uses a large training set to train a model with the goal of performing well on a smaller testing set with a different distribution. Learning a weight for each data point of the training set is an appealing solution,…

Machine Learning · Statistics 2023-10-27 Anastasia Ivanova , Pierre Ablin

Learning processes are useful methodologies able to improve knowledge of real phenomena. These are often dependent on hyperparameters, variables set before the training process and regulating the learning procedure. Hyperparameters…

Optimization and Control · Mathematics 2023-11-10 Flavia Esposito , Laura Selicato , Caterina Sportelli

In this text I present a couple of new principles and thereon based iterative methods for numerical solution of sequences of systems of linear equations with fixed system matrix and changing right-hand-sides. The use of the new methods is…

Numerical Analysis · Mathematics 2015-12-17 Martin Neuenhofen

This work is on a user-friendly reduced basis method for solving a family of parametric PDEs by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and bi-conjugate gradient…

Numerical Analysis · Mathematics 2026-02-24 Yuwen Li , Ludmil T. Zikatanov , Cheng Zuo

We propose techniques for approximating bilevel optimization problems with non-smooth lower level problems that can have a non-unique solution. To this end, we substitute the expression of a minimizer of the lower level minimization problem…

Optimization and Control · Mathematics 2016-04-27 Peter Ochs , René Ranftl , Thomas Brox , Thomas Pock

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…

Optimization and Control · Mathematics 2017-09-27 Aurélien Ouattara , Anil Aswani

Most models in machine learning contain at least one hyperparameter to control for model complexity. Choosing an appropriate set of hyperparameters is both crucial in terms of model accuracy and computationally challenging. In this work we…

Machine Learning · Statistics 2022-11-22 Fabian Pedregosa

We focus on robust and efficient iterative solvers for the pressure Poisson equation in incompressible Navier-Stokes problems. Preconditioned Krylov subspace methods are popular for these problems, with BiCGStab and GMRES(m) most frequently…

Numerical Analysis · Computer Science 2015-09-29 Amit Amritkar , Eric de Sturler , Katarzyna Świrydowicz , Danesh Tafti , Kapil Ahuja
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