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In recent years, bilevel approaches have become very popular to efficiently estimate high-dimensional hyperparameters of machine learning models. However, to date, binary parameters are handled by continuous relaxation and rounding…

Machine Learning · Computer Science 2025-03-20 Sara Venturini , Marianna de Santis , Jordan Patracone , Francesco Rinaldi , Saverio Salzo , Martin Schmidt

This paper proposes a framework to study the convergence of stochastic optimization and learning algorithms. The framework is modeled over the different challenges that these algorithms pose, such as (i) the presence of random additive…

Optimization and Control · Mathematics 2024-07-01 Nicola Bastianello , Liam Madden , Ruggero Carli , Emiliano Dall'Anese

In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…

Optimization and Control · Mathematics 2025-01-20 Yuhao Wang , Seong-Hee Kim , Enlu Zhou

We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to combine two stochastic estimators to create a new hybrid one. We…

Optimization and Control · Mathematics 2020-05-05 Quoc Tran-Dinh , Nhan H. Pham , Dzung T. Phan , Lam M. Nguyen

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

Bilevel learning has gained prominence in machine learning, inverse problems, and imaging applications, including hyperparameter optimization, learning data-adaptive regularizers, and optimizing forward operators. The large-scale nature of…

Optimization and Control · Mathematics 2025-05-20 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

In this paper, we consider non-convex multi-block bilevel optimization (MBBO) problems, which involve $m\gg 1$ lower level problems and have important applications in machine learning. Designing a stochastic gradient and controlling its…

Optimization and Control · Mathematics 2023-06-05 Quanqi Hu , Zi-Hao Qiu , Zhishuai Guo , Lijun Zhang , Tianbao Yang

In recent years, a variety of gradient-based methods have been developed to solve Bi-Level Optimization (BLO) problems in machine learning and computer vision areas. However, the theoretical correctness and practical effectiveness of these…

Machine Learning · Computer Science 2022-01-04 Risheng Liu , Pan Mu , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

Adam has become one of the most popular optimizers for training modern deep neural networks, such as transformers. However, its applicability is largely restricted to single-level optimization problems. In this paper, we aim to extend…

Machine Learning · Computer Science 2025-03-07 Xiaochuan Gong , Jie Hao , Mingrui Liu

Decentralized bilevel optimization has garnered significant attention due to its critical role in solving large-scale machine learning problems. However, existing methods often rely on prior knowledge of problem parameters-such as…

Optimization and Control · Mathematics 2025-10-29 Zhiwei Zhai , Wenjing Yan , Ying-Jun Angela Zhang

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

Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…

Optimization and Control · Mathematics 2024-03-15 Nazanin Abolfazli , Ruichen Jiang , Aryan Mokhtari , Erfan Yazdandoost Hamedani

Multi-objective optimization is central to many engineering and machine learning applications, where multiple objectives must be optimized in balance. While multi-gradient based optimization methods combine these objectives in each step,…

Optimization and Control · Mathematics 2026-05-13 Trang H. Tran , Luis Nunes Vicente

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 Plug-and-Play (PnP) algorithm is popular for inverse image problem-solving. However, this algorithm lacks theoretical analysis of its convergence with more advanced plug-in denoisers. We demonstrate that discrete PnP iteration can be…

Computer Vision and Pattern Recognition · Computer Science 2024-04-23 Zhongqi Wang , Bingnan Wang , Maosheng Xiang

Stochastic bilevel optimization tackles challenges involving nested optimization structures. Its fast-growing scale nowadays necessitates efficient distributed algorithms. In conventional distributed bilevel methods, each worker must…

Optimization and Control · Mathematics 2024-05-30 Yutong He , Jie Hu , Xinmeng Huang , Songtao Lu , Bin Wang , Kun Yuan

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

New generations of power systems, containing high shares of renewable energy resources, require improved data-driven tools which can swiftly adapt to changes in system operation. Many of these tools, such as ones using machine learning,…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Ignasi Ventura Nadal , Samuel Chevalier

Stochastic bilevel optimization finds widespread applications in machine learning, including meta-learning, hyperparameter optimization, and neural architecture search. To extend stochastic bilevel optimization to distributed data, several…

Machine Learning · Computer Science 2026-05-26 Yihan Zhang , My T. Thai , Jie Wu , Hongchang Gao

Bilevel optimization methods are increasingly relevant within machine learning, especially for tasks such as hyperparameter optimization and meta-learning. Compared to the offline setting, online bilevel optimization (OBO) offers a more…

Optimization and Control · Mathematics 2024-09-17 Jason Bohne , David Rosenberg , Gary Kazantsev , Pawel Polak