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Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…

Optimization and Control · Mathematics 2025-11-11 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

Real-world systems are often formulated as constrained optimization problems. Techniques to incorporate constraints into Neural Networks (NN), such as Neural Ordinary Differential Equations (Neural ODEs), have been used. However, these…

Machine Learning · Computer Science 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck

Learning-enabled control systems increasingly rely on multiple sensing modalities (e.g., vision, audio, language, etc.) for perception and decision support. A key challenge is that multi-modal sensor training dynamics are often imbalanced:…

Machine Learning · Computer Science 2026-04-01 Heshan Fernando , Quan Xiao , Parikshit Ram , Yi Zhou , Horst Samulowitz , Nathalie Baracaldo , Tianyi Chen

A general framework of unsupervised learning for combinatorial optimization (CO) is to train a neural network (NN) whose output gives a problem solution by directly optimizing the CO objective. Albeit with some advantages over traditional…

Machine Learning · Computer Science 2023-01-24 Haoyu Wang , Pan Li

Automated optimization modeling via Large Language Models (LLMs) has emerged as a promising approach to assist complex human decision-making. While post-training has become a pivotal technique to enhance LLMs' capabilities in this domain,…

Machine Learning · Computer Science 2026-02-13 Weiting Liu , Han Wu , Yufei Kuang , Xiongwei Han , Tao Zhong , Jianfeng Feng , Wenlian Lu

Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

Machine Learning · Computer Science 2023-08-22 Siyuan Xu , Minghui Zhu

Real-world applications involve various discrete optimization problems. Designing a specialized optimizer for each of these problems is challenging, typically requiring significant domain knowledge and human efforts. Hence, developing…

Neural and Evolutionary Computing · Computer Science 2024-05-30 Shengcai Liu , Zhiyuan Wang , Yew-Soon Ong , Xin Yao , Ke Tang

Bilevel learning is a powerful optimization technique that has extensively been employed in recent years to bridge the world of model-driven variational approaches with data-driven methods. Upon suitable parametrization of the desired…

A common strategy in modern learning systems is to learn a representation that is useful for many tasks, a.k.a. representation learning. We study this strategy in the imitation learning setting for Markov decision processes (MDPs) where…

Machine Learning · Computer Science 2020-02-26 Sanjeev Arora , Simon S. Du , Sham Kakade , Yuping Luo , Nikunj Saunshi

In (Franceschi et al., 2018) we proposed a unified mathematical framework, grounded on bilevel programming, that encompasses gradient-based hyperparameter optimization and meta-learning. We formulated an approximate version of the problem…

Mathematical Software · Computer Science 2018-06-15 Luca Franceschi , Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo , Paolo Frasconi

Fast gradient-based optimization algorithms have become increasingly essential for the computationally efficient training of machine learning models. One technique is to multiply the gradient by a preconditioner matrix to produce a step,…

Machine Learning · Computer Science 2023-09-12 Isaac Liao , Rumen R. Dangovski , Jakob N. Foerster , Marin Soljačić

A learning approach to selecting regularization parameters in multi-penalty Tikhonov regularization is investigated. It leads to a bilevel optimization problem, where the lower level problem is a Tikhonov regularized problem parameterized…

Optimization and Control · Mathematics 2018-12-05 Gernot Holler , Karl Kunisch , Richard C. Barnard

(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

In recent years, bilevel optimization (BLO) has attracted significant attention for its broad applications in machine learning. However, most existing works on BLO remain confined to the single-task setting and rely on the lower-level…

Machine Learning · Computer Science 2026-05-15 Zhiyao Zhang , Myeung Suk Oh , Zhen Qin , Jiaxiang Li , Xin Zhang , Jia Liu

Learning a graph topology to reveal the underlying relationship between data entities plays an important role in various machine learning and data analysis tasks. Under the assumption that structured data vary smoothly over a graph, the…

Machine Learning · Statistics 2023-08-23 Xingyue Pu , Tianyue Cao , Xiaoyun Zhang , Xiaowen Dong , Siheng Chen

Bi-level optimization problems, where one wishes to find the global minimizer of an upper-level objective function over the globally optimal solution set of a lower-level objective, arise in a variety of scenarios throughout science and…

Optimization and Control · Mathematics 2025-05-13 Nicolás García Trillos , Sixu Li , Konstantin Riedl , Yuhua Zhu

Applications abound in which optimization problems must be repeatedly solved, each time with new (but similar) data. Analytic optimization algorithms can be hand-designed to provably solve these problems in an iterative fashion. On one…

Optimization and Control · Mathematics 2022-09-28 Howard Heaton , Xiaohan Chen , Zhangyang Wang , Wotao Yin

Handling uncertainty is critical for ensuring reliable decision-making in intelligent systems. Modern neural networks are known to be poorly calibrated, resulting in predicted confidence scores that are difficult to use. This article…

Machine Learning · Computer Science 2026-05-18 Gabriele Sanguin , Arjun Pakrashi , Marco Viola , Francesco Rinaldi

The core challenge of high-dimensional and expensive black-box optimization (BBO) is how to obtain better performance faster with little function evaluation cost. The essence of the problem is how to design an efficient optimization…

Machine Learning · Computer Science 2023-07-26 Xiaobin Li , Kai Wu , Xiaoyu Zhang , Handing Wang , Jing Liu