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In this paper, we propose a new Hessian inverse free Fully Single Loop Algorithm (FSLA) for bilevel optimization problems. Classic algorithms for bilevel optimization admit a double loop structure which is computationally expensive.…

Machine Learning · Computer Science 2021-12-13 Junyi Li , Bin Gu , Heng Huang

Stochastic bilevel optimization (SBO) has become a standard framework for hyperparameter learning, data reweighting, representation learning, and data-mixture optimization in deep learning. Existing exact single-loop SBO methods and…

Machine Learning · Computer Science 2026-05-13 Hengrui Zhang , Boao Kong , Engao Zhang , Kun Yuan

Stochastic bilevel optimization generalizes the classic stochastic optimization from the minimization of a single objective to the minimization of an objective function that depends the solution of another optimization problem. Recently,…

Optimization and Control · Mathematics 2022-04-01 Tianyi Chen , Yuejiao Sun , Quan Xiao , Wotao Yin

This work provides the first finite-time convergence guarantees for linearly constrained stochastic bilevel optimization using only first-order methods, requiring solely gradient information without any Hessian computations or second-order…

Optimization and Control · Mathematics 2025-11-18 Cac Phan , Kai Wang

In this paper, we explore a broad class of constrained saddle point problems with a bilevel structure, wherein the upper-level objective function is nonconvex-concave and smooth over compact and convex constraint sets, subject to a strongly…

Optimization and Control · Mathematics 2025-03-31 Mohammad Mahdi Ahmadi , Erfan Yazdandoost Hamedani

In this paper, we consider non-convex stochastic bilevel optimization (SBO) problems that have many applications in machine learning. Although numerous studies have proposed stochastic algorithms for solving these problems, they are limited…

Optimization and Control · Mathematics 2021-06-15 Zhishuai Guo , Quanqi Hu , Lijun Zhang , Tianbao Yang

Approximate bi-level optimization (ABLO) consists of (outer-level) optimization problems, involving numerical (inner-level) optimization loops. While ABLO has many applications across deep learning, it suffers from time and memory…

Machine Learning · Computer Science 2021-06-09 Valerii Likhosherstov , Xingyou Song , Krzysztof Choromanski , Jared Davis , Adrian Weller

Bilevel optimization (BO) has recently gained prominence in many machine learning applications due to its ability to capture the nested structure inherent in these problems. Recently, many hypergradient methods have been proposed as…

Optimization and Control · Mathematics 2024-09-04 Wanli Shi , Yi Chang , Bin Gu

We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on some contextual information and the upper-level decision…

Optimization and Control · Mathematics 2023-10-31 Yifan Hu , Jie Wang , Yao Xie , Andreas Krause , Daniel Kuhn

Functional bilevel optimization (FBO) provides a powerful framework for hierarchical learning in function spaces, yet current methods are limited to static offline settings and perform suboptimally in online, non-stationary scenarios. We…

Machine Learning · Statistics 2026-01-23 Jason Bohne , Ieva Petrulionyte , Michael Arbel , Julien Mairal , Paweł Polak

Federated bilevel optimization (FBO) has shown great potential recently in machine learning and edge computing due to the emerging nested optimization structure in meta-learning, fine-tuning, hyperparameter tuning, etc. However, existing…

Machine Learning · Computer Science 2023-12-29 Yifan Yang , Peiyao Xiao , Kaiyi Ji

Bilevel optimization (BLO) is a popular approach with many applications including hyperparameter optimization, neural architecture search, adversarial robustness and model-agnostic meta-learning. However, the approach suffers from time and…

Machine Learning · Computer Science 2021-06-08 Valerii Likhosherstov , Xingyou Song , Krzysztof Choromanski , Jared Davis , Adrian Weller

Bilevel optimization recently has received tremendous attention due to its great success in solving important machine learning problems like meta learning, reinforcement learning, and hyperparameter optimization. Extending single-agent…

Optimization and Control · Mathematics 2023-06-02 Xuxing Chen , Minhui Huang , Shiqian Ma , Krishnakumar Balasubramanian

Bilevel learning refers to machine learning problems that can be formulated as bilevel optimization models, where decisions are organized in a hierarchical structure. This paradigm has recently gained considerable attention in machine…

Optimization and Control · Mathematics 2026-05-05 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo , Alain Zemkoho

We tackle the general differentiable meta learning problem that is ubiquitous in modern deep learning, including hyperparameter optimization, loss function learning, few-shot learning, invariance learning and more. These problems are often…

Machine Learning · Computer Science 2024-10-15 Minyoung Kim , Timothy M. Hospedales

Regularization techniques are crucial to improving the generalization performance and training efficiency of deep neural networks. Many deep learning algorithms rely on weight decay, dropout, batch/layer normalization to converge faster and…

Machine Learning · Computer Science 2025-05-23 Peng Lu , Ahmad Rashid , Ivan Kobyzev , Mehdi Rezagholizadeh , Philippe Langlais

In this paper, we revisit the bilevel optimization problem, in which the upper-level objective function is generally nonconvex and the lower-level objective function is strongly convex. Although this type of problem has been studied…

Optimization and Control · Mathematics 2025-04-08 Yifan Yang , Peiyao Xiao , Kaiyi Ji

Bilevel optimization has recently attracted considerable attention due to its abundant applications in machine learning problems. However, existing methods rely on prior knowledge of problem parameters to determine stepsizes, resulting in…

Machine Learning · Computer Science 2024-10-10 Yifan Yang , Hao Ban , Minhui Huang , Shiqian Ma , Kaiyi Ji

Bilevel optimization has been recently used in many machine learning problems such as hyperparameter optimization, policy optimization, and meta learning. Although many bilevel optimization methods have been proposed, they still suffer from…

Optimization and Control · Mathematics 2022-10-27 Feihu Huang , Junyi Li , Shangqian Gao , Heng Huang

Bilevel optimization is an important formulation for many machine learning problems. Current bilevel optimization algorithms assume that the gradient of the upper-level function is Lipschitz. However, recent studies reveal that certain…

Machine Learning · Computer Science 2024-01-19 Jie Hao , Xiaochuan Gong , Mingrui Liu