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Using an optimization algorithm to solve a machine learning problem is one of mainstreams in the field of science. In this work, we demonstrate a comprehensive comparison of some state-of-the-art first-order optimization algorithms for…

Machine Learning · Computer Science 2014-04-29 Yu Wei , Pock Thomas

Modern data science applications demand solving large-scale optimization problems. The prevalent approaches are first-order methods, valued for their scalability. These methods are implemented to tackle highly irregular problems where…

Optimization and Control · Mathematics 2024-12-03 Lexiao Lai

In this work and its accompanying Part II [1], we develop an accelerated algorithmic framework, DAMA (Decentralized Accelerated Minimax Approach), for nonconvex Polyak-Lojasiewicz minimax optimization over decentralized multi-agent…

Optimization and Control · Mathematics 2025-12-17 Haoyuan Cai , Sulaiman A. Alghunaim , Ali H. Sayed

Inverse problems are key issues in several scientific areas, including signal processing and medical imaging. Data-driven approaches for inverse problems aim for learning model and regularization parameters from observed data samples, and…

Optimization and Control · Mathematics 2024-11-28 Mathias Staudigl , Simon Weissmann , Tristan van Leeuwen

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

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

This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…

Multiagent Systems · Computer Science 2020-04-22 Roula Nassif , Stefan Vlaski , Ali H. Sayed

We study stochastic optimization of nonconvex loss functions, which are typical objectives for training neural networks. We propose stochastic approximation algorithms which optimize a series of regularized, nonlinearized losses on large…

Machine Learning · Computer Science 2019-03-12 Weiran Wang , Nathan Srebro

Learned optimizers -- neural networks that are trained to act as optimizers -- have the potential to dramatically accelerate training of machine learning models. However, even when meta-trained across thousands of tasks at huge…

Machine Learning · Computer Science 2022-09-23 James Harrison , Luke Metz , Jascha Sohl-Dickstein

Motivated by emerging applications in wireless sensor networks and large-scale data processing, we consider distributed optimization over directed networks where the agents communicate their information locally to their neighbors to…

Optimization and Control · Mathematics 2021-03-22 Farzad Yousefian

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

Generative models form the backbone of modern machine learning, underpinning state-of-the-art systems in text, vision, and multimodal applications. While Maximum Likelihood Estimation has traditionally served as the dominant training…

Bilevel optimization provides a powerful framework for modelling hierarchical decision-making systems. This work presents a sensitivity-based algorithm that addresses the bilevel structure directly by treating the lower-level optimal…

Optimization and Control · Mathematics 2026-05-28 Eduardo Nolasco , Ross D. King , Vassilios S. Vassiliadis

We present an approach to obtain convergence guarantees of optimization algorithms for deep networks based on elementary arguments and computations. The convergence analysis revolves around the analytical and computational structures of…

Machine Learning · Computer Science 2021-01-01 Vincent Roulet , Zaid Harchaoui

A widely believed explanation for the remarkable generalization capacities of overparameterized neural networks is that the optimization algorithms used for training induce an implicit bias towards benign solutions. To grasp this…

Machine Learning · Computer Science 2025-12-19 Maria Matveev , Vit Fojtik , Hung-Hsu Chou , Gitta Kutyniok , Johannes Maly

Minimax problems have achieved success in machine learning such as adversarial training, robust optimization, reinforcement learning. For theoretical analysis, current optimal excess risk bounds, which are composed by generalization error…

Machine Learning · Computer Science 2024-10-14 Bowei Zhu , Shaojie Li , Yong Liu

In multi-robot systems, achieving coordinated missions remains a significant challenge due to the coupled nature of coordination behaviors and the lack of global information for individual robots. To mitigate these challenges, this paper…

Robotics · Computer Science 2024-08-22 Zechen Hu , Daigo Shishika , Xuesu Xiao , Xuan Wang

Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…

Optimization and Control · Mathematics 2025-10-09 Matthias J. Ehrhardt , Silvia Gazzola , Sebastian J. Scott

Bilevel optimization problems, which are problems where two optimization problems are nested, have more and more applications in machine learning. In many practical cases, the upper and the lower objectives correspond to empirical risk…

Machine Learning · Statistics 2024-12-03 Mathieu Dagréou , Thomas Moreau , Samuel Vaiter , Pierre Ablin

Large neural networks pretrained on web-scale corpora are central to modern machine learning. In this paradigm, the distribution of the large, heterogeneous pretraining data rarely matches that of the application domain. This work considers…

Machine Learning · Computer Science 2023-11-21 David Grangier , Pierre Ablin , Awni Hannun
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