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We present in this paper novel accelerated fully first-order methods in \emph{Bilevel Optimization} (BLO). Firstly, for BLO under the assumption that the lower-level functions admit the typical strong convexity assumption, the…

Optimization and Control · Mathematics 2024-07-10 Chris Junchi Li

Bilevel optimization has gained significant attention in recent years due to its broad applications in machine learning. This paper focuses on bilevel optimization in decentralized networks and proposes a novel single-loop algorithm for…

Optimization and Control · Mathematics 2024-04-24 Youran Dong , Shiqian Ma , Junfeng Yang , Chao Yin

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 has become a powerful tool in a wide variety of machine learning problems. However, the current nonconvex bilevel optimization considers an offline dataset and static functions, which may not work well in emerging…

Optimization and Control · Mathematics 2023-11-10 Sen Lin , Daouda Sow , Kaiyi Ji , Yingbin Liang , Ness Shroff

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

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

Gradient methods have become mainstream techniques for Bi-Level Optimization (BLO) in learning fields. The validity of existing works heavily rely on either a restrictive Lower-Level Strong Convexity (LLSC) condition or on solving a series…

Optimization and Control · Mathematics 2023-07-03 Risheng Liu , Yaohua Liu , Wei Yao , Shangzhi Zeng , Jin Zhang

Interest in stochastic zeroth-order (SZO) methods has recently been revived in black-box optimization scenarios such as adversarial black-box attacks to deep neural networks. SZO methods only require the ability to evaluate the objective…

Machine Learning · Statistics 2020-11-11 Mayumi Ohta , Nathaniel Berger , Artem Sokolov , Stefan Riezler

Learning for control can acquire controllers for novel robotic tasks, paving the path for autonomous agents. Such controllers can be expert-designed policies, which typically require tuning of parameters for each task scenario. In this…

Robotics · Computer Science 2020-08-20 Akshara Rai , Rika Antonova , Franziska Meier , Christopher G. Atkeson

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

Bayesian Optimisation (BO) is a state-of-the-art global optimisation technique for black-box problems where derivative information is unavailable, and sample efficiency is crucial. However, improving the general scalability of BO has proved…

Optimization and Control · Mathematics 2024-12-13 Luo Long , Coralia Cartis , Paz Fink Shustin

Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous,…

Machine Learning · Computer Science 2025-02-14 Kazuki Ishikawa , Ryota Ozaki , Yohei Kanzaki , Ichiro Takeuchi , Masayuki Karasuyama

Many problems in machine learning involve bilevel optimization (BLO), including hyperparameter optimization, meta-learning, and dataset distillation. Bilevel problems consist of two nested sub-problems, called the outer and inner problems,…

Machine Learning · Computer Science 2022-12-29 Paul Vicol , Jonathan Lorraine , Fabian Pedregosa , David Duvenaud , Roger Grosse

Gradient methods have become mainstream techniques for Bi-Level Optimization (BLO) in learning and vision fields. The validity of existing works heavily relies on solving a series of approximation subproblems with extraordinarily high…

Optimization and Control · Mathematics 2022-05-23 Risheng Liu , Xuan Liu , Wei Yao , Shangzhi Zeng , Jin Zhang

This work focuses on addressing two major challenges in the context of large-scale nonconvex Bi-Level Optimization (BLO) problems, which are increasingly applied in machine learning due to their ability to model nested structures. These…

Optimization and Control · Mathematics 2024-05-17 Risheng Liu , Zhu Liu , Wei Yao , Shangzhi Zeng , Jin Zhang

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

Machine Learning · Computer Science 2023-11-21 Seunghun Lee , Jaewon Chu , Sihyeon Kim , Juyeon Ko , Hyunwoo J. Kim

Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

Machine Learning · Statistics 2020-09-28 Riccardo Moriconi , Marc P. Deisenroth , K. S. Sesh Kumar

Bayesian optimization (BO) has demonstrated potential for optimizing control performance in data-limited settings, especially for systems with unknown dynamics or unmodeled performance objectives. The BO algorithm efficiently trades-off…

Machine Learning · Computer Science 2022-11-02 Ankush Chakrabarty

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