English
Related papers

Related papers: Bilevel Optimization over Saddle Points of Zero-Su…

200 papers

In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…

Optimization and Control · Mathematics 2015-11-16 Cong Dang , Guanghui Lan

Safety is a fundamental challenge in reinforcement learning (RL), particularly in real-world applications such as autonomous driving, robotics, and healthcare. To address this, Constrained Markov Decision Processes (CMDPs) are commonly used…

Machine Learning · Computer Science 2026-02-18 Chang Liu , Yunfan Li , Lin F. Yang

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui

Min-max optimization problems (i.e., min-max games) have attracted a great deal of attention recently as their applicability to a wide range of machine learning problems has become evident. In this paper, we study min-max games with…

Computer Science and Game Theory · Computer Science 2022-08-23 Denizalp Goktas , Amy Greenwald

In this work, we consider the complex control problem of making a monopod reach a target with a jump. The monopod can jump in any direction and the terrain underneath its foot can be uneven. This is a template of a much larger class of…

Robotics · Computer Science 2024-08-06 Riccardo Bussola , Michele Focchi , Andrea Del Prete , Daniele Fontanelli , Luigi Palopoli

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 paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara

We study a bilevel optimization problem which is a zero-sum Stackelberg game. In this problem, there are two players, a leader and a follower, who pick items from a common set. Both the leader and the follower have their own…

Data Structures and Algorithms · Computer Science 2022-04-26 Lin Chen , Xiaoyu Wu , Guochuan Zhang

Gradient Descent Ascent (GDA) methods for min-max optimization problems typically produce oscillatory behavior that can lead to instability, e.g., in bilinear settings. To address this problem, we introduce a dissipation term into the GDA…

Optimization and Control · Mathematics 2024-03-15 Tianqi Zheng , Nicolas Loizou , Pengcheng You , Enrique Mallada

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

We consider stochastic unconstrained bilevel optimization problems when only the first-order gradient oracles are available. While numerous optimization methods have been proposed for tackling bilevel problems, existing methods either tend…

Optimization and Control · Mathematics 2023-01-27 Jeongyeol Kwon , Dohyun Kwon , Stephen Wright , Robert Nowak

We introduce a novel approach to hierarchical reinforcement learning for Linearly-solvable Markov Decision Processes (LMDPs) in the infinite-horizon average-reward setting. Unlike previous work, our approach allows learning low-level and…

Machine Learning · Computer Science 2024-07-10 Guillermo Infante , Anders Jonsson , Vicenç Gómez

Humanoid robots remain vulnerable to falls and unrecoverable failure states, limiting their practical utility in unstructured environments. While reinforcement learning has demonstrated stand-up behaviors, existing approaches treat recovery…

Robotics · Computer Science 2026-03-10 Nehar Poddar , Stephen McCrory , Luigi Penco , Geoffrey Clark , Hakki Erhan Svil , Robert Griffin

This paper studies the complexity of finding an $\epsilon$-stationary point for stochastic bilevel optimization when the upper-level problem is nonconvex and the lower-level problem is strongly convex. Recent work proposed the first-order…

Optimization and Control · Mathematics 2026-03-10 Lesi Chen , Junru Li , El Mahdi Chayti , Jingzhao Zhang

Reinforcement learning (RL) involves performing exploratory actions in an unknown system. This can place a learning agent in dangerous and potentially catastrophic system states. Current approaches for tackling safe learning in RL…

Machine Learning · Computer Science 2023-03-02 David Mguni , Usman Islam , Yaqi Sun , Xiuling Zhang , Joel Jennings , Aivar Sootla , Changmin Yu , Ziyan Wang , Jun Wang , Yaodong Yang

Human preference alignment is essential to improve the interaction quality of large language models (LLMs). Existing alignment methods depend on manually annotated preference data to guide the LLM optimization directions. However,…

Computation and Language · Computer Science 2024-06-04 Pengyu Cheng , Yifan Yang , Jian Li , Yong Dai , Tianhao Hu , Peixin Cao , Nan Du , Xiaolong Li

Bilevel optimization problems comprise an upper level optimization task that contains a lower level optimization task as a constraint. While there is a significant and growing literature devoted to solving bilevel problems with single…

Neural and Evolutionary Computing · Computer Science 2024-09-06 Bing Wang , Hemant K. Singh , Tapabrata Ray

Model-based reinforcement learning (MBRL) agents typically learn world models by minimizing predictive loss. However, powerful RL optimizers inevitably exploit minor model inaccuracies, leading to simulator exploitation and a reality gap…

Machine Learning · Computer Science 2026-05-29 Christoph Dann , Yishay Mansour , Mehryar Mohri

The successful training of neural networks hinges on the use of first order optimization methods, yet the theoretical characterization of these methods remains incomplete. This is especially true in settings with mild overparameterization.…

Machine Learning · Computer Science 2026-05-27 James Town , Etienne Boursier , Ben Lewis , Matthias Englert , Ranko Lazic

Bilevel optimization has become a powerful framework in various machine learning applications including meta-learning, hyperparameter optimization, and network architecture search. There are generally two classes of bilevel optimization…

Machine Learning · Computer Science 2021-08-03 Kaiyi Ji