相关论文: BiAdam: Fast Adaptive Bilevel Optimization Methods

In this work, we consider bilevel optimization when the lower-level problem is strongly convex. Recent works show that with a Hessian-vector product (HVP) oracle, one can provably find an $\epsilon$-stationary point within…

Although application examples of multilevel optimization have already been discussed since the 1990s, the development of solution methods was almost limited to bilevel cases due to the difficulty of the problem. In recent years, in machine…

Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters…

In this paper, we introduce a \textit{Bi-level OPTimization} (BiOPT) framework for minimizing the sum of two convex functions, where both can be nonsmooth. The BiOPT framework involves two levels of methodologies. At the upper level of…

Practical optimization problems may contain different kinds of difficulties that are often not tractable if one relies on a particular optimization method. Different optimization approaches offer different strengths that are good at…

In recent years, bilevel approaches have become very popular to efficiently estimate high-dimensional hyperparameters of machine learning models. However, to date, binary parameters are handled by continuous relaxation and rounding…

Bilevel optimization has shown its utility across various machine learning settings, yet most algorithms in practice require second-order information, making it challenging to scale them up. Only recently, a paradigm of first-order…

Bilevel optimization formulates hierarchical decision-making processes that arise in many real-world applications such as in pricing, network design, and infrastructure defense planning. In this paper, we consider a class of bilevel…

In this paper, we propose a framework for fast trajectory planning for unmanned aerial vehicles (UAVs). Our framework is reformulated from an existing bilevel optimization, in which the lower-level problem solves for the optimal trajectory…

Bilevel optimization poses a significant computational challenge due to its nested structure, where each upper-level candidate solution requires solving a corresponding lower-level problem. While evolutionary algorithms (EAs) are effective…

Hyperparameter tuning is an active area of research in machine learning, where the aim is to identify the optimal hyperparameters that provide the best performance on the validation set. Hyperparameter tuning is often achieved using naive…

This paper introduces a novel double regularization scheme for bilevel optimization problems whose lower-level problem is composite and convex, but not necessarily strongly convex, in the lower-level variable. The analysis focuses on the…

This paper considers the smooth bilevel optimization in which the lower-level problem is strongly convex and the upper-level problem is possibly nonconvex. We focus on the stochastic setting where the algorithm can access the unbiased…

This paper studies a class of simple bilevel optimization problems where we minimize a composite convex function at the upper-level subject to a composite convex lower-level problem. Existing methods either provide asymptotic guarantees for…

Federated bilevel optimization has received increasing attention in various emerging machine learning and communication applications. Recently, several Hessian-vector-based algorithms have been proposed to solve the federated bilevel…

We analyse a general class of bilevel problems, in which the upper-level problem consists in the minimization of a smooth objective function and the lower-level problem is to find the fixed point of a smooth contraction map. This type of…

Non-convex constrained optimizations are ubiquitous in robotic applications such as multi-agent navigation, UAV trajectory optimization, and soft robot simulation. For this problem class, conventional optimizers suffer from small step sizes…

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…

Gradient-based optimization has been critical to the success of machine learning, updating a single set of parameters to minimize a single loss. A growing number of applications rely on a generalization of this, where we have a bilevel or…

Bilevel optimization (BLO) problem, where two optimization problems (referred to as upper- and lower-level problems) are coupled hierarchically, has wide applications in areas such as machine learning and operations research. Recently, many…