相关论文: Enhanced Bilevel Optimization via Bregman Distance

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…

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

Bilevel optimization, with broad applications in machine learning, has an intricate hierarchical structure. Gradient-based methods have emerged as a common approach to large-scale bilevel problems. However, the computation of the…

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…

Conditional stochastic optimization covers a variety of applications ranging from invariant learning and causal inference to meta-learning. However, constructing unbiased gradient estimators for such problems is challenging due to the…

We study a class of bilevel optimization problems in which both the upper- and lower-level problems have minimax structures. This setting captures a broad range of emerging applications. Despite the extensive literature on bilevel…

Solving a bilevel optimization problem is at the core of several machine learning problems such as hyperparameter tuning, data denoising, meta- and few-shot learning, and training-data poisoning. Different from simultaneous or…

Methods for solving scientific computing and inference problems, such as kernel- and neural network-based approaches for partial differential equations (PDEs), inverse problems, and supervised learning tasks, depend crucially on the choice…

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…

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…

Due to the hierarchical structure of many machine learning problems, bilevel programming is becoming more and more important recently, however, the complicated correlation between the inner and outer problem makes it extremely challenging…

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…

Stochastic bilevel optimization (SBO) has been integrated into many machine learning paradigms recently, including hyperparameter optimization, meta learning, and reinforcement learning. Along with the wide range of applications, there have…

In this paper, we study multi-block min-max bilevel optimization problems, where the upper level is non-convex strongly-concave minimax objective and the lower level is a strongly convex objective, and there are multiple blocks of dual…

Many large-scale constrained optimization problems can be formulated as bilevel distributed optimization tasks over undirected networks, where agents collaborate to minimize a global cost function while adhering to constraints, relying only…

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…

Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…

In this paper we study convex bi-level optimization problems for which the inner level consists of minimization of the sum of smooth and nonsmooth functions. The outer level aims at minimizing a smooth and strongly convex function over the…

Several important problem settings within the literature of reinforcement learning (RL), such as meta-learning, hierarchical learning, and RL from human feedback (RL-HF), can be modelled as bilevel RL problems. A lot has been achieved in…

Recently, bi-level optimization (BLO) has taken center stage in some very exciting developments in the area of signal processing (SP) and machine learning (ML). Roughly speaking, BLO is a classical optimization problem that involves two…