相关论文: A Primal-Dual Approach to Bilevel Optimization wit…

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…

In this paper, we consider non-convex multi-block bilevel optimization (MBBO) problems, which involve $m\gg 1$ lower level problems and have important applications in machine learning. Designing a stochastic gradient and controlling its…

Hyperparameter optimization in machine learning is often achieved using naive techniques that only lead to an approximate set of hyperparameters. Although techniques such as Bayesian optimization perform an intelligent search on a given…

In this paper, we consider non-convex stochastic bilevel optimization (SBO) problems that have many applications in machine learning. Although numerous studies have proposed stochastic algorithms for solving these problems, they are limited…

Collaborative learning is an important tool to train multiple clients more effectively by enabling communication among clients. Identifying helpful clients, however, presents challenging and often introduces significant overhead. In this…

This paper reviews gradient-based techniques to solve bilevel optimization problems. Bilevel optimization is a general way to frame the learning of systems that are implicitly defined through a quantity that they minimize. This…

In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method in which we use the alternating direction method of…

Bilevel Optimization has witnessed notable progress recently with new emerging efficient algorithms and has been applied to many machine learning tasks such as data cleaning, few-shot learning, and neural architecture search. However,…

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…

Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify…

Bilevel programming has recently received attention in the literature due to its wide range of applications, including reinforcement learning and hyper-parameter optimization. However, it is widely assumed that the underlying bilevel…

Bi-level optimization model is able to capture a wide range of complex learning tasks with practical interest. Due to the witnessed efficiency in solving bi-level programs, gradient-based methods have gained popularity in the machine…

We propose techniques for approximating bilevel optimization problems with non-smooth lower level problems that can have a non-unique solution. To this end, we substitute the expression of a minimizer of the lower level minimization problem…

The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…

Stochastic multi-level compositional optimization problems cover many new machine learning paradigms, e.g., multi-step model-agnostic meta-learning, which require efficient optimization algorithms for large-scale data. This paper studies…

In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…

This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…

In this work, we show that for linearly constrained optimization problems the primal-dual hybrid gradient algorithm, analyzed by Chambolle and Pock [3], can be written as an entirely primal algorithm. This allows us to prove convergence of…

This paper analyzes a two-timescale stochastic algorithm framework for bilevel optimization. Bilevel optimization is a class of problems which exhibit a two-level structure, and its goal is to minimize an outer objective function with…

We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…