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相关论文: A Globally Convergent Gradient-based Bilevel Hyper…

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Bilevel optimization has been successfully applied to many important machine learning problems. Algorithms for solving bilevel optimization have been studied under various settings. In this paper, we study the nonconvex-strongly-convex…

最优化与控制 · 数学 2022-06-14 Xuxing Chen , Minhui Huang , Shiqian Ma

Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…

机器学习 · 计算机科学 2025-10-09 Akash Yadav , Ruda Zhang

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…

机器学习 · 计算机科学 2022-01-04 Risheng Liu , Pan Mu , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

This review discusses methods for learning parameters for image reconstruction problems using bilevel formulations. Image reconstruction typically involves optimizing a cost function to recover a vector of unknown variables that agrees with…

最优化与控制 · 数学 2022-06-16 Caroline Crockett , Jeffrey A. Fessler

Bilevel optimization problems, encountered in fields such as economics, engineering, and machine learning, pose significant computational challenges due to their hierarchical structure and constraints at both upper and lower levels.…

最优化与控制 · 数学 2024-08-21 Mengwei Xu , Yu-Hong Dai , Xin-Wei Liu , Bo Wang

Bilevel optimization is an important formulation for many machine learning problems. Current bilevel optimization algorithms assume that the gradient of the upper-level function is Lipschitz. However, recent studies reveal that certain…

机器学习 · 计算机科学 2024-01-19 Jie Hao , Xiaochuan Gong , Mingrui Liu

Bilevel learning is a powerful optimization technique that has extensively been employed in recent years to bridge the world of model-driven variational approaches with data-driven methods. Upon suitable parametrization of the desired…

This work formulates the machine learning mechanism as a bi-level optimization problem. The inner level optimization loop entails minimizing a properly chosen loss function evaluated on the training data. This is nothing but the…

机器学习 · 计算机科学 2023-01-27 Maziar Raissi

Optimization of hyper-parameters in reinforcement learning (RL) algorithms is a key task, because they determine how the agent will learn its policy by interacting with its environment, and thus what data is gathered. In this work, an…

机器学习 · 计算机科学 2019-09-19 Juan Cruz Barsce , Jorge A. Palombarini , Ernesto Martínez

We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…

最优化与控制 · 数学 2015-06-12 Euhanna Ghadimi , Iman Shames , Mikael Johansson

Design optimisation potentially leads to lightweight aircraft structures with lower environmental impact. Due to the high number of design variables and constraints, these problems are ordinarily solved using gradient-based optimisation…

计算工程、金融与科学 · 计算机科学 2024-01-23 Hauke Maathuis , Roeland De Breuker , Saullo G. P. Castro

Bayesian optimization is popular for optimizing time-consuming black-box objectives. Nonetheless, for hyperparameter tuning in deep neural networks, the time required to evaluate the validation error for even a few hyperparameter settings…

机器学习 · 计算机科学 2019-03-13 Jian Wu , Saul Toscano-Palmerin , Peter I. Frazier , Andrew Gordon Wilson

In this work we derive a second-order approach to bilevel optimization, a type of mathematical programming in which the solution to a parameterized optimization problem (the "lower" problem) is itself to be optimized (in the "upper"…

最优化与控制 · 数学 2022-05-06 Robert Dyro , Edward Schmerling , Nikos Arechiga , Marco Pavone

Bilevel optimization is a popular two-level hierarchical optimization, which has been widely applied to many machine learning tasks such as hyperparameter learning, meta learning and continual learning. Although many bilevel optimization…

最优化与控制 · 数学 2023-11-21 Feihu Huang

In this letter, we consider a bilevel optimization problem in which the outer-level objective function is strongly convex, whereas the inner-level problem consists of a finite sum of convex functions. Bilevel optimization problems arise in…

最优化与控制 · 数学 2026-01-22 Sudkobfa Boontawee , Mootta Prangprakhon , Nimit Nimana

We propose a multi-level method to increase the accuracy of machine learning algorithms for approximating observables in scientific computing, particularly those that arise in systems modeled by differential equations. The algorithm relies…

数值分析 · 数学 2020-07-06 Kjetil O. Lye , Siddhartha Mishra , Roberto Molinaro

One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization, i.e. we consider the adaptive learning of the regularization…

统计理论 · 数学 2021-01-08 Neil K. Chada , Claudia Schillings , Xin T. Tong , Simon Weissmann

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

机器学习 · 计算机科学 2020-11-19 Yayi Zou , Xiaoqi Lu

Machine learning training methods depend plentifully and intricately on hyperparameters, motivating automated strategies for their optimisation. Many existing algorithms restart training for each new hyperparameter choice, at considerable…

机器学习 · 计算机科学 2022-04-22 Ross M. Clarke , Elre T. Oldewage , José Miguel Hernández-Lobato

Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt…

机器学习 · 统计学 2019-05-28 Ho Chung Leon Law , Peilin Zhao , Lucian Chan , Junzhou Huang , Dino Sejdinovic