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相关论文: Online Nonconvex Bilevel Optimization with Bregman…

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In this paper, we propose an online convex optimization approach with two different levels of adaptivity. On a higher level, our approach is agnostic to the unknown types and curvatures of the online functions, while at a lower level, it…

机器学习 · 计算机科学 2024-04-17 Yu-Hu Yan , Peng Zhao , Zhi-Hua Zhou

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

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…

机器学习 · 计算机科学 2026-04-07 Xuelin Zhang , Hong Chen , Bin Gu , Tieliang Gong , Feng Zheng

We consider online optimization with binary decision variables and convex loss functions. We design a new algorithm, binary online gradient descent (bOGD) and bound its expected dynamic regret. We provide a regret bound that holds for any…

最优化与控制 · 数学 2022-01-21 Antoine Lesage-Landry , Joshua A. Taylor , Duncan S. Callaway

Many problems in machine learning involve bilevel optimization (BLO), including hyperparameter optimization, meta-learning, and dataset distillation. Bilevel problems consist of two nested sub-problems, called the outer and inner problems,…

机器学习 · 计算机科学 2022-12-29 Paul Vicol , Jonathan Lorraine , Fabian Pedregosa , David Duvenaud , Roger Grosse

Bilevel optimization has been applied to a wide variety of machine learning models, and numerous stochastic bilevel optimization algorithms have been developed in recent years. However, most existing algorithms restrict their focus on the…

机器学习 · 计算机科学 2023-03-28 Hongchang Gao , Bin Gu , My T. Thai

Bilevel optimization has found extensive applications in modern machine learning problems such as hyperparameter optimization, neural architecture search, meta-learning, etc. While bilevel problems with a unique inner minimal point (e.g.,…

最优化与控制 · 数学 2022-06-09 Daouda Sow , Kaiyi Ji , Ziwei Guan , Yingbin Liang

Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…

最优化与控制 · 数学 2025-11-11 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

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 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…

最优化与控制 · 数学 2021-06-15 Zhishuai Guo , Quanqi Hu , Lijun Zhang , Tianbao Yang

Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

机器学习 · 计算机科学 2023-08-22 Siyuan Xu , Minghui Zhu

In Online Convex Optimization (OCO), when the stochastic gradient has a finite variance, many algorithms provably work and guarantee a sublinear regret. However, limited results are known if the gradient estimate has a heavy tail, i.e., the…

机器学习 · 计算机科学 2026-03-20 Zijian Liu

In this paper, we focus on the nonconvex-nonconvex bilevel optimization problem (BLO), where both upper-level and lower-level objectives are nonconvex, with the upper-level problem potentially being nonsmooth. We develop a two-timescale…

最优化与控制 · 数学 2026-04-24 Nachuan Xiao , Xiaoyin Hu , Xin Liu , Kim-Chuan Toh

In this paper, we study a class of bilevel optimization problems, also known as simple bilevel optimization, where we minimize a smooth objective function over the optimal solution set of another convex constrained optimization problem.…

最优化与控制 · 数学 2023-04-25 Ruichen Jiang , Nazanin Abolfazli , Aryan Mokhtari , Erfan Yazdandoost Hamedani

Although online convex optimization (OCO) under arbitrary delays has received increasing attention recently, previous studies focus on stationary environments with the goal of minimizing static regret. In this paper, we investigate the…

机器学习 · 计算机科学 2025-11-10 Yuanyu Wan , Chang Yao , Yitao Ma , Mingli Song , Lijun Zhang

In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and…

最优化与控制 · 数学 2021-11-16 Qingsong Liu , Wenfei Wu , Longbo Huang , Zhixuan Fang

We present new algorithms for optimizing non-smooth, non-convex stochastic objectives based on a novel analysis technique. This improves the current best-known complexity for finding a $(\delta,\epsilon)$-stationary point from…

机器学习 · 计算机科学 2025-08-08 Ashok Cutkosky , Harsh Mehta , Francesco Orabona

Bandit convex optimization (BCO) is a fundamental online learning framework with partial feedback, where the learner observes only the loss incurred at the chosen decision point in each round. In this work, we investigate whether optimistic…

机器学习 · 计算机科学 2026-05-22 Shuche Wang , Adarsh Barik , Vincent Y. F. Tan

Overparameterized models have recently challenged conventional learning theory by exhibiting improved generalization beyond the interpolation limit, a phenomenon known as benign overfitting. This work introduces Adaptive Benign Overfitting…

统计金融 · 定量金融 2026-02-02 Luis Ontaneda Mijares , Nick Firoozye

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,…

最优化与控制 · 数学 2022-04-01 Tianyi Chen , Yuejiao Sun , Quan Xiao , Wotao Yin