A fully first-order method for stochastic bilevel optimization

J Kwon, D Kwon, S Wright… - … Conference on Machine …, 2023 - proceedings.mlr.press
We consider stochastic unconstrained bilevel optimization problems when only the first-
order gradient oracles are available. While numerous optimization methods have been …

On penalty-based bilevel gradient descent method

H Shen, T Chen - International Conference on Machine …, 2023 - proceedings.mlr.press
Bilevel optimization enjoys a wide range of applications in hyper-parameter optimization,
meta-learning and reinforcement learning. However, bilevel problems are difficult to solve …

Averaged method of multipliers for bi-level optimization without lower-level strong convexity

R Liu, Y Liu, W Yao, S Zeng… - … Conference on Machine …, 2023 - proceedings.mlr.press
Gradient methods have become mainstream techniques for Bi-Level Optimization (BLO) in
learning fields. The validity of existing works heavily rely on either a restrictive Lower-Level …

Fednest: Federated bilevel, minimax, and compositional optimization

DA Tarzanagh, M Li… - … on Machine Learning, 2022 - proceedings.mlr.press
Standard federated optimization methods successfully apply to stochastic problems with
single-level structure. However, many contemporary ML problems-including adversarial …

Bilevel coreset selection in continual learning: A new formulation and algorithm

J Hao, K Ji, M Liu - Advances in Neural Information …, 2023 - proceedings.neurips.cc
Coreset is a small set that provides a data summary for a large dataset, such that training
solely on the small set achieves competitive performance compared with a large dataset. In …

An introduction to bilevel optimization: Foundations and applications in signal processing and machine learning

Y Zhang, P Khanduri, I Tsaknakis, Y Yao… - IEEE Signal …, 2024 - ieeexplore.ieee.org
Recently, bilevel optimization (BLO) has taken center stage in some very exciting
developments in the area of signal processing (SP) and machine learning (ML). Roughly …

Achieving Complexity in Hessian/Jacobian-free Stochastic Bilevel Optimization

Y Yang, P **ao, K Ji - Advances in Neural Information …, 2023 - proceedings.neurips.cc
In this paper, we revisit the bilevel optimization problem, in which the upper-level objective
function is generally nonconvex and the lower-level objective function is strongly convex …

Optimal algorithms for stochastic bilevel optimization under relaxed smoothness conditions

X Chen, T **ao, K Balasubramanian - Journal of Machine Learning …, 2024 - jmlr.org
We consider stochastic bilevel optimization problems involving minimizing an upper-level
($\texttt {UL} $) function that is dependent on the arg-min of a strongly-convex lower-level …

On penalty methods for nonconvex bilevel optimization and first-order stochastic approximation

J Kwon, D Kwon, S Wright, R Nowak - arxiv preprint arxiv:2309.01753, 2023 - arxiv.org
In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the
objective functions are smooth but possibly nonconvex in both levels and the variables are …

One-step differentiation of iterative algorithms

J Bolte, E Pauwels, S Vaiter - Advances in Neural …, 2023 - proceedings.neurips.cc
In appropriate frameworks, automatic differentiation is transparent to the user, at the cost of
being a significant computational burden when the number of operations is large. For …