7 papers · 1 filter
A Provably Convergent Plug-and-Play Framework for Stochastic Bilevel Optimization
Tianshu Chu, Dachuan Xu, Wei Yao +2
Bilevel optimization has recently attracted significant attention in machine learning due to its wide range of applications and advanced hierarchical optimization capabilities. In…
Directional first order approach for a class of bilevel programs
Kuang Bai, Wei Yao, Jane J. Ye +1
In this paper, we study a class of bilevel optimization program, where the feasible set of the lower level program is independent of the upper level variable. For bilevel programs…
SPABA: A Single-Loop and Probabilistic Stochastic Bilevel Algorithm Achieving Optimal Sample Complexity
Tianshu Chu, Dachuan Xu, Wei Yao +1
While stochastic bilevel optimization methods have been extensively studied for addressing large-scale nested optimization problems in machine learning, it remains an open question…
SUN-DSBO: A Structured Unified Framework for Nonconvex Decentralized Stochastic Bilevel Optimization
Yaoshuai Ma, Xiao Wang, Wei Yao +1
Decentralized stochastic bilevel optimization (DSBO) is a powerful tool for various machine learning tasks, including decentralized meta-learning and hyperparameter tuning. Existin…
Efficient Curvature-Aware Hypergradient Approximation for Bilevel Optimization
Youran Dong, Junfeng Yang, Wei Yao +1
Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit…
Decomposition Method for Lipschitz Stability of General LASSO-type Problems
Chunhai Hu, Wei Yao, Jin Zhang
This paper introduces a decomposition-based method to investigate the Lipschitz stability of solution mappings for general LASSO-type problems with convex data fidelity and $\ell_1…