First-order Methods for Bilevel Optimization

Abstract: Bilevel optimization has been widely used in a variety of areas such as adversarial training, hyperparameter tuning, image reconstruction meta-learning, neural architecture search, and reinforcement learning. In this talk, I will present first-order methods for solving a class of bilevel optimization through the use of single or sequential minimax optimization. The first-order operation complexity of the proposed methods will be discussed.

Mathematics

Audience: researchers in the topic

PIMS-CORDS SFU Operations Research Seminar