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Main Authors: Petrulionyte, Ieva, Mairal, Julien, Arbel, Michael
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2403.20233
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author Petrulionyte, Ieva
Mairal, Julien
Arbel, Michael
author_facet Petrulionyte, Ieva
Mairal, Julien
Arbel, Michael
contents In this paper, we introduce a new functional point of view on bilevel optimization problems for machine learning, where the inner objective is minimized over a function space. These types of problems are most often solved by using methods developed in the parametric setting, where the inner objective is strongly convex with respect to the parameters of the prediction function. The functional point of view does not rely on this assumption and notably allows using over-parameterized neural networks as the inner prediction function. We propose scalable and efficient algorithms for the functional bilevel optimization problem and illustrate the benefits of our approach on instrumental regression and reinforcement learning tasks.
format Preprint
id arxiv_https___arxiv_org_abs_2403_20233
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Functional Bilevel Optimization for Machine Learning
Petrulionyte, Ieva
Mairal, Julien
Arbel, Michael
Machine Learning
In this paper, we introduce a new functional point of view on bilevel optimization problems for machine learning, where the inner objective is minimized over a function space. These types of problems are most often solved by using methods developed in the parametric setting, where the inner objective is strongly convex with respect to the parameters of the prediction function. The functional point of view does not rely on this assumption and notably allows using over-parameterized neural networks as the inner prediction function. We propose scalable and efficient algorithms for the functional bilevel optimization problem and illustrate the benefits of our approach on instrumental regression and reinforcement learning tasks.
title Functional Bilevel Optimization for Machine Learning
topic Machine Learning
url https://arxiv.org/abs/2403.20233