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08/21/2023
Relax and penalize: a new bilevel approach to mixed-binary hyperparameter optimization
In recent years, bilevel approaches have become very popular to efficien...
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08/18/2023
Variance reduction techniques for stochastic proximal point algorithms
In the context of finite sums minimization, variance reduction technique...
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08/17/2022
High Probability Bounds for Stochastic Subgradient Schemes with Heavy Tailed Noise
In this work we study high probability bounds for stochastic subgradient...
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02/07/2022
Bilevel Optimization with a Lower-level Contraction: Optimal Sample Complexity without Warm-Start
We analyze a general class of bilevel problems, in which the upper-level...
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01/14/2022
Convergence of an Asynchronous Block-Coordinate Forward-Backward Algorithm for Convex Composite Optimization
In this paper, we study the convergence properties of a randomized block...
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12/01/2021
Convergence of Batch Greenkhorn for Regularized Multimarginal Optimal Transport
In this work we propose a batch version of the Greenkhorn algorithm for ...
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11/13/2020
Convergence Properties of Stochastic Hypergradients
Bilevel optimization problems are receiving increasing attention in mach...
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06/29/2020
On the Iteration Complexity of Hypergradient Computation
We study a general class of bilevel problems, consisting in the minimiza...
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03/23/2020
Efficient Tensor Kernel methods for sparse regression
Recently, classical kernel methods have been extended by the introductio...
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05/30/2019
Sinkhorn Barycenters with Free Support via Frank-Wolfe Algorithm
We present a novel algorithm to estimate the barycenter of arbitrary pro...
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06/13/2018
Far-HO: A Bilevel Programming Package for Hyperparameter Optimization and Meta-Learning
In (Franceschi et al., 2018) we proposed a unified mathematical framewor...
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06/13/2018
Bilevel Programming for Hyperparameter Optimization and Meta-Learning
We introduce a framework based on bilevel programming that unifies gradi...
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02/12/2018
Latent variable time-varying network inference
In many applications of finance, biology and sociology, complex systems ...
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07/18/2017
Solving ℓ^p-norm regularization with tensor kernels
In this paper, we discuss how a suitable family of tensor kernels can be...
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03/18/2016