no code implementations • 17 Feb 2023 • Mathieu Dagréou, Thomas Moreau, Samuel Vaiter, Pierre Ablin
Bilevel optimization problems, which are problems where two optimization problems are nested, have more and more applications in machine learning.
3 code implementations • 27 Jun 2022 • Thomas Moreau, Mathurin Massias, Alexandre Gramfort, Pierre Ablin, Pierre-Antoine Bannier, Benjamin Charlier, Mathieu Dagréou, Tom Dupré La Tour, Ghislain Durif, Cassio F. Dantas, Quentin Klopfenstein, Johan Larsson, En Lai, Tanguy Lefort, Benoit Malézieux, Badr Moufad, Binh T. Nguyen, Alain Rakotomamonjy, Zaccharie Ramzi, Joseph Salmon, Samuel Vaiter
Numerical validation is at the core of machine learning research as it allows to assess the actual impact of new methods, and to confirm the agreement between theory and practice.
1 code implementation • 31 Jan 2022 • Mathieu Dagréou, Pierre Ablin, Samuel Vaiter, Thomas Moreau
However, computing the gradient of the value function involves solving a linear system, which makes it difficult to derive unbiased stochastic estimates.