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A Survey on Gradient-based Bi-level Optimization and its Applications in Machine Learning
PhD Qualifying Examination
Title: "A Survey on Gradient-based Bi-level Optimization and its Applications
in Machine Learning"
by
Mr. Hansi YANG
Abstract:
Gradient-based bi-level optimization has emerged as a powerful paradigm in
the deep learning community, enabling the efficient optimization of
hyperparameters and extraction of meta-knowledge. This family of algorithms
has gained significant attention due to its computational efficiency compared
to classical methods like evolutionary algorithms. This survey provides a
thorough and comprehensive overview of gradient-based bi-level optimization,
covering its formal definition, problem structuring, and solution strategies.
We begin by formally defining gradient-based bi-level optimization and
outlining the criteria for determining whether a research problem is amenable
to this approach. We then discuss four bi-level optimization solvers to
compute the hypergradients for the outer level variable, including explicit
gradient update, proxy update, implicit function update, and closed-form
update. We further introduce iterative algorithms to update the inner and
outer level variables, and review current theoretical results on the
convergence of these algorithms. We then introduce two important formulations
for real-world applications of bi-level optimization in machine learning: the
single-task formulation for optimizing hyperparameters, such as
regularization parameters and distilled data, and the multi-task formulation
for extracting meta-knowledge, including model initialization. Finally, we
summarize the contribution of this survey and outline some potential further
research questions.
Date: Thursday, 19 December 2024
Time: 10:00am - 12:00noon
Venue: Room 5564
Lifts 27/28
Committee Members: Prof. James Kwok (Supervisor)
Prof. Raymond Wong (Chairperson)
Dr. Shimin Di
Dr. Dan Xu