Parikshit Ram

Research interests and publications

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Bilevel Optimization

Given some variable \(x \in X\) and \(y \in Y\) and functions \(f, g: X \times Y \to \mathbb{R}\), bilevel optimization is written as the following optimization problem:

\[\min_{x \in X} f(x, y^\star(x)) \quad \text{ subject to } \quad y^\star(x) \in \arg \min_{y \in Y} g(x, y).\]

Stochastic bilevel optimization pertains to the case where the functions \(f,g\) are stochastic functions with stochastic oracles \(\xi\) and \(\psi\) such that

\[f(x, y) \triangleq \mathbb{E}_{\xi} F(x, y; \xi), \quad g(x, y) \triangleq \mathbb{E}_{\psi} G(x, y; \psi),\]

which is common in AI/ML where the functions \(F, G\) are training/validation losses on some batch of the data.

Conference

Workshop