Parikshit Ram

Research interests and publications

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Bilevel Optimization

Given some variable xX and yY and functions f,g:X×YR, bilevel optimization is written as the following optimization problem:

minxXf(x,y(x)) subject to y(x)argminyYg(x,y).

Stochastic bilevel optimization pertains to the case where the functions f,g are stochastic functions with stochastic oracles ξ and ψ such that

f(x,y)EξF(x,y;ξ),g(x,y)EψG(x,y;ψ),

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

Conference

Workshop