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A Quick Tutorial on Bi-level Optimization

Introduction

  • Bi-Level Optimization (BLO) is originated from the area of economic game theory and then introduced into the optimization community. BLO is able to handle problems with a hierarchical structure, involving two levels of optimization tasks, where one task is nested inside the other. The standard BLO problem can be formally expressed as

BLO

  • In machine learning and computer vision fields, despite the different motivations and mechanisms, a lot of complex problems, such as hyper-parameter optimization, multi-task and meta learning, neural architecture search, adversarial learning and deep reinforcement learning, actually all contain a series of closely related subproblms. In our recent survey published in TPAMI, named "Investigating Bi-Level Optimization for Learning and Vision from a Unified Perspective: A Survey and Beyond", we uniformly express these complex learning and vision problems from the perspective of BLO. Also we construct a best-response-based single-level reformulation and establish a unified algorithmic framework to understand and formulate mainstream gradient-based BLO methodologies, covering aspects ranging from fundamental automatic differentiation schemes to various accelerations, simplifications, extensions and their convergence and complexity properties. We summarize mainstream gradient-based BLOs and illustrate their intrinsic relationships within our general algorithmic platform. We also discuss the potentials of our unified BLO framework for designing new algorithms and point out some promising directions for future research.

BLO

  • In this website, we first summarize our related progress and references of existing works for a quick look at the current progress. Futhermore, we provide a list of important papers discussed in this survey, corresponding codes, and additional resources on BLOs. We will continuously maintain this website to promote the research in BLO fields.

Our Related Work

Papers

  • Risheng Liu, Jiaxin Gao, Jin Zhang, Deyu Meng, Zhouchen Lin. Investigating Bi-Level Optimization for Learning and Vision from a Unified Perspective: A Survey and Beyond. IEEE TPAMI 2021. [Paper] [Project Page]

  • Risheng Liu, Zi Li, Xin Fan, Chenying Zhao, Hao Huang, Zhongxuan Luo. Learning Deformable Image Registration from Optimization: Perspective, Modules, Bilevel Training and Beyond. IEEE TPAMI 2021. [Paper]

  • Risheng Liu, Long Ma, Jiaao Zhang, Xin Fan, Zhongxuan Luo. Retinex-Inspired Unrolling With Cooperative Prior Architecture Search for Low-Light Image Enhancement. CVPR 2021. [Paper] [Project Page]

  • Risheng Liu, Yaohua Liu, Shangzhi Zeng, Jin Zhang. Towards Gradient-based Bilevel Optimization with Non-convex Followers and Beyond. NeurIPS 2021 (Spotlight, Acceptance Rate ≤ 3%). [Paper] [Code]

  • Pan Mu, Zhu Liu, Yaohua Liu, Risheng Liu, Xin Fan. Triple-level Model Inferred Collaborative Network Architecture for Video Deraining. IEEE TIP 2021. [Paper] [Code]

  • Risheng Liu, Zhu Liu, Jinyuan Liu, Xin Fan. Searching a Hierarchically Aggregated Fusion Architecture for Fast Multi-Modality Image Fusion. ACM MM 2021. [Paper] [Code].

  • Dian Jin, Long Ma, Risheng Liu, Xin Fan. Bridging the Gap between Low-Light Scenes: Bilevel Learning for Fast Adaptation. ACM MM 2021. [Paper]

  • Risheng Liu, Xuan Liu, Xiaoming Yuan, Shangzhi Zeng, Jin Zhang. A Value Function-based Interior-point Method for Non-convex Bilevel Optimization. ICML 2021.[Paper][Code]
  • Yaohua Liu, Risheng Liu. BOML: A Modularized Bilevel Optimization Library in Python for Meta-learning. ICME 2021.[Paper][Code]
  • Risheng Liu, Pan Mu, Xiaoming Yuan, Shangzhi Zeng, Jin Zhang. A Generic First-Order Algorithmic Framework for Bi-Level Programming Beyond Lower-Level Singleton. ICML 2020. [Paper][Code]
  • Risheng Liu, Pan Mu, Jian Chen, Xin Fan, Zhongxuan Luo. Investigating Task-driven Latent Feasibility for Nonconvex Image Modeling. IEEE TIP 2020.[Code]
  • Risheng Liu, Zi Li, Yuxi Zhang, Xin Fan, Zhongxuan Luo. Bi-level Probabilistic Feature Learning for Deformable Image Registration. IJCAI 2020.[Paper] [code]

Bi-level Optimization Methods Toolkits

We have published BOML previously, a modularized Tensorflow-based optimization library that unifies several ML algorithms into a common bilevel optimization framework. Now we integrate more recently proposed algorithms and more compatible applications and release the Pytorch version.

Integrated Algoithms

Parts of Existing Work in Learning and Vision Fields

Gradient-based Optimization

Hyper-parameter Optimization

Multi-task and Meta-learning

Neural Architecture Search

Generative Adversarial Learning

Deep Reinforcement Learning

Other Applications

Citation

If this paper is helpful for your research, please cite our paper:
@article{liu2021investigating,
title={Investigating bi-level optimization for learning and vision from a unified perspective: A survey and beyond},   
author={Liu, Risheng and Gao, Jiaxin and Zhang, Jin and Meng, Deyu and Lin, Zhouchen},   
journal={arXiv preprint arXiv:2101.11517},   
year={2021}
}

blo's People

Contributors

dut-media-lab avatar morningair avatar vis-opt-group avatar

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