Haochen Xu

Lower-level Duality Based Reformulation and Majorization Minimization Algorithm for Hyperparameter Optimization

Hyperparameter tuning is an important task of machine learning, which can be formulated as a bilevel program (BLP). However, most existing algorithms are not applicable for BLP with non-smooth lower-level problems. To address this, we propose a single-level reformulation of the BLP based on lower-le…