<p>We consider a bilevel learning framework for learning linear operators. In this framework, the learnable parameters are optimized via a loss function that also depends on the minimizer of a convex optimization problem (denoted lower-level problem). We utilize an iterative algorithm called ‘piggyback’ to compute the gradient of the loss and minimizer of the lower-level problem. Given that the lower-level problem is solved numerically, the loss function and thus its gradient can only be computed inexactly. To estimate the accuracy of the computed hypergradient, we derive an a-posteriori error bound, which provides guides for setting the tolerance for the lower-level problem, as well as the piggyback algorithm. To efficiently solve the upper-level optimization, we also propose an adaptive method for choosing a suitable step size. To illustrate the proposed method, we consider a few learned regularizer problems, such as training an input-convex neural network.</p>

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An Adaptively Inexact Method for Bilevel Learning Using Primal–Dual-Style Differentiation

  • Lea Bogensperger,
  • Matthias J. Ehrhardt,
  • Thomas Pock,
  • Mohammad Sadegh Salehi,
  • Hok Shing Wong

摘要

We consider a bilevel learning framework for learning linear operators. In this framework, the learnable parameters are optimized via a loss function that also depends on the minimizer of a convex optimization problem (denoted lower-level problem). We utilize an iterative algorithm called ‘piggyback’ to compute the gradient of the loss and minimizer of the lower-level problem. Given that the lower-level problem is solved numerically, the loss function and thus its gradient can only be computed inexactly. To estimate the accuracy of the computed hypergradient, we derive an a-posteriori error bound, which provides guides for setting the tolerance for the lower-level problem, as well as the piggyback algorithm. To efficiently solve the upper-level optimization, we also propose an adaptive method for choosing a suitable step size. To illustrate the proposed method, we consider a few learned regularizer problems, such as training an input-convex neural network.