Amortized Implicit Differentiation for Stochastic Bilevel Optimization.
Michael ArbelJulien MairalPublished in: ICLR (2022)
Keyphrases
- stochastic optimization
- optimization algorithm
- global optimization
- linear programming
- stochastic programming
- stochastic search
- constrained optimization
- monte carlo sampling
- bilevel programming
- optimization method
- multistage
- optimization problems
- linear program
- stochastic model
- monte carlo
- higher level
- optimization approaches
- objective function