Search Results for author: Riccardo Grazzi

Found 12 papers, 7 papers with code

On the Iteration Complexity of Hypergradient Computations

no code implementations ICML 2020 Riccardo Grazzi, Saverio Salzo, Massimiliano Pontil, Luca Franceschi

We study a general class of bilevel optimization problems, in which the upper-level objective is defined via the solution of a fixed point equation.

Bilevel Optimization Computational Efficiency +1

Nonsmooth Implicit Differentiation: Deterministic and Stochastic Convergence Rates

no code implementations18 Mar 2024 Riccardo Grazzi, Massimiliano Pontil, Saverio Salzo

We study the problem of efficiently computing the derivative of the fixed-point of a parametric nondifferentiable contraction map.

Data Poisoning Hyperparameter Optimization +1

Is Mamba Capable of In-Context Learning?

1 code implementation5 Feb 2024 Riccardo Grazzi, Julien Siems, Simon Schrodi, Thomas Brox, Frank Hutter

State of the art foundation models such as GPT-4 perform surprisingly well at in-context learning (ICL), a variant of meta-learning concerning the learned ability to solve tasks during a neural network forward pass, exploiting contextual information provided as input to the model.

In-Context Learning

Learning invariant representations of time-homogeneous stochastic dynamical systems

1 code implementation19 Jul 2023 Vladimir R. Kostic, Pietro Novelli, Riccardo Grazzi, Karim Lounici, Massimiliano Pontil

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics.

Learning Theory

Group Meritocratic Fairness in Linear Contextual Bandits

1 code implementation7 Jun 2022 Riccardo Grazzi, Arya Akhavan, John Isak Texas Falk, Leonardo Cella, Massimiliano Pontil

This is a very strong notion of fairness, since the relative rank is not directly observed by the agent and depends on the underlying reward model and on the distribution of rewards.

Fairness Multi-Armed Bandits

Bilevel Optimization with a Lower-level Contraction: Optimal Sample Complexity without Warm-start

2 code implementations NeurIPS 2023 Riccardo Grazzi, Massimiliano Pontil, Saverio Salzo

We analyse a general class of bilevel problems, in which the upper-level problem consists in the minimization of a smooth objective function and the lower-level problem is to find the fixed point of a smooth contraction map.

Bilevel Optimization Data Poisoning +2

Meta-Forecasting by combining Global Deep Representations with Local Adaptation

no code implementations5 Nov 2021 Riccardo Grazzi, Valentin Flunkert, David Salinas, Tim Januschowski, Matthias Seeger, Cedric Archambeau

While classical time series forecasting considers individual time series in isolation, recent advances based on deep learning showed that jointly learning from a large pool of related time series can boost the forecasting accuracy.

Meta-Learning Time Series +1

Convergence Properties of Stochastic Hypergradients

no code implementations13 Nov 2020 Riccardo Grazzi, Massimiliano Pontil, Saverio Salzo

Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning.

Bilevel Optimization Hyperparameter Optimization +1

On the Iteration Complexity of Hypergradient Computation

1 code implementation29 Jun 2020 Riccardo Grazzi, Luca Franceschi, Massimiliano Pontil, Saverio Salzo

We study a general class of bilevel problems, consisting in the minimization of an upper-level objective which depends on the solution to a parametric fixed-point equation.

Computational Efficiency Hyperparameter Optimization +1

Learning-to-Learn Stochastic Gradient Descent with Biased Regularization

1 code implementation25 Mar 2019 Giulia Denevi, Carlo Ciliberto, Riccardo Grazzi, Massimiliano Pontil

We study the problem of learning-to-learn: inferring a learning algorithm that works well on tasks sampled from an unknown distribution.

Far-HO: A Bilevel Programming Package for Hyperparameter Optimization and Meta-Learning

2 code implementations13 Jun 2018 Luca Franceschi, Riccardo Grazzi, Massimiliano Pontil, Saverio Salzo, Paolo Frasconi

In (Franceschi et al., 2018) we proposed a unified mathematical framework, grounded on bilevel programming, that encompasses gradient-based hyperparameter optimization and meta-learning.

Hyperparameter Optimization Meta-Learning

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