Tommaso Giovannelli

Tommaso Giovannelli, Oumaima Sohab, Luis Nunes Vicente

We are interested in assessing the use of neural networks as surrogate models to approximate and minimize objective functions in optimization problems. While neural networks are widely used for machine learning tasks such as classification and regression, their application in solving optimization problems has been limited. Our study begins by determining the best activation function for approximating the objective functions of popular nonlinear optimization test problems, and the evidence provided shows that~SiLU has the best performance. We then analyze the accuracy of function value, gradient, and Hessian approximations for such objective functions obtained through interpolation/regression models and neural networks. When compared to interpolation/regression models, neural networks can deliver competitive zero- and first-order approximations (at a high training cost) but underperform on second-order approximation. However, it is shown that combining a neural net activation function with the natural basis for quadratic interpolation/regression can waive the necessity of including cross terms in the natural basis, leading to models with fewer parameters to determine. Lastly, we provide evidence that the performance of a state-of-the-art derivative-free optimization algorithm can hardly be improved when the gradient of an objective function is approximated using any of the surrogate models considered, including neural networks.

Tommaso Giovannelli, Jingfu Tan, Luis Nunes Vicente

In this paper, we develop a stochastic set-valued optimization (SVO) framework tailored for robust machine learning. In the SVO setting, each decision variable is mapped to a set of objective values, and optimality is defined via set relations. We focus on SVO problems with hyperbox sets, which can be reformulated as multi-objective optimization (MOO) problems with finitely many objectives and serve as a foundation for representing or approximating more general mapped sets. Two special cases of hyperbox-valued optimization (HVO) are interval-valued (IVO) and rectangle-valued (RVO) optimization. We construct stochastic IVO/RVO formulations that incorporate subquantiles and superquantiles into the objective functions of the MOO reformulations, providing a new characterization for subquantiles. These formulations provide interpretable trade-offs by capturing both lower- and upper-tail behaviors of loss distributions, thereby going beyond standard empirical risk minimization and classical robust models. To solve the resulting multi-objective problems, we adopt stochastic multi-gradient algorithms and select a Pareto knee solution. In numerical experiments, the proposed algorithms with this selection strategy exhibit improved robustness and reduced variability across test replications under distributional shift compared with empirical risk minimization, while maintaining competitive accuracy.

Tommaso Giovannelli, Griffin D. Kent

Multi-agent debate has emerged as a promising approach for improving LLM reasoning on ground-truth tasks, yet current methodologies face certain structural limitations: debate tends to induce a martingale over belief trajectories, majority voting accounts for most observed gains, and LLMs exhibit confidence escalation rather than calibration across rounds. We argue that the genuine value of debate, and dialectic systems as a whole, lies not in ground-truth tasks but in defeasible domains, where every position can in principle be defeated by better reasoning. We present the Council of Hierarchical Agentic Language (CHAL), a multi-agent dialectic framework that treats defeasible argumentation as an engine for belief optimization. Each agent maintains a CHAL Belief Schema (CBS), a graph-structured belief representation with a Bayesian-inspired architecture, that facilitates belief revision through a gradient-informed dynamic mechanism by leveraging the strength of the belief's thesis as a differentiable objective. Meta-cognitive value systems spanning epistemology, logic, and ethics are elevated to configurable hyperparameters governing agent reasoning and adjudication outcomes. We provide a series of ablation experiments that demonstrate systematic and interpretable effects: the adjudicator's value system determines the debate's overall trajectories in latent belief space, council diversity refines beliefs for all participants, and the framework generalizes across broad fields. CHAL is, to our knowledge, the first framework to treat multi-agent debate as structured belief optimization over defeasible domains. Further, the auditable belief artifacts it produces establish the foundation for dedicated evaluation suites for defeasible argumentation, with broader implications for building AI systems whose reasoning and value commitments are transparent, aligned, and subject to human oversight.

Tommaso Giovannelli, Griffin Dean Kent, Luis Nunes Vicente

With the success that the field of bilevel optimization has seen in recent years, similar methodologies have started being applied to solving more difficult applications that arise in trilevel optimization. At the helm of these applications are new machine learning formulations that have been proposed in the trilevel context and, as a result, efficient and theoretically sound stochastic methods are required. In this work, we propose the first-ever stochastic gradient descent method for solving unconstrained trilevel optimization problems and provide a convergence theory that covers all forms of inexactness of the trilevel adjoint gradient, such as the inexact solutions of the middle-level and lower-level problems, inexact computation of the trilevel adjoint formula, and noisy estimates of the gradients, Hessians, Jacobians, and tensors of third-order derivatives involved. We also demonstrate the promise of our approach by providing numerical results on both synthetic trilevel problems and trilevel formulations for hyperparameter adversarial tuning.

Tommaso Giovannelli, Griffin Dean Kent, Luis Nunes Vicente

Two-level stochastic optimization formulations have become instrumental in a number of machine learning contexts such as continual learning, neural architecture search, adversarial learning, and hyperparameter tuning. Practical stochastic bilevel optimization problems become challenging in optimization or learning scenarios where the number of variables is high or there are constraints. In this paper, we introduce a bilevel stochastic gradient method for bilevel problems with nonlinear and possibly nonconvex lower-level constraints. We also present a comprehensive convergence theory that addresses both the lower-level unconstrained and constrained cases and covers all inexact calculations of the adjoint gradient (also called hypergradient), such as the inexact solution of the lower-level problem, inexact computation of the adjoint formula (due to the inexact solution of the adjoint equation or use of a truncated Neumann series), and noisy estimates of the gradients, Hessians, and Jacobians involved. To promote the use of bilevel optimization in large-scale learning, we have developed new low-rank practical bilevel stochastic gradient methods (BSG-N-FD and~BSG-1) that do not require second-order derivatives and, in the lower-level unconstrained case, dismiss any matrix-vector products.