arXiv Machine Learning

Accelerated Fully First-Order Methods for Bilevel and Minimax Optimization

arXiv:2405. 00914v4 Announce Type: replace-cross Abstract: We present in this paper novel accelerated fully first-order methods in \emph{Bilevel Optimization} (BLO).

arXiv Machine Learning
5d ago

To Solve Bilevel Optimization with Nonconvex Lower Levels, We Need Second-Order Stationarity

arXiv:2609. 30501v1 Announce Type: new Abstract: Although bilevel optimization (BLO) has emerged as a powerful framework for addressing many complex and nested machine learning problems in recent years, most existing studies are confined to the lower-level strongly convex (LLSC) or lower-level generally convex (LLGC) settings (i.

By Zhiyao Zhang, Menglu Yu, Alvaro Velasquez, Nathaniel D. Bastian, Jia Liu
arXiv Machine Learning
1d ago

Optimal Stochastic Bilevel Optimization with First-Order Oracles

The paper investigates nonconvex–strongly-convex bilevel optimization using a stochastic first-order oracle. It introduces MRT‑FD, a single-loop first‑order algorithm that tracks the upper-level variable, the lower-level solution, and an auxiliary response from implicit differentiation, updating all variables in each iteration and approximating second‑order derivative actions via order‑p finite differences. For any fixed finite smoothness order p ≥ 1, MRT‑FD achieves an ε‑stationary point with O(ε^{‑4‑2/p}) stochastic gradient queries, and the authors prove a matching Ω(ε^{‑4‑2/p}) lower bound, thereby closing the complexity gap in this setting.

By Linxuan Pan, Junchi Yang