A Fully First-Order Layer for Differentiable Optimization
arXiv:2512. 02494v2 Announce Type: replace Abstract: Differentiable optimization layers enable learning systems to make decisions by solving embedded optimization problems.
arXiv:2512. 02494v2 Announce Type: replace Abstract: Differentiable optimization layers enable learning systems to make decisions by solving embedded optimization problems.
arXiv:2601. 15363v2 Announce Type: replace-cross Abstract: Functional bilevel optimization (FBO) provides a powerful framework for hierarchical learning in function spaces, yet current methods are limited to static offline settings and perform suboptimally in online, non-stationary scenarios.
arXiv:2505. 01258v2 Announce Type: replace-cross Abstract: Bilevel optimization has recently attracted significant attention in machine learning due to its wide range of applications and advanced hierarchical optimization capabilities.
arXiv:2509. 14969v2 Announce Type: replace Abstract: We introduce a new adaptive step-size strategy for convex optimization with stochastic gradient that exploits the local geometry of the objective function only by means of a first-order stochastic oracle and without any hyper-parameter tuning.
arXiv:2609. 06580v1 Announce Type: cross Abstract: We investigate stochastic simple bilevel optimization with smooth and possibly nonconvex upper- and lower-level objectives.
arXiv:2606. 19734v1 Announce Type: new Abstract: Federated bilevel optimization is widely used for nested learning problems across distributed clients, such as federated hyperparameter tuning and meta-learning under privacy and communication constraints.
arXiv:2607. 10263v1 Announce Type: new Abstract: Bilevel optimization underpins many machine learning applications, including hyperparameter optimization, meta-learning, neural architecture search, and reinforcement learning.
arXiv:2608. 12704v1 Announce Type: cross Abstract: Multi-objective bilevel optimization has wide applications in the AI area such as automated learning and multi-task meta-learning.
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.
arXiv:2409. 03682v2 Announce Type: replace Abstract: Learning new tasks by leveraging prior experience is a fundamental trait of intelligent systems.
arXiv:2511. 19656v3 Announce Type: replace Abstract: Although upper bound guarantees for bilevel optimization have been widely studied, progress on lower bounds has been limited due to the complexity of the bilevel structure.
The paper introduces Batched SGD, a variant that groups online samples into epochs and performs a single update per epoch using a low‑variance gradient estimate. This batching approach allows a straightforward high‑probability analysis without restrictive assumptions or auxiliary sequences, yielding near‑optimal rates for both strongly convex and non‑convex objectives under standard smoothness and sub‑Gaussian noise conditions. The authors also extend the method to federated learning, providing the first high‑probability guarantees with logarithmic communication complexity, linear speedup in the number of agents, and robustness to data heterogeneity.