arXiv Machine Learning

Federated stochastic bilevel optimization with fully first-order gradients

arXiv Machine Learning
Jul 24

Non-Stationary Functional Bilevel Optimization

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.

By Jason Bohne, Ieva Petrulionyte, Michael Arbel, Julien Mairal, Pawe{\l} Polak
arXiv Machine Learning
Jun 18

Stochastic Adaptive Gradient Descent Without Descent

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.

By Jean-Fran\c{c}ois Aujol, J\'er\'emie Bigot, Camille Castera
arXiv Machine Learning
Jun 19

Federated Bilevel Performative Prediction

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.

By Liangxin Qian, Chang Liu, Xuanyu Cao, Jun Zhao, Kwok-Yan Lam
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
arXiv Machine Learning
Sep 14

High-Probability Convergence of SGD via Batched Updates

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.

By Feng Zhu, Robert W. Heath Jr., Aritra Mitra