Decentralized stochastic bilevel optimization with improved per-iteration complexity

X Chen, M Huang, S Ma… - … on Machine Learning, 2023 - proceedings.mlr.press
Bilevel optimization recently has received tremendous attention due to its great success in
solving important machine learning problems like meta learning, reinforcement learning …

Will bilevel optimizers benefit from loops

K Ji, M Liu, Y Liang, L Ying - Advances in Neural …, 2022 - proceedings.neurips.cc
Bilevel optimization has arisen as a powerful tool for solving a variety of machine learning
problems. Two current popular bilevel optimizers AID-BiO and ITD-BiO naturally involve …

First-order penalty methods for bilevel optimization

Z Lu, S Mei - SIAM Journal on Optimization, 2024 - SIAM
In this paper, we study a class of unconstrained and constrained bilevel optimization
problems in which the lower level is a possibly nonsmooth convex optimization problem …

Optimal algorithms for stochastic bilevel optimization under relaxed smoothness conditions

X Chen, T Xiao, K Balasubramanian - Journal of Machine Learning …, 2024 - jmlr.org
We consider stochastic bilevel optimization problems involving minimizing an upper-level
($\texttt {UL} $) function that is dependent on the arg-min of a strongly-convex lower-level …

Achieving linear speedup in non-iid federated bilevel learning

M Huang, D Zhang, K Ji - International Conference on …, 2023 - proceedings.mlr.press
Federated bilevel learning has received increasing attention in various emerging machine
learning and communication applications. Recently, several Hessian-vector-based …

Accelerating inexact hypergradient descent for bilevel optimization

H Yang, L Luo, CJ Li, M Jordan… - OPT 2023: Optimization for …, 2023 - openreview.net
We present a method for solving general nonconvex-strongly-convex bilevel optimization
problems. Our method---the Restarted Accelerated HyperGradient Descent (RAHGD) …

Efficient hyper-parameter optimization with cubic regularization

Z Shen, H Yang, Y Li, J Kwok… - Advances in Neural …, 2024 - proceedings.neurips.cc
As hyper-parameters are ubiquitous and can significantly affect the model performance,
hyper-parameter optimization is extremely important in machine learning. In this paper, we …

Near-optimal fully first-order algorithms for finding stationary points in bilevel optimization

L Chen, Y Ma, J Zhang - arXiv preprint arXiv:2306.14853, 2023 - arxiv.org
Bilevel optimization has various applications such as hyper-parameter optimization and
meta-learning. Designing theoretically efficient algorithms for bilevel optimization is more …

What is a good metric to study generalization of minimax learners?

A Ozdaglar, S Pattathil, J Zhang… - Advances in Neural …, 2022 - proceedings.neurips.cc
Minimax optimization has served as the backbone of many machine learning problems.
Although the convergence behavior of optimization algorithms has been extensively studied …

Escaping saddle points in zeroth-order optimization: the power of two-point estimators

Z Ren, Y Tang, N Li - International Conference on Machine …, 2023 - proceedings.mlr.press
Two-point zeroth order methods are important in many applications of zeroth-order
optimization arising in robotics, wind farms, power systems, online optimization, and …