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Author:

Chu, Tianshu (Chu, Tianshu.) | Xu, Dachuan (Xu, Dachuan.) | Yao, Wei (Yao, Wei.) | Zhang, Jin (Zhang, Jin.)

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EI

Abstract:

While stochastic bilevel optimization methods have been extensively studied for addressing large-scale nested optimization problems in machine learning, it remains an open question whether the optimal complexity bounds for solving bilevel optimization are the same as those in single-level optimization. Our main result resolves this question: SPABA, an adaptation of the PAGE method for nonconvex optimization in (Li et al., 2021) to the bilevel setting, can achieve optimal sample complexity in both the finite-sum and expectation settings. We show the optimality of SPABA by proving that there is no gap in complexity analysis between stochastic bilevel and single-level optimization when implementing PAGE. Notably, as indicated by the results of (Dagréou et al., 2022), there might exist a gap in complexity analysis when implementing other stochastic gradient estimators, like SGD and SAGA. In addition to SPABA, we propose several other single-loop stochastic bilevel algorithms, that either match or improve the state-of-the-art sample complexity results, leveraging our convergence rate and complexity analysis. Numerical experiments demonstrate the superior practical performance of the proposed methods. Copyright 2024 by the author(s)

Keyword:

Optimization algorithms Adversarial machine learning Consensus algorithm Stochastic systems

Author Community:

  • [ 1 ] [Chu, Tianshu]Institute of Operations Research and Information Engineering, Beijing University of Technology, Beijing; 100124, China
  • [ 2 ] [Xu, Dachuan]Institute of Operations Research and Information Engineering, Beijing University of Technology, Beijing; 100124, China
  • [ 3 ] [Yao, Wei]National Center for Applied Mathematics Shenzhen, Southern University of Science and Technology, Shenzhen, China
  • [ 4 ] [Yao, Wei]Department of Mathematics, Southern University of Science and Technology, Shenzhen, China
  • [ 5 ] [Zhang, Jin]National Center for Applied Mathematics Shenzhen, Southern University of Science and Technology, Shenzhen, China
  • [ 6 ] [Zhang, Jin]Department of Mathematics, Southern University of Science and Technology, Shenzhen, China

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Year: 2024

Volume: 235

Page: 8848-8903

Language: English

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

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Chinese Cited Count:

30 Days PV: 20

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