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Optimal Hessian/Jacobian-Free Nonconvex-PL Bilevel Optimization

ICML 2024 · Optimization › Nonconvex and smooth optimization · approach: Penalty and implicit-gradient bilevel methods · 0 citations (OpenAlex)

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Proposes HJFBiO, a Hessian/Jacobian-free single-loop bilevel method for nonconvex lower-level problems satisfying PL, using finite-difference Hessian/Jacobian-vector estimates and a new vector projection, claiming O(1/T) rate and O(eps^-1) gradient complexity.

Problem

Nonconvex-PL bilevel optimization where the upper-level may be nonconvex and the lower-level is nonconvex but satisfies the Polyak-Łojasiewicz condition; existing methods need costly Hessian/Jacobian matrices/inverses or have high complexity.

Approach

Replace Hessian/Jacobian matrices and projected Hessian inverses with finite-difference Hessian-vector and Jacobian-vector estimates and an auxiliary vector v updated by projected gradient steps on a strongly convex surrogate, with a new projection M_{r_h}(H,v)=S[H]P(v) that is applied to vectors; the three-sequence single-loop scheme achieves O(eps^-1) complexity.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use HJFBiO with finite-difference estimators and the new projection operator instead of Hessian/Jacobian-based computationNonconvex-PL bilevel optimization · Nonconvex-PL bilevel optimization (global and local PL)gradient complexity: O(\epsilon^{-1})Helped
Use HJFBiO instead of the compared methodsBilevel PL game · Bilevel PL game (d=100 and d=200)gradient normHelped
Use HJFBiO instead of the compared methodsHyper-representation learning · Matrix sensing distance (d=100 and d=200)distanceHelped
Use HJFBiO instead of MGBiOHyper-representation learning · Matrix sensing loss (d=100 and d=200)lossNo clear effect
Replace Hessian/Jacobian matrix computations with first-order gradients and finite-difference estimatesHJFBiO · Nonconvex-PL bilevel optimizationper-iteration computation complexity: O(p+d)Helped
Use HJFBiO instead of MGBiOBilevel PL game and hyper-representation learning · Bilevel PL game and matrix sensingper-iteration computationHelped

Surprising findings

Limitations

Experimental setup

Datasets: synthetic bilevel PL game data synthetic matrix sensing data

Benchmarks: bilevel PL game (d=100, d=200) hyper-representation learning on matrix sensing (d=100, d=200)

Metrics: norm of gradient distance ||UU^T-H*||_F^2/||H*||_F^2 loss

Baselines: BOME V-PBGD GALET SLM Prox-F2BA F2BA MGBiO AdaPAG BVFSM

Builds on: MGBiO F2BA BOME AdaPAG GALET

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