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Nonconvex Decentralized Stochastic Bilevel Optimization under Heavy-Tailed Noise
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Proposes D-NSVRGDA, a decentralized normalized stochastic variance-reduced bilevel algorithm (no clipping) with convergence guarantees for nonconvex (PL lower-level) decentralized bilevel optimization under heavy-tailed noise.
Problem
Decentralized stochastic bilevel optimization with nonconvex (PL) lower-level problems and heavy-tailed gradient noise, where standard finite-variance and strong convexity assumptions fail.
Approach
Combines normalized (not clipped) STORM-style variance-reduced gradient estimators with gradient tracking across workers, using a penalty-based minimax reformulation of the bilevel problem; analysis bounds optimization errors via function-value gaps rather than variable distances to handle normalized updates.
Key results
- Theorem gives O(1/T^{...}) iteration complexity scaling with 1/K (linear speedup) and 1/(1-λ)^2 spectral-gap dependence; recovers O(κ^10/ε^5) when s=2, K=1.
- Experiments on synthetic heavy-tailed data show D-NSVRGDA outperforms D-SVRGDA and D-SVRGDA-Clip across noise levels α in {0.2, 0.1, 0.05}, with clipping threshold hard to tune.
- On MLP and RNN pruning tasks (80% pruning), D-NSVRGDA consistently outperforms baselines in loss and accuracy/AUC.
Limitations
- Convergence bound only for expected gradient norm under PL and bounded-smoothness assumptions; does not match single-level STORM rate 1/T^{1/3}.
- Experiments are small-scale (synthetic data, small networks) with limited real-world evaluation.
- Clipping baseline sensitivity shows tuning difficulty; normalized method still requires many hyperparameters (step sizes, penalty, batch sizes).
Experimental setup
Datasets: synthetic Cauchy-noise binary classification synthetic Bernoulli common/rare features a9a covtype IMDB Sentiment140
Benchmarks: a9a covtype IMDB Sentiment140 synthetic Cauchy-noise dataset synthetic Bernoulli dataset
Metrics: upper-level loss value test accuracy test AUC
Baselines: D-SVRGDA D-SVRGDA-Clip D-F2BSA-1 D-F2BSA-5 D-F2BSA-10 D-F2BSA-VR DSBO MA-DSBO Gossip-DSBO VRDBO DSVRBGD DSGDA-GT
Builds on: STORM F2BSA clipped SGD batched-NSGDM
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