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Nonconvex Decentralized Stochastic Bilevel Optimization under Heavy-Tailed Noise

NeurIPS 2026 · Optimization › Nonconvex and smooth optimization · approach: Stochastic gradient last-iterate analysis · 0 citations (OpenAlex)

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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

Limitations

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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