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research article

Adaptive Bilevel Optimization

Antonakopoulos, Kimon  
•
Sabach, Shoham
•
Viano, Luca  
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May 2, 2025
ACM / IMS Journal of Data Science

We propose a new adaptive optimization algorithm based on mirror descent for a class of possibly non-convex smooth bilevel optimization problems. The bilevel optimization template is broadly applicable in machine learning as it features two coupled problems where the optimal solution set of an inner problem serves as a constraint set for the outer problem. Currently, available algorithms require knowledge of both inner and outer gradient Lipschitz constants, which are difficult to tune in practice. By using an “on the fly” accumulation strategy on gradient norms, our adaptive algorithm circumvents this difficulty, and to our knowledge, is the first adaptive algorithm for bilevel optimization. In the convex setting, we obtain a convergence rate of (\mathcal {O}(1/T) ) in terms of the outer objective function, where T is the number of iterations. For non-convex outer objective functions, our algorithm achieves a best-iterate guarantee of (\mathcal {O}(1/T) ) in terms of the squared norm of the gradient of the outer objective function. Additionally, we provide numerical evidence to support the theory in a reinforcement learning setting.

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Type
research article
DOI
10.1145/3728478
Author(s)
Antonakopoulos, Kimon  

École Polytechnique Fédérale de Lausanne

Sabach, Shoham

Faculty of Data and Decision Sciences, Technion-Israel Institute of Technology, Haifa Israel

Viano, Luca  

École Polytechnique Fédérale de Lausanne

Hong, Mingyi

University of Minnesota, Minneapolis, USA

Cevher, Volkan  orcid-logo

École Polytechnique Fédérale de Lausanne

Date Issued

2025-05-02

Publisher

Association for Computing Machinery (ACM)

Published in
ACM / IMS Journal of Data Science
Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LIONS  
Available on Infoscience
May 6, 2025
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/249852
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