Publication
NeurIPS 2023
Conference paper

An Alternating Optimization Method for Bilevel Problems under the Polyak-Łojasiewicz Condition

Abstract

Bilevel optimization has recently regained interest owing to its applications in emerging machine learning fields such as hyperparameter optimization, meta-learning, and reinforcement learning. Recent results have shown that simple alternating (implicit) gradient-based algorithms can achieve the same convergence rate of single-level gradient descent (GD) for bilevel problems with a strongly convex lower-level objective. However, it remains unclear whether this result can be generalized to bilevel problems beyond this basic setting. In this paper, we propose a \textsf{G}eneralized \textsf{AL}ternating m\textsf{E}thod for bilevel op\textsf{T}imization (\textsf{GALET}) with a nonconvex lower-level objective that satisfies the Polyak-Łojasiewicz (PL) condition. We first introduce a stationary metric for the considered bilevel problems, which generalizes the existing metric. We then establish that GALET achieves an $\epsilon$-stationary metric for the considered problem within $\mathcal{O}(\epsilon^{-1})$ iterations, which matches the iteration complexity of GD for single-level smooth nonconvex problems.

Date

10 Dec 2023

Publication

NeurIPS 2023

Authors

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