On Stability and Generalization of Bilevel Optimization Problem

• URL: http://arxiv.org/abs/2210.01063v2
• Date: Wed, 5 Oct 2022 18:36:15 GMT
• Title: On Stability and Generalization of Bilevel Optimization Problem
• Authors: Meng Ding, Mingxi Lei, Yunwen Lei, Di Wang, Jinhui Xu
• Abstract summary: (Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications. We first provide a connection between stability and error in different forms and give a high probability which improves the previous best one. We then provide first stability for the where both inner outer level parameters are continuous, while existing allows only the outer level parameter to be updated.
• Score: 39.662459636180174
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: (Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on this problem only focused on analyzing the convergence or improving the convergence rate, while little effort has been devoted to understanding its generalization behaviors. In this paper, we conduct a thorough analysis on the generalization of first-order (gradient-based) methods for the bilevel optimization problem. We first establish a fundamental connection between algorithmic stability and generalization error in different forms and give a high probability generalization bound which improves the previous best one from $\bigO(\sqrt{n})$ to $\bigO(\log n)$, where $n$ is the sample size. We then provide the first stability bounds for the general case where both inner and outer level parameters are subject to continuous update, while existing work allows only the outer level parameter to be updated. Our analysis can be applied in various standard settings such as strongly-convex-strongly-convex (SC-SC), convex-convex (C-C), and nonconvex-nonconvex (NC-NC). Our analysis for the NC-NC setting can also be extended to a particular nonconvex-strongly-convex (NC-SC) setting that is commonly encountered in practice. Finally, we corroborate our theoretical analysis and demonstrate how iterations can affect the generalization error by experiments on meta-learning and hyper-parameter optimization.

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