Err
Err
Related papers
- A Nearly Optimal Single Loop Algorithm for Stochastic Bilevel Optimization under Unbounded Smoothness [15.656614304616006]
This paper studies the problem of bilevel optimization where the upper-level function is nonstationary with potentially unbounded smoothness and the lower-level function is convex.
Existing algorithm relies on a nested loop, which crucially requires significant tuning efforts and is not practical.
arXiv Detail & Related papers (2024-12-28T04:40:27Z) - Stochastic Zeroth-Order Optimization under Strongly Convexity and Lipschitz Hessian: Minimax Sample Complexity [59.75300530380427]
We consider the problem of optimizing second-order smooth and strongly convex functions where the algorithm is only accessible to noisy evaluations of the objective function it queries.
We provide the first tight characterization for the rate of the minimax simple regret by developing matching upper and lower bounds.
arXiv Detail & Related papers (2024-06-28T02:56:22Z) - Bilevel Optimization under Unbounded Smoothness: A New Algorithm and
Convergence Analysis [17.596465452814883]
Current bilevel optimization algorithms assume that the iterations of the upper-level function is unbounded smooth.
Recent studies reveal that certain neural networks exhibit such unbounded smoothness.
arXiv Detail & Related papers (2024-01-17T20:28:15Z) - Optimal Algorithms for Stochastic Bilevel Optimization under Relaxed
Smoothness Conditions [9.518010235273785]
We present a novel fully Liploop Hessian-inversion-free algorithmic framework for bilevel optimization.
We show that by a slight modification of our approach our approach can handle a more general multi-objective robust bilevel optimization problem.
arXiv Detail & Related papers (2023-06-21T07:32:29Z) - Optimal Extragradient-Based Bilinearly-Coupled Saddle-Point Optimization [116.89941263390769]
We consider the smooth convex-concave bilinearly-coupled saddle-point problem, $min_mathbfxmax_mathbfyF(mathbfx) + H(mathbfx,mathbfy)$, where one has access to first-order oracles for $F$, $G$ as well as the bilinear coupling function $H$.
We present a emphaccelerated gradient-extragradient (AG-EG) descent-ascent algorithm that combines extragrad
arXiv Detail & Related papers (2022-06-17T06:10:20Z) - Improved Convergence Rate of Stochastic Gradient Langevin Dynamics with
Variance Reduction and its Application to Optimization [50.83356836818667]
gradient Langevin Dynamics is one of the most fundamental algorithms to solve non-eps optimization problems.
In this paper, we show two variants of this kind, namely the Variance Reduced Langevin Dynamics and the Recursive Gradient Langevin Dynamics.
arXiv Detail & Related papers (2022-03-30T11:39:00Z) - Efficiently Escaping Saddle Points in Bilevel Optimization [48.925688192913]
Bilevel optimization is one of the problems in machine learning.
Recent developments in bilevel optimization converge on the first fundamental nonaptature multi-step analysis.
arXiv Detail & Related papers (2022-02-08T07:10:06Z) - A Momentum-Assisted Single-Timescale Stochastic Approximation Algorithm
for Bilevel Optimization [112.59170319105971]
We propose a new algorithm -- the Momentum- Single-timescale Approximation (MSTSA) -- for tackling problems.
MSTSA allows us to control the error in iterations due to inaccurate solution to the lower level subproblem.
arXiv Detail & Related papers (2021-02-15T07:10:33Z) - Towards Better Understanding of Adaptive Gradient Algorithms in
Generative Adversarial Nets [71.05306664267832]
Adaptive algorithms perform gradient updates using the history of gradients and are ubiquitous in training deep neural networks.
In this paper we analyze a variant of OptimisticOA algorithm for nonconcave minmax problems.
Our experiments show that adaptive GAN non-adaptive gradient algorithms can be observed empirically.
arXiv Detail & Related papers (2019-12-26T22:10:10Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.