Learning Theory for Kernel Bilevel Optimization

• URL: http://arxiv.org/abs/2502.08457v1
• Date: Wed, 12 Feb 2025 14:52:04 GMT
• Title: Learning Theory for Kernel Bilevel Optimization
• Authors: Fares El Khoury, Edouard Pauwels, Samuel Vaiter, Michael Arbel,
• Abstract summary: We investigate the generalization properties for kernel bilevel optimization problems where the inner objective is optimized over a Reproducing Kernel Hilbert Space. We establish novel generalization error bounds for the bilevel problem under finite-sample approximation. These generalization error estimates allow to characterize the statistical accuracy of gradient-based methods applied to the empirical discretization of the bilevel problem.
• Score: 25.28618481877551
• License:
• Abstract: Bilevel optimization has emerged as a technique for addressing a wide range of machine learning problems that involve an outer objective implicitly determined by the minimizer of an inner problem. In this paper, we investigate the generalization properties for kernel bilevel optimization problems where the inner objective is optimized over a Reproducing Kernel Hilbert Space. This setting enables rich function approximation while providing a foundation for rigorous theoretical analysis. In this context, we establish novel generalization error bounds for the bilevel problem under finite-sample approximation. Our approach adopts a functional perspective, inspired by (Petrulionyte et al., 2024), and leverages tools from empirical process theory and maximal inequalities for degenerate $U$-processes to derive uniform error bounds. These generalization error estimates allow to characterize the statistical accuracy of gradient-based methods applied to the empirical discretization of the bilevel problem.

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