Select-then-differentiate: Solving Bilevel Optimization with Manifold Lower-level Solution Sets
- URL: http://arxiv.org/abs/2605.09209v1
- Date: Sat, 09 May 2026 23:00:31 GMT
- Title: Select-then-differentiate: Solving Bilevel Optimization with Manifold Lower-level Solution Sets
- Abstract summary: We study optimistic bilevel optimization the lower-level problem has a non-isolated manifold of minimizers.<n>We show that uniqueness of the optimistic selection is sufficient.<n>This yields explicit pseudoinverse-based hyper-gradient formula.
- Score: 43.989426547201965
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We study optimistic bilevel optimization when the lower-level problem has a non-isolated manifold of minimizers. In this setting, the hyper-objective may be non-differentiable because the upper-level criterion must choose among multiple lower-level solutions. Under a local Polyak--Łojasiewicz (PŁ) condition, we show that differentiability does not require the lower-level solution set to be a singleton: uniqueness of the optimistic selection is sufficient. This yields an explicit pseudoinverse-based hyper-gradient formula extending the classical singleton-minimizer result. We further characterize the regularity of the hyper-objective: non-degeneracy of the selected minimizer along the solution manifold yields local smoothness, while failure of uniqueness can create many non-differentiable points and failure of non-degeneracy can destroy all positive Hölder regularity of the hyper-gradient. Motivated by this theory, we propose HG-MS, a select-then-differentiate method combining explicit optimistic selection with efficient pseudoinverse-based hyper-gradient computation. Despite the nonconvex nature of optimistic selection over the lower-level solution manifold, we show that HG-MS converges to a stationary point of the optimistic objective with complexity governed by the intrinsic dimension of the solution manifold rather than its ambient dimension. Empirically, we test a practical variant of HG-MS for matched-budget LLM source reweighting. This variant preserves the select-then-differentiate principle and obtains the best GSM8K/MATH scores across the tested backbones, along with competitive or best MT-Bench instruction-following results.
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