Semiparametric Efficient Bilevel Gradient Estimation
- URL: http://arxiv.org/abs/2605.21341v1
- Date: Wed, 20 May 2026 16:07:55 GMT
- Title: Semiparametric Efficient Bilevel Gradient Estimation
- Abstract summary: We develop a semiparametric debiasing theory for population bilevels based on the efficient influence function.<n>We establish a cross-fitted hypergradient estimator for which we establish normality together with uniform control over the outer parameter.<n>On synthetic bilevel benchmarks with known ground truth, the method tracks the efficient-gradient benchmark and improves over plug-in functional hypergradients and regularized kernel bilevel baselines.
- Score: 40.349437034326606
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Functional bilevel methods estimate a lower-level function and plug it into a hypergradient, but this plug-in gradient can retain first-order bias when the lower-level problem is learned nonparametrically. To remove this bias, we develop a semiparametric debiasing theory for population bilevel gradients based on the efficient influence function. This perspective leads to a cross-fitted orthogonal hypergradient estimator for which we establish asymptotic normality together with uniform control over the outer parameter. Under quadratic losses, the estimator reduces to a simple doubly robust score based on conditional mean nuisances. On synthetic bilevel benchmarks with known ground truth, the method tracks the oracle efficient-gradient benchmark and improves over plug-in functional hypergradients and regularized kernel bilevel baselines.
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