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arXiv 2306.02422math.OCcs.LG
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Polyak-Łojasiewicz条件下双层学习的广义交替方法

A Generalized Alternating Method for Bilevel Learning under the Polyak-Łojasiewicz Condition

Rensselaer Polytechnic Institute(伦斯勒理工学院);IBM Research(IBM研究院)

Quan Xiao, Songtao Lu, Tianyi Chen

AI总结:

针对下层非凸且满足PL条件的双层优化问题,提出广义交替方法GALET,证明其迭代复杂度与单层光滑非凸问题的梯度下降相当,拓展了双层优化交替算法的适用场景。

摘要:

双层优化近期因在超参数优化、元学习、强化学习等新兴机器学习领域的应用重新受到关注。已有研究表明,在求解下层目标为强凸的双层问题时,简单的基于交替(隐式)梯度的算法可达到与单层梯度下降(GD)相当的收敛速率。但目前尚不清楚该结果能否推广到这一基本设定之外的双层问题。本文首先针对满足Polyak-Łojasiewicz(PL)条件的非凸下层目标,为所研究的双层问题引入了一种平稳性度量,该度量推广了现有度量。随后我们提出了面向双层优化的广义交替方法(Generalized ALternating mEthod for bilevel opTimization, GALET),该方法专为下层问题为凸PL问题的双层优化(BLO)设计,并证明GALET可在$\tilde{\boldsymbol{\rm O}}(\boldsymbol{\rm ε}^{-1})$次迭代内得到所研究问题的$\boldsymbol{\rm ε}$-平稳点,这一迭代复杂度与单层光滑非凸问题的梯度下降(GD)迭代复杂度相当。

英文摘要:

Bilevel optimization has recently regained interest owing to its applications in emerging machine learning fields such as hyperparameter optimization, meta-learning, and reinforcement learning. Recent results have shown that simple alternating (implicit) gradient-based algorithms can match the convergence rate of single-level gradient descent (GD) when addressing bilevel problems with a strongly convex lower-level objective. However, it remains unclear whether this result can be generalized to bilevel problems beyond this basic setting. In this paper, we first introduce a stationary metric for the considered bilevel problems, which generalizes the existing metric, for a nonconvex lower-level objective that satisfies the Polyak-Łojasiewicz (PL) condition. We then propose a Generalized ALternating mEthod for bilevel opTimization (GALET) tailored to BLO with convex PL LL problem and establish that GALET achieves an $ε$-stationary point for the considered problem within $\tilde{\cal O}(ε^{-1})$ iterations, which matches the iteration complexity of GD for single-level smooth nonconvex problems.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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