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A Single-Loop Algorithm for Decentralized Bilevel Optimization

delete2025-10-01
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PRE
AI
S
Shiqian Ma *
Y
Yang, Tunfeng *
DOI:10.1287/moor.2024.0488delete
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摘要

摘要

En 中文
Bilevel optimization has gained significant attention in recent years because of its broad applications in machine learning. This paper focuses on bilevel optimization in decentralized networks and proposes a novel single-loop algorithm for solving decentralized bilevel optimization with a strongly convex lower-level problem. Our approach is built on the basis of the SOBA framework, and it is a fully single-loop method that approximates the hypergradient by using merely two matrix-vector multiplications per iteration. Importantly, by incorporating the gradient tracking and projection techniques, our algorithm does not require any gradient heterogeneity assumption, which distinguishes it from existing methods for decentralized bilevel optimization and federated bilevel optimization. We establish the convergence rate of the proposed algorithm. Moreover, we present experimental results on hyperparameter optimization and data hyper-cleaning problems, which demonstrate the efficiency of our proposed algorithm.
Keyword:
decentralized optimization
bilevel optimization
hyperparameter tuning
iteration complexity
heterogeneity

期刊

M
Mathematics of Operations Research
IF:
1.9
论文数:
81
被引数:
0

机构

H
Hohai University
学者数:
2.3W
论文数: 1.8W
被引数: 2.1W
R
Rice University
学者数:
1.4W
论文数: 1.2W
被引数: 2.6W
N
Nanjing University
学者数:
7.0K
论文数: 2.6K
被引数: 8.1W
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引用论文

引用论文

First-Order Methods in Optimization
err
IF0
err2017-10-04
err0
PREAI
errAmir Beck
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Decentralized bilevel optimization
err2024-03-26
err0
PREAI
errXuxing Chen; Minhui Huang; Shiqian Ma
err分享
err收藏
学者 查看更多内容