Accelerating Finite-Sum Bilevel Optimization with Fully First-Order Oracles
math.OC, cs.LG, stat.ML
Submitted: 2026-10-17
Updated: 2026-10-17
Comments: 23 pages, 2 figures, 1 table
License: http://creativecommons.org/licenses/by/4.0/
The gist: We study nonconvex--strongly-convex bilevel optimization with finite-sum objectives and fully first-order oracles.
Terminology
Abstract
We study nonconvex--strongly-convex bilevel optimization with finite-sum objectives and fully first-order oracles. We propose Sampled Implicit Corrections for Bilevel Optimization (SICBO), which combines a penalty approximation with variance-reduced corrections for the lower-level variables. Under componentwise lower strong convexity, SICBO finds a point x satisfying E| gradΦ(x)| 2 epsilon squared within (N+ sqrt N κ 7/2 epsilon-2) component-gradient calls, where N is the total number of components and κ is the normalized lower-level condition number. The bound achieves square-root finite-sum dependence using only gradients and preserves the best known deterministic fully first-order condition-number exponent for smooth problems. Our improvement follows from a curvature-dependent bound for nonlinear correction errors, which permits epochs of length Θ(sqrt N/κ) with batches of size Θ(sqrt Nκ). A single-level reduction shows that the dependence on N and epsilon is optimal up to logarithmic factors for fixed κ.
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