mlsanityData to 7 Oct 2026

On the Convergence Theory for Hessian-Free Bilevel Algorithms

arXiv 2110.07004 ↗First posted 13 Oct 2021cs.LG math.OC stat.MLcited by 33

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Abstract (arXiv)

Bilevel optimization has arisen as a powerful tool in modern machine learning. However, due to the nested structure of bilevel optimization, even gradient-based methods require second-order derivative approximations via Jacobian- or/and Hessian-vector computations, which can be costly and unscalable in practice. Recently, Hessian-free bilevel schemes have been proposed to resolve this issue, where the general idea is to use zeroth- or first-order methods to approximate the full hypergradient of the bilevel problem. However, we empirically observe that such approximation can lead to large variance and unstable training, but estimating only the response Jacobian matrix as a partial component of the hypergradient turns out to be extremely effective. To this end, we propose a new Hessian-free method, which adopts the zeroth-order-like method to approximate the response Jacobian matrix via taking difference between two optimization paths. Theoretically, we provide the convergence rate analysis for the proposed algorithms, where our key challenge is to characterize the approximation and smoothness properties of the trajectory-dependent estimator, which can be of independent interest. This is the first known convergence rate result for this type of Hessian-free bilevel algorithms. Experimentally, we demonstrate that the proposed algorithms outperform baseline bilevel optimizers on various bilevel problems. Particularly, in our experiment on few-shot meta-learning with ResNet-12 network over the miniImageNet dataset, we show that our algorithm outperforms baseline meta-learning algorithms, while other baseline bilevel optimizers do not solve such meta-learning problems within a comparable time frame.

Key facts. Cited by 33 papers in the map (data through 7 Oct 2026). Builds on 42 of its 63 references that are in the map. First posted on arXiv 13 Oct 2021.

Builds on

42 of 63 references.

References · 42

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30 more
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Citing papers per year: 2022: 2; 2023: 7; 2024: 10; 2025: 7; 2026: 7.

33 papers.

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  1. 2023On Penalty-based Bilevel Gradient Descent Methodcited by 87
  2. 2024ScaleBiO: Scalable Bilevel Optimization for LLM Data Reweightingcited by 35
  3. 2023Optimal Algorithms for Stochastic Bilevel Optimization under Relaxed Smoothness Conditionscited by 31
  4. 2022Decentralized Stochastic Bilevel Optimization with Improved per-Iteration Complexitycited by 21
  5. 2023A Lower Bound and a Near-Optimal Algorithm for Bilevel Empirical Risk Minimizationcited by 16
  6. 2023Near-Optimal Nonconvex-Strongly-Convex Bilevel Optimization with Fully First-Order Oraclescited by 16
  7. 2024Imperative Learning: A Self-supervised Neuro-Symbolic Learning Framework for Robot Autonomycited by 16
  8. 2024Moreau Envelope for Nonconvex Bi-Level Optimization: A Single-loop and Hessian-free Solution Strategycited by 15
  9. 2024Optimal Hessian/Jacobian-Free Nonconvex-PL Bilevel Optimizationcited by 10
  10. 2025On The Sample Complexity Bounds In Bilevel Reinforcement Learningcited by 10
  11. 2024A Primal-Dual-Assisted Penalty Approach to Bilevel Optimization with Coupled Constraintscited by 7
  12. 2024Fully Zeroth-Order Bilevel Programming via Gaussian Smoothingcited by 6
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  1. 2023BiSLS/SPS: Auto-tune Step Sizes for Stable Bi-level Optimizationcited by 4
  2. 2023Effective Bilevel Optimization via Minimax Reformulationcited by 3
  3. 2024A Framework for Bilevel Optimization on Riemannian Manifoldscited by 3
  4. 2025Stochastic Bilevel Optimization with Heavy-Tailed Noisecited by 3
  5. 2022Lazy Queries Can Reduce Variance in Zeroth-order Optimizationcited by 2
  6. 2023Achieving O(ε-1.5) Complexity in Hessian/Jacobian-free Stochastic Bilevel Optimizationcited by 2
  7. 2024Online Nonconvex Bilevel Optimization with Bregman Divergencescited by 2
  8. 2025qNBO: quasi-Newton Meets Bilevel Optimizationcited by 2
  9. 2025Leveraging Machine Unlearning for Cost-Efficient Preference Alignmentcited by 2
  10. 2025Computational Budget Should Be Considered in Data Selectioncited by 2
  11. 2025Multi-Objective Bilevel Learningcited by 2
  12. 2024Soft-Label Integration for Robust Toxicity Classificationcited by 1
  13. 2024Fully First-Order Methods for Decentralized Bilevel Optimizationcited by 1
  14. 2026Achieving Better Local Regret Bound for Online Non-Convex Bilevel Optimizationcited by 1
  15. 2025A Provably Convergent Plug-and-Play Framework for Stochastic Bilevel Optimizationcited by 0
  16. 2026Sample Complexity Analysis for Constrained Bilevel Reinforcement Learningcited by 0
  17. 2026Fully First-Order Algorithms for Online Bilevel Optimizationcited by 0
  18. 2026Binomial Gradient-Based Meta-Learning for Enhanced Meta-Gradient Estimationcited by 0
  19. 2026CHAL: Council of Hierarchical Agentic Languagecited by 0
  20. 2026Hypergradient-based Bilevel Reinforcement Learning with Improved Sample Complexitycited by 0
  21. 2026ABO-Med: Accelerated Bilevel Optimization for Few-Shot Medical Image Classificationcited by 0