Min-Max Bilevel Multi-objective Optimization with Applications in Machine Learning
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Abstract (arXiv)
We consider a generic min-max multi-objective bilevel optimization problem with applications in robust machine learning such as representation learning and hyperparameter optimization. We design MORBiT, a novel single-loop gradient descent-ascent bilevel optimization algorithm, to solve the generic problem and present a novel analysis showing that MORBiT converges to the first-order stationary point at a rate of widetildeO(n1/2 K-2/5) for a class of weakly convex problems with n objectives upon K iterations of the algorithm. Our analysis utilizes novel results to handle the non-smooth min-max multi-objective setup and to obtain a sublinear dependence in the number of objectives n. Experimental results on robust representation learning and robust hyperparameter optimization showcase (i) the advantages of considering the min-max multi-objective setup, and (ii) convergence properties of the proposed MORBiT. Our code is at https://github.com/minimario/MORBiT.
Key facts. Cited by 9 papers in the map (data through 7 Oct 2026). Builds on 22 of its 61 references that are in the map. First posted on arXiv 3 Mar 2022.
Builds on
22 of 61 references.
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10 more
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Citing papers per year: 2022: 2; 2023: 2; 2024: 2; 2025: 1; 2026: 2.
9 papers.
- 2023Optimal Algorithms for Stochastic Bilevel Optimization under Relaxed Smoothness Conditionscited by 31
- 2023Refined Coreset Selection: Towards Minimal Coreset Size under Model Performance Constraintscited by 13
- 2022Multi-block Min-max Bilevel Optimization with Applications in Multi-task Deep AUC Maximizationcited by 11
- 2022RoCourseNet: Distributionally Robust Training of a Prediction Aware Recourse Modelcited by 11
- 2024A First-Order Multi-Gradient Algorithm for Multi-Objective Bi-Level Optimizationcited by 8
- 2024Partial Rankings of Optimizerscited by 8
- 2025Multi-Objective Bilevel Learningcited by 2
- 2026A Tale of Two Problems: Multi-Task Bilevel Learning Meets Equality Constrained Multi-Objective Optimizationcited by 1
- 2026On the Stability and Generalization of First-order Bilevel Minimax Optimizationcited by 0
- 2026A Tale of Two Problems: Multi-Task Bilevel Learning Meets Equality Constrained Multi-Objective Optimization9 May 2026
- 2026On the Stability and Generalization of First-order Bilevel Minimax Optimization22 Apr 2026
- 2025Multi-Objective Bilevel Learning11 Nov 2025
- 2024Partial Rankings of Optimizers26 Feb 2024
- 2024A First-Order Multi-Gradient Algorithm for Multi-Objective Bi-Level Optimization17 Jan 2024
- 2023Refined Coreset Selection: Towards Minimal Coreset Size under Model Performance Constraints15 Nov 2023
- 2023Optimal Algorithms for Stochastic Bilevel Optimization under Relaxed Smoothness Conditions21 Jun 2023
- 2022RoCourseNet: Distributionally Robust Training of a Prediction Aware Recourse Model1 Jun 2022
- 2022Multi-block Min-max Bilevel Optimization with Applications in Multi-task Deep AUC Maximization1 Jun 2022