FedNest: Federated Bilevel, Minimax, and Compositional Optimization
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Abstract (arXiv)
Standard federated optimization methods successfully apply to stochastic problems with single-level structure. However, many contemporary ML problems -- including adversarial robustness, hyperparameter tuning, and actor-critic -- fall under nested bilevel programming that subsumes minimax and compositional optimization. In this work, we propose fedblo: A federated alternating stochastic gradient method to address general nested problems. We establish provable convergence rates for fedblo in the presence of heterogeneous data and introduce variations for bilevel, minimax, and compositional optimization. fedblo introduces multiple innovations including federated hypergradient computation and variance reduction to address inner-level heterogeneity. We complement our theory with experiments on hyperparameter & hyper-representation learning and minimax optimization that demonstrate the benefits of our method in practice. Code is available at https://github.com/ucr-optml/FedNest.
Key facts. Cited by 60 papers in the map (data through 7 Oct 2026). Builds on 70 of its 115 references that are in the map. First posted on arXiv 4 May 2022.
Builds on
70 of 115 references.
References · 70
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- 2017Towards Deep Learning Models Resistant to Adversarial Attackscited by 6,326
- 2017Model-Agnostic Meta-Learning for Fast Adaptation of Deep Networkscited by 4,861
- 2019Advances and Open Problems in Federated Learningcited by 3,021
- 2018Federated Optimization in Heterogeneous Networkscited by 2,971
- 2018DARTS: Differentiable Architecture Searchcited by 1,782
- 2019On the Convergence of FedAvg on Non-IID Datacited by 1,220
- 2020Adaptive Federated Optimizationcited by 1,036
- 2020Tackling the Objective Inconsistency Problem in Heterogeneous Federated Optimizationcited by 897
- 2019Measuring the Effects of Non-Identical Data Distribution for Federated Visual Classificationcited by 836
- 2013Stochastic First- and Zeroth-order Methods for Nonconvex Stochastic Programmingcited by 716
- 2018Local SGD Converges Fast and Communicates Littlecited by 595
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- 2016Federated Optimization: Distributed Machine Learning for On-Device Intelligencecited by 558
- 2021Federated Learning Based on Dynamic Regularizationcited by 555
- 2019Agnostic Federated Learningcited by 451
- 2018Adaptive Federated Learning in Resource Constrained Edge Computing Systemscited by 408
- 2018Bilevel Programming for Hyperparameter Optimization and Meta-Learningcited by 403
- 2018Meta-learning with differentiable closed-form solverscited by 395
- 2015Gradient-based Hyperparameter Optimization through Reversible Learningcited by 357
- 2019Optimizing Millions of Hyperparameters by Implicit Differentiationcited by 303
- 2018Parallel Restarted SGD with Faster Convergence and Less Communication: Demystifying Why Model Averaging Works for Deep Learningcited by 277
- 2019On Gradient Descent Ascent for Nonconvex-Concave Minimax Problemscited by 266
- 2017Forward and Reverse Gradient-Based Hyperparameter Optimizationcited by 232
- 2016Hyperparameter optimization with approximate gradientcited by 231
- 2018Approximation Methods for Bilevel Programmingcited by 231
- 2020Bilevel Optimization: Convergence Analysis and Enhanced Designcited by 219
- 2018Truncated Back-propagation for Bilevel Optimizationcited by 187
- 2019Qsparse-local-SGD: Distributed SGD with Quantization, Sparsification, and Local Computationscited by 179
- 2020On the Iteration Complexity of Hypergradient Computationcited by 154
- 2021Investigating Bi-Level Optimization for Learning and Vision from a Unified Perspective: A Survey and Beyondcited by 151
- 2019Solving a Class of Non-Convex Min-Max Games Using Iterative First Order Methodscited by 148
- 2018A Variational Inequality Perspective on Generative Adversarial Networkscited by 144
- 2019A Unified Analysis of Extra-gradient and Optimistic Gradient Methods for Saddle Point Problems: Proximal Point Approachcited by 142
- 2020A Two-Timescale Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Criticcited by 141
- 2017A Review on Bilevel Optimization: From Classical to Evolutionary Approaches and Applicationscited by 126
- 2021Linear Convergence in Federated Learning: Tackling Client Heterogeneity and Sparse Gradientscited by 122
- 2020A Finite Time Analysis of Two Time-Scale Actor Critic Methodscited by 120
- 2020FedSplit: An algorithmic framework for fast federated optimizationcited by 108
- 2018Cooperative SGD: A unified Framework for the Design and Analysis of Communication-Efficient SGD Algorithmscited by 106
- 2021A Near-Optimal Algorithm for Stochastic Bilevel Optimization via Double-Momentumcited by 106
- 2021Distributionally Robust Federated Averagingcited by 104
- 2020Robust Federated Learning: The Case of Affine Distribution Shiftscited by 102
- 2022A framework for bilevel optimization that enables stochastic and global variance reduction algorithmscited by 99
- 2018The Limit Points of (Optimistic) Gradient Descent in Min-Max Optimizationcited by 98
- 2020Efficient Methods for Structured Nonconvex-Nonconcave Min-Max Optimizationcited by 94
- 2014Stochastic Compositional Gradient Descent: Algorithms for Minimizing Compositions of Expected-Value Functionscited by 93
- 2020FedGAN: Federated Generative Adversarial Networks for Distributed Datacited by 89
- 2019First Analysis of Local GD on Heterogeneous Datacited by 80
- 2020A Generic First-Order Algorithmic Framework for Bi-Level Programming Beyond Lower-Level Singletoncited by 78
- 2019Efficient Algorithms for Smooth Minimax Optimizationcited by 75
50 most cited of 70 All 70 (JSON)
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Citing papers per year: 2022: 12; 2023: 26; 2024: 10; 2025: 6; 2026: 6.
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- 2023On Penalty-based Bilevel Gradient Descent Methodcited by 87
- 2023Recent Advances on Federated Learning: A Systematic Surveycited by 40
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- 2022Decentralized Hyper-Gradient Computation over Time-Varying Directed Networkscited by 1
- 2023FedPop: Federated Population-based Hyperparameter Tuningcited by 1
- 2023FedDRO: Federated Compositional Optimization for Distributionally Robust Learningcited by 1
- 2024Achieving Near-Optimal Convergence for Distributed Minimax Optimization with Adaptive Stepsizescited by 1
- 2024Fully First-Order Methods for Decentralized Bilevel Optimizationcited by 1
- 2024Exploring the Generalization Capabilities of AID-based Bi-level Optimizationcited by 1
- 2026A Tale of Two Problems: Multi-Task Bilevel Learning Meets Equality Constrained Multi-Objective Optimizationcited by 1
- 2023Federated Multi-Sequence Stochastic Approximation with Local Hypergradient Estimationcited by 0
- 2023Achieving Linear Speedup in Decentralized Stochastic Compositional Minimax Optimizationcited by 0
- 2023Federated Multi-Level Optimization over Decentralized Networkscited by 0
- 2023On the Communication Complexity of Decentralized Stochastic Bilevel Optimizationcited by 0
50 most cited of 60 All 60 (JSON)
- 2026Federated stochastic bilevel optimization with fully first-order gradients14 Sep 2026
- 2026Federated Compositional Muon Optimizer for Matrix-Wise Models13 Aug 2026
- 2026First-order Constrained Trilevel Optimization Over Distributed Networks for Robust Coreset Selection30 Jul 2026
- 2026Provably Communication-Efficient and Privacy-Preserving Federated Graph Neural Networks25 May 2026
- 2026BROS: Bias-Corrected Randomized Subspaces for Memory-Efficient Single-Loop Bilevel Optimization11 May 2026
- 2026A Tale of Two Problems: Multi-Task Bilevel Learning Meets Equality Constrained Multi-Objective Optimization9 May 2026
- 2025Semi-overlapping Multi-bandit Best Arm Identification for Sequential Support Network Learning31 Dec 2025
- 2025Lower Complexity Bounds for Nonconvex-Strongly-Convex Bilevel Optimization with First-Order Oracles24 Nov 2025
- 2025Stochastic Bilevel Optimization with Heavy-Tailed Noise18 Sep 2025
- 2025FedFACT: A Provable Framework for Controllable Group-Fairness Calibration in Federated Learning4 Jun 2025
- 2025A First-order Generative Bilevel Optimization Framework for Diffusion Models12 Feb 2025
- 2025Multiplayer Federated Learning: Reaching Equilibrium with Less Communication14 Jan 2025
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- 2024Fully First-Order Methods for Decentralized Bilevel Optimization25 Oct 2024
- 2024A Communication and Computation Efficient Fully First-order Method for Decentralized Bilevel Optimization18 Oct 2024
- 2024Tuning-Free Bilevel Optimization: New Algorithms and Convergence Analysis7 Oct 2024
- 2024Achieving Near-Optimal Convergence for Distributed Minimax Optimization with Adaptive Stepsizes5 Jun 2024
- 2024Constrained Bi-Level Optimization: Proximal Lagrangian Value function Approach and Hessian-free Algorithm29 Jan 2024
- 2024Central Limit Theorem for Two-Timescale Stochastic Approximation with Markovian Noise: Theory and Applications17 Jan 2024
- 2023Provably Convergent Federated Trilevel Learning19 Dec 2023
- 2023Achieving O(ε-1.5) Complexity in Hessian/Jacobian-free Stochastic Bilevel Optimization6 Dec 2023
- 2023FedDRO: Federated Compositional Optimization for Distributionally Robust Learning21 Nov 2023
- 2023On the Communication Complexity of Decentralized Stochastic Bilevel Optimization19 Nov 2023
- 2023Stochastic Smoothed Gradient Descent Ascent for Federated Minimax Optimization2 Nov 2023
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- 2023Achieving Linear Speedup in Decentralized Stochastic Compositional Minimax Optimization25 Jul 2023
- 2023Near-Optimal Nonconvex-Strongly-Convex Bilevel Optimization with Fully First-Order Oracles26 Jun 2023
- 2023Communication-Efficient Gradient Descent-Accent Methods for Distributed Variational Inequalities: Unified Analysis and Local Updates8 Jun 2023
- 2023A Generalized Alternating Method for Bilevel Learning under the Polyak-Lojasiewicz Condition4 Jun 2023
- 2023Federated Multi-Sequence Stochastic Approximation with Local Hypergradient Estimation2 Jun 2023
- 2023SimFBO: Towards Simple, Flexible and Communication-efficient Federated Bilevel Learning30 May 2023
- 2023Partially Personalized Federated Learning: Breaking the Curse of Data Heterogeneity29 May 2023
- 2023Federated Compositional Deep AUC Maximization20 Apr 2023
- 2023Communication-Efficient Federated Bilevel Optimization with Local and Global Lower Level Problems13 Feb 2023
- 2023Achieving Linear Speedup in Non-IID Federated Bilevel Learning10 Feb 2023
- 2023On Penalty-based Bilevel Gradient Descent Method10 Feb 2023
- 2023Communication-Efficient Federated Hypergradient Computation via Aggregated Iterative Differentiation9 Feb 2023
- 2023Federated Automatic Differentiation18 Jan 2023
- 2023Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems8 Jan 2023
- 2023Recent Advances on Federated Learning: A Systematic Survey3 Jan 2023
- 2022Asynchronous Distributed Bilevel Optimization20 Dec 2022
- 2022Adaptive Federated Minimax Optimization with Lower Complexities14 Nov 2022
50 newest of 60 All 60 (JSON)
- 2023On Penalty-based Bilevel Gradient Descent Methodcited by 87
- 2023Recent Advances on Federated Learning: A Systematic Surveycited by 40
- 2022Decentralized Gossip-Based Stochastic Bilevel Optimization over Communication Networkscited by 32
- 2022Decentralized Stochastic Bilevel Optimization with Improved per-Iteration Complexitycited by 21
- 2023Achieving Linear Speedup in Non-IID Federated Bilevel Learningcited by 18
- 2023Near-Optimal Nonconvex-Strongly-Convex Bilevel Optimization with Fully First-Order Oraclescited by 16
- 2024Constrained Bi-Level Optimization: Proximal Lagrangian Value function Approach and Hessian-free Algorithmcited by 16
- 2022Online Bilevel Optimization: Regret Analysis of Online Alternating Gradient Methodscited by 14
- 2023SimFBO: Towards Simple, Flexible and Communication-efficient Federated Bilevel Learningcited by 14
- 2022Asynchronous Distributed Bilevel Optimizationcited by 13
- 2023Communication-Efficient Federated Hypergradient Computation via Aggregated Iterative Differentiationcited by 13
- 2023Federated Multi-Objective Learningcited by 11
12 most cited of 59 All 59 (JSON)
- 2026Federated stochastic bilevel optimization with fully first-order gradients14 Sep 2026
- 2026Federated Compositional Muon Optimizer for Matrix-Wise Models13 Aug 2026
- 2026First-order Constrained Trilevel Optimization Over Distributed Networks for Robust Coreset Selection30 Jul 2026
- 2026Provably Communication-Efficient and Privacy-Preserving Federated Graph Neural Networks25 May 2026
- 2026BROS: Bias-Corrected Randomized Subspaces for Memory-Efficient Single-Loop Bilevel Optimization11 May 2026
- 2026A Tale of Two Problems: Multi-Task Bilevel Learning Meets Equality Constrained Multi-Objective Optimization9 May 2026
- 2025Semi-overlapping Multi-bandit Best Arm Identification for Sequential Support Network Learning31 Dec 2025
- 2025Lower Complexity Bounds for Nonconvex-Strongly-Convex Bilevel Optimization with First-Order Oracles24 Nov 2025
- 2025Stochastic Bilevel Optimization with Heavy-Tailed Noise18 Sep 2025
- 2025FedFACT: A Provable Framework for Controllable Group-Fairness Calibration in Federated Learning4 Jun 2025
- 2025Multiplayer Federated Learning: Reaching Equilibrium with Less Communication14 Jan 2025
- 2024Single-Loop Federated Actor-Critic across Heterogeneous Environments19 Dec 2024
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