mlsanityData to 7 Oct 2026

A Lower Bound and a Near-Optimal Algorithm for Bilevel Empirical Risk Minimization

arXiv 2302.08766 ↗First posted 17 Feb 2023stat.ML cs.LG math.OCcited by 16

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Abstract (arXiv)

Bilevel optimization problems, which are problems where two optimization problems are nested, have more and more applications in machine learning. In many practical cases, the upper and the lower objectives correspond to empirical risk minimization problems and therefore have a sum structure. In this context, we propose a bilevel extension of the celebrated SARAH algorithm. We demonstrate that the algorithm requires O((n+m)frac12varepsilon-1) oracle calls to achieve varepsilon-stationarity with n+m the total number of samples, which improves over all previous bilevel algorithms. Moreover, we provide a lower bound on the number of oracle calls required to get an approximate stationary point of the objective function of the bilevel problem. This lower bound is attained by our algorithm, making it optimal in terms of sample complexity.

Key facts. Cited by 16 papers in the map (data through 7 Oct 2026). Builds on 42 of its 66 references that are in the map. First posted on arXiv 17 Feb 2023.

Builds on

42 of 66 references.

References · 42

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30 more
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Citing papers per year: 2023: 3; 2024: 5; 2025: 5; 2026: 3.

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