A Lower Bound and a Near-Optimal Algorithm for Bilevel Empirical Risk Minimization
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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.
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References · 42
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- 2024Provably Faster Algorithms for Bilevel Optimization via Without-Replacement Samplingcited by 1
- 2025Faster Gradient Methods for Highly-Smooth Stochastic Bilevel Optimizationcited by 1
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- 2024Derivatives of Stochastic Gradient Descent in parametric optimizationcited by 0
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- 2026Federated stochastic bilevel optimization with fully first-order gradients14 Sep 2026
- 2026Optimal Transport under Group Fairness Constraints12 Jan 2026
- 2025On the Condition Number Dependency in Bilevel Optimization27 Nov 2025
- 2025Lower Complexity Bounds for Nonconvex-Strongly-Convex Bilevel Optimization with First-Order Oracles24 Nov 2025
- 2025Faster Gradient Methods for Highly-Smooth Stochastic Bilevel Optimization3 Sep 2025
- 2025Efficient Curvature-Aware Hypergradient Approximation for Bilevel Optimization4 May 2025
- 2025A Provably Convergent Plug-and-Play Framework for Stochastic Bilevel Optimization2 May 2025
- 2024A Nearly Optimal Single Loop Algorithm for Stochastic Bilevel Optimization under Unbounded Smoothness28 Dec 2024
- 2024Provably Faster Algorithms for Bilevel Optimization via Without-Replacement Sampling7 Nov 2024
- 2024Differentially Private Bilevel Optimization29 Sep 2024
- 2024Derivatives of Stochastic Gradient Descent in parametric optimization24 May 2024
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