# A Nearly Optimal Single Loop Algorithm for Stochastic Bilevel Optimization under Unbounded Smoothness

arXiv: https://arxiv.org/abs/2412.20017 · HTML: https://mlsanity.com/paper/2412.20017/

## Key facts

- Cited by 7 papers in the map (data through 14 Oct 2026).
- Builds on 48 of its 68 references that are in the map.
- First posted on arXiv 28 Dec 2024.

## Builds on (most cited first, 30 of 48)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Model-Agnostic Meta-Learning for Fast Adaptation of Deep Networks](https://mlsanity.com/paper/1703.03400/) (2017)
- [A large annotated corpus for learning natural language inference](https://mlsanity.com/paper/1508.05326/) (2015)
- [Stochastic First- and Zeroth-order Methods for Nonconvex Stochastic Programming](https://mlsanity.com/paper/1309.5549/) (2013)
- [Meta-Learning with Implicit Gradients](https://mlsanity.com/paper/1909.04630/) (2019)
- [Bilevel Programming for Hyperparameter Optimization and Meta-Learning](https://mlsanity.com/paper/1806.04910/) (2018)
- [Meta-learning with differentiable closed-form solvers](https://mlsanity.com/paper/1805.08136/) (2018)
- [Rapid Learning or Feature Reuse? Towards Understanding the Effectiveness of MAML](https://mlsanity.com/paper/1909.09157/) (2019)
- [Why gradient clipping accelerates training: A theoretical justification for adaptivity](https://mlsanity.com/paper/1905.11881/) (2019)
- [Lower Bounds for Non-Convex Stochastic Optimization](https://mlsanity.com/paper/1912.02365/) (2019)
- [Approximation Methods for Bilevel Programming](https://mlsanity.com/paper/1802.02246/) (2018)
- [Bilevel Optimization: Convergence Analysis and Enhanced Design](https://mlsanity.com/paper/2010.07962/) (2020)
- [Coresets via Bilevel Optimization for Continual Learning and Streaming](https://mlsanity.com/paper/2006.03875/) (2020)
- [Truncated Back-propagation for Bilevel Optimization](https://mlsanity.com/paper/1810.10667/) (2018)
- [Non-stationary Stochastic Optimization](https://mlsanity.com/paper/1307.5449/) (2013)
- [A Two-Timescale Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic](https://mlsanity.com/paper/2007.05170/) (2020)
- [A Near-Optimal Algorithm for Stochastic Bilevel Optimization via Double-Momentum](https://mlsanity.com/paper/2102.07367/) (2021)
- [Provably Faster Algorithms for Bilevel Optimization](https://mlsanity.com/paper/2106.04692/) (2021)
- [BOME! Bilevel Optimization Made Easy: A Simple First-Order Approach](https://mlsanity.com/paper/2209.08709/) (2022)
- [A Fully First-Order Method for Stochastic Bilevel Optimization](https://mlsanity.com/paper/2301.10945/) (2023)
- [FairBatch: Batch Selection for Model Fairness](https://mlsanity.com/paper/2012.01696/) (2020)
- [A framework for bilevel optimization that enables stochastic and global variance reduction algorithms](https://mlsanity.com/paper/2201.13409/) (2022)
- [Convergence of Adam Under Relaxed Assumptions](https://mlsanity.com/paper/2304.13972/) (2023)
- [Improved Analysis of Clipping Algorithms for Non-convex Optimization](https://mlsanity.com/paper/2010.02519/) (2020)
- [On Penalty-based Bilevel Gradient Descent Method](https://mlsanity.com/paper/2302.05185/) (2023)
- [Robustness to Unbounded Smoothness of Generalized SignSGD](https://mlsanity.com/paper/2208.11195/) (2022)
- [A Generic First-Order Algorithmic Framework for Bi-Level Programming Beyond Lower-Level Singleton](https://mlsanity.com/paper/2006.04045/) (2020)
- [Beyond Convexity: Stochastic Quasi-Convex Optimization](https://mlsanity.com/paper/1507.02030/) (2015)
- [A Single-Timescale Method for Stochastic Bilevel Optimization](https://mlsanity.com/paper/2102.04671/) (2021)
- [A First Order Method for Solving Convex Bi-Level Optimization Problems](https://mlsanity.com/paper/1702.03999/) (2017)

## Built on by (most cited first, 7 of 7)

- [Sign Operator for Coping with Heavy-Tailed Noise in Non-Convex Optimization: High Probability Bounds Under (L0, L1)-Smoothness](https://mlsanity.com/paper/2502.07923/) (2025)
- [Direct Prediction Set Minimization via Bilevel Conformal Classifier Training](https://mlsanity.com/paper/2506.06599/) (2025)
- [Stochastic Bilevel Optimization with Heavy-Tailed Noise](https://mlsanity.com/paper/2509.14952/) (2025)
- [BLISS: A Lightweight Bilevel Influence Scoring Method for Data Selection in Language Model Pretraining](https://mlsanity.com/paper/2510.06048/) (2025)
- [Adaptive Algorithms with Sharp Convergence Rates for Stochastic Hierarchical Optimization](https://mlsanity.com/paper/2509.15399/) (2025)
- [On the Convergence of Adam-Type Algorithm for Bilevel Optimization under Unbounded Smoothness](https://mlsanity.com/paper/2503.03908/) (2025)
- [Bilevel Optimization with Lower-Level Uniform Convexity: Theory and Algorithm](https://mlsanity.com/paper/2603.00027/) (2026)

## Abstract (arXiv)

This paper studies the problem of stochastic bilevel optimization where the upper-level function is nonconvex with potentially unbounded smoothness and the lower-level function is strongly convex. This problem is motivated by meta-learning applied to sequential data, such as text classification using recurrent neural networks, where the smoothness constant of the upper-level loss function scales linearly with the gradient norm and can be potentially unbounded. Existing algorithm crucially relies on the nested loop design, which requires significant tuning efforts and is not practical. In this paper, we address this issue by proposing a Single Loop bIlevel oPtimizer (SLIP). The proposed algorithm first updates the lower-level variable by a few steps of stochastic gradient descent, and then simultaneously updates the upper-level variable by normalized stochastic gradient descent with momentum and the lower-level variable by stochastic gradient descent. Under standard assumptions, we show that our algorithm finds an ε-stationary point within widetildeO(1/ε4)footnoteHere widetildeO(·) compresses logarithmic factors of 1/ε and 1/δ, where δ∈(0,1) denotes the failure probability. oracle calls of stochastic gradient or Hessian-vector product, both in expectation and with high probability. This complexity result is nearly optimal up to logarithmic factors without mean-square smoothness of the stochastic gradient oracle. Our proof relies on (i) a refined characterization and control of the lower-level variable and (ii) establishing a novel connection between bilevel optimization and stochastic optimization under distributional drift. Our experiments on various tasks show that our algorithm significantly outperforms strong baselines in bilevel optimization.
