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Distribution-Aware Robust Bilevel Optimization: Quantile-Guided Huber Updates in Two-Timescale Stochastic Approximation

arXiv 2606.22436 ↗First posted 21 Jun 2026cs.LGcited by 0

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Abstract (arXiv)

Bilevel optimization (BLO) is fundamental to hierarchical decision-making but suffers from critical instability under heavy-tailed stochastic noise. Existing variance-reduction techniques typically rely on myopic magnitude checks, which fail to distinguish informative geometric signals from impulsive outliers. To resolve this, we propose RQ-TTSA (Robust Quantile-guided TTSA), a distribution-aware framework that leverages historical gradient buffers to estimate rolling quantiles for adaptive Huber-style clipping, effectively preserving local optimization geometry while strictly bounding effective variance. Theoretically, we provide a convergence analysis for quantile-guided TTSA under nonconvex-strongly convex assumptions with infinite-variance noise (p ∈ (1,2]), deriving a rate of O(T^-fracp-13p-2) that recovers optimal dependence on the heavy-tailed parameter. Empirically, across six diverse tasks, spanning heterogeneous vision benchmarks, dynamic games under momentum poisoning, and offline reinforcement learning, RQ-TTSA consistently outperforms state-of-the-art baselines by eliminating divergence spikes and ensuring stable convergence. Our method demonstrates significant robustness to hyperparameter variations and incurs negligible computational overhead (≈ 2.7% increase), validating distribution-aware gradient control as a practical and necessary component for reliable bilevel learning.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 22 of its 31 references that are in the map. First posted on arXiv 21 Jun 2026.

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References · 22

  1. 2018Federated Optimization in Heterogeneous Networkscited by 2,987
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  7. 2019Momentum-Based Variance Reduction in Non-Convex SGDcited by 306
  8. 2023Large Language Model Unlearningcited by 302
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  11. 2020Bilevel Optimization: Convergence Analysis and Enhanced Designcited by 222
  12. 2019A Tail-Index Analysis of Stochastic Gradient Noise in Deep Neural Networkscited by 214
10 more
  1. 2019Mean estimation and regression under heavy-tailed distributions--a surveycited by 136
  2. 2020Stochastic Optimization with Heavy-Tailed Noise via Accelerated Gradient Clippingcited by 104
  3. 2022A framework for bilevel optimization that enables stochastic and global variance reduction algorithmscited by 99
  4. 2018Robust Estimation via Robust Gradient Estimationcited by 76
  5. 2023Optimal Algorithms for Stochastic Bilevel Optimization under Relaxed Smoothness Conditionscited by 31
  6. 2024Fast Two-Time-Scale Stochastic Gradient Method with Applications in Reinforcement Learningcited by 10
  7. 2024An Accelerated Algorithm for Stochastic Bilevel Optimization under Unbounded Smoothnesscited by 9
  8. 2023Blockwise Stochastic Variance-Reduced Methods with Parallel Speedup for Multi-Block Bilevel Optimizationcited by 8
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  10. 2022Two-Timescale Stochastic Approximation for Bilevel Optimisation Problems in Continuous-Time Modelscited by 2

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  4. 2026Fine-grained Analysis of Stability and Generalization for Stochastic Bilevel Optimization
  5. 2025Stochastic Bilevel Optimization with Heavy-Tailed Noise
  6. 2026On the Stability and Generalization of First-order Bilevel Minimax Optimization
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