Search Results for author: Lesi Chen

Found 6 papers, 2 papers with code

Faster Stochastic Algorithms for Minimax Optimization under Polyak--Łojasiewicz Conditions

1 code implementation29 Jul 2023 Lesi Chen, Boyuan Yao, Luo Luo

We prove SPIDER-GDA could find an $\epsilon$-optimal solution within ${\mathcal O}\left((n + \sqrt{n}\,\kappa_x\kappa_y^2)\log (1/\epsilon)\right)$ stochastic first-order oracle (SFO) complexity, which is better than the state-of-the-art method whose SFO upper bound is ${\mathcal O}\big((n + n^{2/3}\kappa_x\kappa_y^2)\log (1/\epsilon)\big)$, where $\kappa_x\triangleq L/\mu_x$ and $\kappa_y\triangleq L/\mu_y$.

Near-Optimal Nonconvex-Strongly-Convex Bilevel Optimization with Fully First-Order Oracles

no code implementations26 Jun 2023 Lesi Chen, Yaohua Ma, Jingzhao Zhang

Designing efficient algorithms for bilevel optimization is challenging because the lower-level problem defines a feasibility set implicitly via another optimization problem.

Bilevel Optimization Meta-Learning +2

Faster Gradient-Free Algorithms for Nonsmooth Nonconvex Stochastic Optimization

no code implementations16 Jan 2023 Lesi Chen, Jing Xu, Luo Luo

We consider the optimization problem of the form $\min_{x \in \mathbb{R}^d} f(x) \triangleq \mathbb{E}_{\xi} [F(x; \xi)]$, where the component $F(x;\xi)$ is $L$-mean-squared Lipschitz but possibly nonconvex and nonsmooth.

Stochastic Optimization

On Finding Small Hyper-Gradients in Bilevel Optimization: Hardness Results and Improved Analysis

no code implementations2 Jan 2023 Lesi Chen, Jing Xu, Jingzhao Zhang

Bilevel optimization reveals the inner structure of otherwise oblique optimization problems, such as hyperparameter tuning, neural architecture search, and meta-learning.

Bilevel Optimization Meta-Learning +1

An Efficient Stochastic Algorithm for Decentralized Nonconvex-Strongly-Concave Minimax Optimization

no code implementations5 Dec 2022 Lesi Chen, Haishan Ye, Luo Luo

This paper studies the stochastic optimization for decentralized nonconvex-strongly-concave (NC-SC) minimax problems over a multi-agent network.

Stochastic Optimization

Near-Optimal Algorithms for Making the Gradient Small in Stochastic Minimax Optimization

1 code implementation11 Aug 2022 Lesi Chen, Luo Luo

We show that the RAIN achieves near-optimal stochastic first-order oracle (SFO) complexity for stochastic minimax optimization in both convex-concave and strongly-convex-strongly-concave cases.

Stochastic Optimization

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