1 code implementation • 29 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 $\kappa_y\triangleq L/\mu_y$.
no code implementations • 26 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.
no code implementations • 16 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.
no code implementations • 2 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.
no code implementations • 5 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.
1 code implementation • 11 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.