Sharper Analysis of Single-Loop Methods for Bilevel Optimization
Authors: Yubo Zhou, Jun Shu, Luo Luo, Junmin Liu, Deyu Meng, Guang Dai, Haishan Ye
Organizations: School of Mathematics and Statistics, Xi’an Jiaotong University · School of Data Science, Fudan University · 3SGIT AI Lab, State Grid Corporation of China · Center for Intelligent Decision-Making and Machine Learning, School of Management, Xi’an Jiaotong University
Bilevel optimization underpins many machine learning applications, including hyperparameter optimization, meta-learning, neural architecture search, and reinforcement learning. While hypergradient-based methods have advanced significantly, a gap persists between theoretical guarantees and practical single-loop implementations required for efficiency. We bridge this gap by establishing sharper convergence results for single-loop approximate implicit differentiation (AID) and iterative differentiation (ITD) methods, leveraging our proposed analytical framework, decoupled norm analysis (DNA). For AID, we improve the convergence rate from O(κ6/K) to O(κ5/K), where κ is the condition number of the inner-level problem. For ITD, we prove that the asymptotic error is O(κ2), exactly matching the known lower bound and improving upon the previous O(κ3) guarantee. Numerical experiments on synthetic and real tasks corroborate our theoretical findings.