math.OCOct 17, 2026

Accelerating Finite-Sum Bilevel Optimization with Fully First-Order Oracles

Authors: Qihao Zhou, Shanshui Niu

Organizations: Independent Researcher.

Abstract

We study nonconvex--strongly-convex bilevel optimization with finite-sum objectives and fully first-order oracles. We propose Sampled Implicit Corrections for Bilevel Optimization (SICBO), which combines a penalty approximation with variance-reduced corrections for the lower-level variables. Under componentwise lower strong convexity, SICBO finds a point xx satisfying E∥∇Φ(x)∥2≤ε2\mathbb{E}\|\nablaΦ(x)\|^2\le\varepsilon^2 within O~(N+Nκ7/2ε−2)\tilde{O}(N+\sqrt{N}κ^{7/2}\varepsilon^{-2}) component-gradient calls, where NN is the total number of components and κκ is the normalized lower-level condition number. The bound achieves square-root finite-sum dependence using only gradients and preserves the best known deterministic fully first-order condition-number exponent for smooth problems. Our improvement follows from a curvature-dependent bound for nonlinear correction errors, which permits epochs of length Θ~(N/κ)\tildeΘ(\sqrt{N/κ}) with batches of size Θ~(Nκ)\tildeΘ(\sqrt{Nκ}). A single-level reduction shows that the dependence on NN and ε\varepsilon is optimal up to logarithmic factors for fixed κκ.

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