A Near-Optimal Algorithm for Stochastic Bilevel Optimization via Double-Momentum

Prashant Khanduri, Siliang Zeng, Mingyi Hong +3

This paper proposes a new algorithm -- the \underline{S}ingle-timescale Do\underline{u}ble-momentum \underline{St}ochastic \underline{A}pprox\underline{i}matio\underline{n} (SUSTAI…