4 papers · 1 filter
An Lower Bound for Stochastic NC-SC Bilevel Optimization with First-order Oracles
Zhihao Gu, Qilong Wu, Junchi Yang
We study the oracle complexity of finding -stationary points of smooth bilevel optimization problems with a nonconvex upper-level objective and a strongly convex lower-level pro…
Lower Bounds for Nonconvex-Concave Minimax Optimization
Qilong Wu, Zhihao Gu, Junchi Yang
We study lower bounds on the first-order oracle complexity of smooth nonconvex-concave minimax optimization. We consider objectives that are jointly -smooth in the primal an…
SGHA: A Single-Loop Fully First-Order Algorithm for Nonconvex-Strongly-Convex Bilevel Optimization
Zhihao Gu, Qilong Wu, Junchi Yang
In this work, we study the oracle complexity of finding an -stationary point for nonconvex-strongly-convex (NC-SC) bilevel optimization using only first-order oracles. Existing…
Zeroth-Order Stochastic Mirror Descent Algorithms for Minimax Excess Risk Optimization
Zhihao Gu, Zi Xu
The minimax excess risk optimization (MERO) problem is a new variation of the traditional distributionally robust optimization (DRO) problem, which achieves uniformly low regret ac…