7 papers
Continuous-Time Analysis for Minimax and Bilevel Problems
Hyunwoo Lee, Jeongyeol Kwon, Dohyun Kwon
We study single-loop gradient-flow dynamics for nested optimization, where the outer variable evolves while auxiliary variables track the inner solution map. While existing analyse…
Optimal Zeroth-Order Bilevel Optimization
Alireza Aghasi, Jeongyeol Kwon, Saeed Ghadimi
In this paper, we develop zeroth-order algorithms with provably (nearly) optimal sample complexity for stochastic bilevel optimization, where only noisy function evaluations are av…
Improved Offline Contextual Bandits with Second-Order Bounds: Betting and Freezing
J. Jon Ryu, Jeongyeol Kwon, Benjamin Koppe +1
We consider off-policy selection and learning in contextual bandits, where the learner aims to select or train a reward-maximizing policy using data collected by a fixed behavior p…
Two-Timescale Linear Stochastic Approximation: Constant Stepsizes Go a Long Way
Jeongyeol Kwon, Luke Dotson, Yudong Chen +1
Previous studies on two-timescale stochastic approximation (SA) mainly focused on bounding mean-squared errors under diminishing stepsize schemes. In this work, we investigate {\it…
On the Complexity of First-Order Methods in Stochastic Bilevel Optimization
Jeongyeol Kwon, Dohyun Kwon, Hanbaek Lyu
We consider the problem of finding stationary points in Bilevel optimization when the lower-level problem is unconstrained and strongly convex. The problem has been extensively stu…
An Empirical Study on the Power of Future Prediction in Partially Observable Environments
Jeongyeol Kwon, Liu Yang, Robert Nowak +1
Learning good representations of historical contexts is one of the core challenges of reinforcement learning (RL) in partially observable environments. While self-predictive auxili…
On Penalty Methods for Nonconvex Bilevel Optimization and First-Order Stochastic Approximation
Jeongyeol Kwon, Dohyun Kwon, Stephen Wright +1
In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the objective functions are smooth but possibly nonconvex in both levels and the variables…