用拟牛顿法同时加速低层求解与海森逆近似,提升双层优化效率
qNBO: quasi-Newton Meets Bilevel Optimization
- 融合拟牛顿法加速低层问题求解并近似海森逆向量积
- 在真实任务中实现超参数优化等场景的性能领先
- 理论证明了BFGS方法的非渐近收敛性,适合高精度需求场景
双层优化在层级学习任务中备受关注,但其实际应用受制于精确求解底层问题和计算底层目标函数海森逆矩阵的计算瓶颈。尽管这两者密切相关,现有方法通常分别处理:先求解底层问题,再通过线性系统计算海森逆向量积。本文提出一个统一框架,协同应对这些挑战:利用拟牛顿算法加速底层求解,并高效近似海森逆向量积。特别地,借助BFGS的超线性收敛特性,建立了该方法在框架内的非渐近收敛分析。数值实验表明,所提算法在超参数优化、数据超清洗及少样本元学习等实际学习任务中表现相当或更优。
原文摘要 · Abstract (English)
Bilevel optimization, addressing challenges in hierarchical learning tasks, has gained significant interest in machine learning. The practical implementation of the gradient descent method to bilevel optimization encounters computational hurdles, notably the computation of the exact lower-level solution and the inverse Hessian of the lower-level objective. Although these two aspects are inherently connected, existing methods typically handle them separately by solving the lower-level problem and a linear system for the inverse Hessian-vector product. In this paper, we introduce a general framework to address these computational challenges in a coordinated manner. Specifically, we leverage quasi-Newton algorithms to accelerate the resolution of the lower-level problem while efficiently approximating the inverse Hessian-vector product. Furthermore, by exploiting the superlinear convergence properties of BFGS, we establish the non-asymptotic convergence analysis of the BFGS adaptation within our framework. Numerical experiments demonstrate the comparable or superior performance of the proposed algorithms in real-world learning tasks, including hyperparameter optimization, data hyper-cleaning, and few-shot meta-learning.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。