An Adaptive Algorithm for Bilevel Optimization on Riemannian Manifolds

Xu Shi, Rufeng Xiao, Rujun Jiang

Keywords: Adaptive algorithm, Bilevel optimization, Riemannian manifolds, Complexity

TL;DR: This paper introduces an adaptive Riemannian hypergradient descent algorithm for solving Riemannian bilevel optimization problems.

Abstract: Existing methods for solving Riemannian bilevel optimization (RBO) problems require prior knowledge of the problem's first- and second-order information and curvature parameter of the Riemannian manifold to determine step sizes, which poses practical limitations when these parameters are unknown or computationally infeasible to obtain. In this paper, we introduce the Adaptive Riemannian Hypergradient Descent (AdaRHD) algorithm for solving RBO problems. To our knowledge, AdaRHD is the first method to incorporate a fully adaptive step size strategy that eliminates the need for problem-specific parameters in RBO. We prove that AdaRHD achieves an $\mathcal{O}(1/\epsilon)$ iteration complexity for finding an $\epsilon$-stationary point, thus matching the complexity of existing non-adaptive methods. Furthermore, we demonstrate that substituting exponential mappings with retraction mappings maintains the same complexity bound. Experiments demonstrate that AdaRHD achieves comparable performance to existing non-adaptive approaches while exhibiting greater robustness.

Primary Area: Optimization (e.g., convex and non-convex, stochastic, robust)

Submission Number: 3592