Generalized Greedy Gradient-Based Hyperparameter Optimization

26 Sept 2024 (modified: 05 Feb 2025)Submitted to ICLR 2025EveryoneRevisionsBibTeXCC BY 4.0
Keywords: bilevel optimization, meta-learning, hyperparameter optimization
Abstract: Bilevel Optimization (BLO) is a widely-used approach that has numerous applications, including hyperparameter optimization, meta-learning. However, existing gradient-based method suffer from the following issues. Reverse-mode differentiation suffers from high memory requirements, while the methods based on the implicit function theorem require the convergence of the inner optimization. Approximations that consider a truncated inner optimization trajectory suffer from a short horizon bias. In this paper, we propose a novel approximation for hypergradient computation that sidesteps these difficulties. Specifically, we accumulate the short-horizon approximations from each step of the inner optimization trajectory. Additionally, we demonstrate that under certain conditions, the proposed hypergradient is a sufficient descent direction. Experimental results on a few-shot meta-learning and data hyper-cleaning tasks support our findings.
Primary Area: optimization
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Submission Number: 6297
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