New method circumvents non-convexity in bilevel RL via hyper-gradient.
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7 results for “hyper-gradient”
Bilevel reinforcement learning via the development of hyper-gradient without lower-level convexitymath.OC
problem Non-convexity in lower-level RL problems in bilevel reinforcement learning.
method Characterizing hyper-gradient via fully first-order information, circumventing convexity assumption.
result Developed model-based and model-free algorithms with convergence rate .
Paper tackles hyper-gradient estimation in decentralized FL over time-varying networks.
problem Excessive communication costs and inability to use robust networks.
method Introduces an optimality condition and uses Push-Sum for averaging model parameters and gradients over time-varying directed networks.
result Derives a hyper-gradient estimator that operates over time-varying directed networks and converges to the true hyper-gradient.
A new method tackles bilevel optimization using Lanczos process for efficient hyper-gradient computation.
problem Efficiently solving large-scale bilevel optimization problems with gradient-based methods.
method Constructing low-dimensional approximate Krylov subspaces with the Lanczos process to approximate the Hessian inverse vector product.
result Demonstrates a convergence rate and efficiency in synthetic and deep learning tasks.
Paper improves stochastic bilevel optimization methods for highly-smooth problems.
problem Finding -stationary points in stochastic bilevel optimization.
method Proposes FSA- methods using th-order finite differences for hyper-gradient approximation.
result Achieves upper complexity bound of for th-order smooth problems.
Develops shuffling gradient-based methods for nonconvex-concave minimax optimization.
problem Nonconvex-concave minimax optimization problems.
method Two shuffling gradient-based algorithms for nonconvex-linear and nonconvex-strongly concave settings.
result Achieves state-of-the-art oracle complexity in nonconvex optimization and best-known complexity bounds for nonconvex-strongly concave setting.
New algorithms tackle complex multi-block optimization problems in machine learning.
problem Non-convex multi-block bilevel optimization with hierarchical sampling challenges.
method Blockwise stochastic variance-reduced methods with parallel speedup.
result Achieves matching complexity to single-block problems with parallel speedup.
This paper explores how train-validation splits help in NAS to prevent overfitting.
problem NAS overfits with train-validation splits and needs better generalization guarantees.
method Established refined properties of validation loss and risk for NAS.
result NAS with train-validation splits can select the most generalizable model.