菜单

关于 🐙 GitHub
arXiv 提交日期: 2026-06-21
📄 Abstract - Distribution-Aware Robust Bilevel Optimization: Quantile-Guided Huber Updates in Two-Timescale Stochastic Approximation

Bilevel optimization (BLO) is fundamental to hierarchical decision-making but suffers from critical instability under heavy-tailed stochastic noise. Existing variance-reduction techniques typically rely on myopic magnitude checks, which fail to distinguish informative geometric signals from impulsive outliers. To resolve this, we propose \textbf{RQ-TTSA} (Robust Quantile-guided TTSA), a distribution-aware framework that leverages historical gradient buffers to estimate rolling quantiles for adaptive Huber-style clipping, effectively preserving local optimization geometry while strictly bounding effective variance. Theoretically, we provide a convergence analysis for quantile-guided TTSA under nonconvex-strongly convex assumptions with infinite-variance noise ($p \in (1,2]$), deriving a rate of $\mathcal{O}(T^{-\frac{p-1}{3p-2}})$ that recovers optimal dependence on the heavy-tailed parameter. Empirically, across six diverse tasks, spanning heterogeneous vision benchmarks, dynamic games under momentum poisoning, and offline reinforcement learning, RQ-TTSA consistently outperforms state-of-the-art baselines by eliminating divergence spikes and ensuring stable convergence. Our method demonstrates significant robustness to hyperparameter variations and incurs negligible computational overhead ($\approx 2.7\%$ increase), validating distribution-aware gradient control as a practical and necessary component for reliable bilevel learning.

顶级标签: machine learning theory
详细标签: bilevel optimization robust optimization huber loss stochastic approximation heavy-tailed noise 或 搜索:

分布感知的稳健双层优化:双时间尺度随机逼近中的分位数引导Huber更新 / Distribution-Aware Robust Bilevel Optimization: Quantile-Guided Huber Updates in Two-Timescale Stochastic Approximation


1️⃣ 一句话总结

本文提出了一种新颖的优化算法RQ-TTSA,通过在训练过程中动态监测历史梯度的分布特征(如分位数),自适应地裁剪异常梯度值,从而有效解决了双层优化在存在重尾分布噪声时的不稳定问题,在多个任务上实现了更稳定、更可靠的收敛。

源自 arXiv: 2606.22436