An Adaptive Algorithm for Bilevel Optimization on Riemannian Manifolds
An Adaptive Algorithm for Bilevel Optimization on Riemannian Manifolds
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 problem resolution. 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.
Rufeng Xiao、Rujun Jiang、Xu Shi
数学
Rufeng Xiao,Rujun Jiang,Xu Shi.An Adaptive Algorithm for Bilevel Optimization on Riemannian Manifolds[EB/OL].(2025-04-08)[2025-05-16].https://arxiv.org/abs/2504.06042.点此复制
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