{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/lancbio-dynamic-lanczos-aided-bilevel","title":"LancBiO: dynamic Lanczos-aided bilevel optimization via Krylov subspace","arxiv_id":"2404.03331","date":"2024-04-04","proceeding":null,"authors":["Yan Yang","Bin Gao","Ya-xiang Yuan"],"abstract":"Bilevel optimization, with broad applications in machine learning, has an intricate hierarchical structure. Gradient-based methods have emerged as a common approach to large-scale bilevel problems. However, the computation of the hyper-gradient, which involves a Hessian inverse vector product, confines the efficiency and is regarded as a bottleneck. To circumvent the inverse, we construct a sequence of low-dimensional approximate Krylov subspaces with the aid of the Lanczos process. As a result, the constructed subspace is able to dynamically and incrementally approximate the Hessian inverse vector product with less effort and thus leads to a favorable estimate of the hyper-gradient. Moreover, we propose a provable subspace-based framework for bilevel problems where one central step is to solve a small-size tridiagonal linear system. To the best of our knowledge, this is the first time that subspace techniques are incorporated into bilevel optimization. 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