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Register a new userA Generic Descent Aggregation Framework for Gradient-based Bi-level Optimization
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Risheng Liu
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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In recent years, gradient-based methods for solving bi-level optimization tasks have drawn a great deal of interest from the machine learning community. However, to calculate the gradient of the best response, existing research always relies on the singleton of the lower-level solution set (a.k.a., Lower-Level Singleton, LLS). In this work, by formulating bi-level models from an optimistic bi-level viewpoint, we first establish a novel Bi-level Descent Aggregation (BDA) framework, which aggregates hierarchical objectives of both upper level and lower level. The flexibility of our framework benefits from the embedded replaceable task-tailored iteration dynamics modules, thereby capturing a wide range of bi-level learning tasks. Theoretically, we derive a new methodology to prove the convergence of BDA framework without the LLS restriction. Besides, the new proof recipe we propose is also engaged to improve the convergence results of conventional gradient-based bi-level methods under the LLS simplification. Furthermore, we employ a one-stage technique to accelerate the back-propagation calculation in a numerical manner. Extensive experiments justify our theoretical results and demonstrate the superiority of the proposed algorithm for hyper-parameter optimization and meta-learning tasks.
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In recent years, a variety of gradient-based first-order methods have been developed to solve bi-level optimization problems for learning applications. However, theoretical guarantees of these existing approaches heavily rely on the simplification that for each fixed upper-level variable, the lower-level solution must be a singleton (a.k.a., Lower-Level Singleton, LLS). In this work, we first design a counter-example to illustrate the invalidation of such LLS condition. Then by formulating BLPs from the view point of optimistic bi-level and aggregating hierarchical objective information, we establish Bi-level Descent Aggregation (BDA), a flexible and modularized algorithmic framework for generic bi-level optimization. Theoretically, we derive a new methodology to prove the convergence of BDA without the LLS condition. Our investigations also demonstrate that BDA is indeed compatible to a verify of particular first-order computation modules. Additionally, as an interesting byproduct, we also improve these conventional first-order bi-level schemes (under the LLS simplification). Particularly, we establish their convergences with weaker assumptions. Extensive experiments justify our theoretical results and demonstrate the superiority of the proposed BDA for different tasks, including hyper-parameter optimization and meta learning.
Bi-Level Optimization (BLO) is originated from the area of economic game theory and then introduced into the optimization community. BLO is able to handle problems with a hierarchical structure, involving two levels of optimization tasks, where one task is nested inside the other. In machine learning and computer vision fields, despite the different motivations and mechanisms, a lot of complex problems, such as hyper-parameter optimization, multi-task and meta-learning, neural architecture search, adversarial learning and deep reinforcement learning, actually all contain a series of closely related subproblms. In this paper, we first uniformly express these complex learning and vision problems from the perspective of BLO. Then we construct a best-response-based single-level reformulation and establish a unified algorithmic framework to understand and formulate mainstream gradient-based BLO methodologies, covering aspects ranging from fundamental automatic differentiation schemes to various accelerations, simplifications, extensions and their convergence and complexity properties. Last but not least, we discuss the potentials of our unified BLO framework for designing new algorithms and point out some promising directions for future research.
Combinatorial Optimization (CO) has been a long-standing challenging research topic featured by its NP-hard nature. Traditionally such problems are approximately solved with heuristic algorithms which are usually fast but may sacrifice the solution quality. Currently, machine learning for combinatorial optimization (MLCO) has become a trending research topic, but most existing MLCO methods treat CO as a single-level optimization by directly learning the end-to-end solutions, which are hard to scale up and mostly limited by the capacity of ML models given the high complexity of CO. In this paper, we propose a hybrid approach to combine the best of the two worlds, in which a bi-level framework is developed with an upper-level learning method to optimize the graph (e.g. add, delete or modify edges in a graph), fused with a lower-level heuristic algorithm solving on the optimized graph. Such a bi-level approach simplifies the learning on the original hard CO and can effectively mitigate the demand for model capacity. The experiments and results on several popular CO problems like Directed Acyclic Graph scheduling, Graph Edit Distance and Hamiltonian Cycle Problem show its effectiveness over manually designed heuristics and single-level learning methods.
Bi-level optimization model is able to capture a wide range of complex learning tasks with practical interest. Due to the witnessed efficiency in solving bi-level programs, gradient-based methods have gained popularity in the machine learning community. In this work, we propose a new gradient-based solution scheme, namely, the Bi-level Value-Function-based Interior-point Method (BVFIM). Following the main idea of the log-barrier interior-point scheme, we penalize the regularized value function of the lower level problem into the upper level objective. By further solving a sequence of differentiable unconstrained approximation problems, we consequently derive a sequential programming scheme. The numerical advantage of our scheme relies on the fact that, when gradient methods are applied to solve the approximation problem, we successfully avoid computing any expensive Hessian-vector or Jacobian-vector product. We prove the convergence without requiring any convexity assumption on either the upper level or the lower level objective. Experiments demonstrate the efficiency of the proposed BVFIM on non-convex bi-level problems.
Graph Neural Networks (GNNs) learn low dimensional representations of nodes by aggregating information from their neighborhood in graphs. However, traditional GNNs suffer from two fundamental shortcomings due to their local ($l$-hop neighborhood) aggregation scheme. First, not all nodes in the neighborhood carry relevant information for the target node. Since GNNs do not exclude noisy nodes in their neighborhood, irrelevant information gets aggregated, which reduces the quality of the representation. Second, traditional GNNs also fail to capture long-range non-local dependencies between nodes. To address these limitations, we exploit mutual information (MI) to define two types of neighborhood, 1) textit{Local Neighborhood} where nodes are densely connected within a community and each node would share higher MI with its neighbors, and 2) textit{Non-Local Neighborhood} where MI-based node clustering is introduced to assemble informative but graphically distant nodes in the same cluster. To generate node presentations, we combine the embeddings generated by bi-level aggregation - local aggregation to aggregate features from local neighborhoods to avoid noisy information and non-local aggregation to aggregate features from non-local neighborhoods. Furthermore, we leverage self-supervision learning to estimate MI with few labeled data. Finally, we show that our model significantly outperforms the state-of-the-art methods in a wide range of assortative and disassortative graphs.
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