אופטימיזציה בילווית סטוכסטית

תקציר מקורי באנגליתarXiv:2610.01843v1 Announce Type: cross Abstract: We study nonconvex--strongly-convex bilevel optimization under a stochastic first-order oracle. We introduce MRT-FD, a single-loop first-order method that simultaneously tracks the upper-level variable, the lower-level solution, and the auxiliary response arising from implicit differentiation of the hyperobjective. MRT-FD performs one update of each variable per iteration and approximates the second-order derivative actions using order-$p$ finite differences. For any fixed finite smoothness order $p\ge1$ in the lower-level variable, MRT-FD finds an $\varepsilon$-stationary point using $\mathcal{O}(\varepsilon^{-4-2/p})$ stochastic gradient queries. We also prove a matching $\Omega(\varepsilon^{-4-2/p})$ oracle lower bound. The lower-bound c