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Distribution-Aware Robust Bilevel Optimization: Quantile-Guided Huber Updates in Two-Timescale Stochastic Approximation

About

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.

Zhiyu Li, Xi Xuan, Davide Carbone• 2026

Related benchmarks

TaskDatasetResultRank
Image ClassificationFashionMNIST (test)--
461
Bilevel optimizationSynthetic dataset 15% heavy-tailed noise
Final Loss1.545
6
Bilevel optimizationUSPS natural label shift
Final Loss0.2061
6
Offline Actor-Critic optimizationGymnasium LunarLander
Actor Loss-25.721
6
Zero-Sum Game RobustnessZero-Sum Game heavy-tailed impulse noise 50x
Final Loss0.16
6
Bilevel optimizationCoupled Non-Convex Ridge Landscape
Final Loss-2.14e-22
6
Stochastic Bilevel OptimizationNonconvex Stochastic Optimization
Sample Complexity3
5
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