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.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Image Classification | FashionMNIST (test) | -- | 461 | |
| Bilevel optimization | Synthetic dataset 15% heavy-tailed noise | Final Loss1.545 | 6 | |
| Bilevel optimization | USPS natural label shift | Final Loss0.2061 | 6 | |
| Offline Actor-Critic optimization | Gymnasium LunarLander | Actor Loss-25.721 | 6 | |
| Zero-Sum Game Robustness | Zero-Sum Game heavy-tailed impulse noise 50x | Final Loss0.16 | 6 | |
| Bilevel optimization | Coupled Non-Convex Ridge Landscape | Final Loss-2.14e-22 | 6 | |
| Stochastic Bilevel Optimization | Nonconvex Stochastic Optimization | Sample Complexity3 | 5 |