SmoothFBO is proposed, the first algorithm for non-stationary FBO with both theoretical guarantees and practical scalability, and introduces a time-smoothed stochastic hypergradient estimator that reduces variance through a window parameter, enabling stable outer-loop updates with sublinear regret.
Jason Bohne, Ieva Petrulionyte, Michael Arbel et al.· arXiv.org· 2 citations
FBO, which uses a closed-form adjoint the authors derive for the squared-loss case to obtain an exact hypergradient, and ITD, which differentiates through unrolled inner steps and extends beyond squared loss, consistently match or outperform strong HSIC, adversarial, linear-dependence, and generalized-DP baselines.
Ieva Petrulionyte, Julien Mairal, Michael Arbel· 0 citations
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