Yue He

Hessian-Inverse-Free Stochastic Gradient Method for Stochastic Multi-Objective Bilevel Optimization

This work proposes a fully Hessian-inverse-free stochastic gradient method for SMOBO which is computationally efficient due to the use of a decoupling approach, and employs a momentum-like gradient estimate to replace the stochastic gradients with their moving average, thereby mitigating the errors induced by dynamic w...