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  1. Bilevel optimization (BO) is useful for solving a variety of important machine learning problems including but not limited to hyperparameter optimization, meta- learning, continual learning, and reinforcement learning. Conventional BO methods need to differentiate through the low-level optimization process with implicit dif- ferentiation, which requires expensive calculations related to the Hessian matrix. There has been a recent quest for first-order methods for BO, but the methods pro- posed to date tend to be complicated and impractical for large-scale deep learning applications. In this work, we propose a simple first-order BO algorithm that de- pends only on first-order gradient information, requires no implicit differentiation, and is practical and efficient for large-scale non-convex functions in deep learning. We provide a non-asymptotic convergence analysis of the proposed method to stationary points for non-convex objectives and present empirical results that show its superior practical performance. 
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