M-L2O: Towards Generalizable Learning-to-Optimize by Test-Time Fast Self-Adaptation

Learning to Optimize (L2O) has drawn increasing attention as it often remarkably accelerates the optimization procedure of complex tasks by "overfitting" specific task types, leading to enhanced performance compared to analytical optimizers. Generally, L2O develops a parameterized optimization method (i.e., "optimizer") by learning from solving sample problems. This data-driven procedure yields L2O that can efficiently solve problems similar to those seen in training, that is, drawn from the same "task distribution". However, such learned optimizers often struggle when new test problems come with a substantial deviation from the training task distribution. This paper investigates a potential solution to this open challenge, by meta-training an L2O optimizer that can perform fast test-time self-adaptation to an out-of-distribution task, in only a few steps. We theoretically characterize the generalization of L2O, and further show that our proposed framework (termed as M-L2O) provably facilitates rapid task adaptation by locating well-adapted initial points for the optimizer weight. Empirical observations on several classic tasks like LASSO, Quadratic and Rosenbrock demonstrate that M-L2O converges significantly faster than vanilla L2O with only 5 steps of adaptation, echoing our theoretical results. Codes are available in https://github.com/VITA-Group/M-L2O .