We measure the doping dependence of the valley Zeeman splitting of the fundamental optical transitions in monolayer WSe2 under an out-of-plane magnetic field by optical reflection contrast and photoluminescence spectroscopy. A nonlinear valley Zeeman effect, correlated with an over fourfold enhancement in the g factor, is observed. The effect occurs when the Fermi level crosses the spin-split upper conduction band, corresponding to a change of the spin-valley degeneracy from two to four. The enhancement increases and shows no sign of saturation as the sample temperature decreases. Our result demonstrates the importance of the Coulomb interactions in the valley magnetic response of two-dimensional transition metal dichalcogenide semiconductors. © 2018 American Physical Society.