title | software | abstract | layout | series | publisher | issn | id | month | tex_title | firstpage | lastpage | page | order | cycles | bibtex_author | author | date | address | container-title | volume | genre | issued | extras | |||||||||||||||||||||||||||||||
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Online Bilevel Optimization: Regret Analysis of Online Alternating Gradient Methods |
This paper introduces \textit{online bilevel optimization} in which a sequence of time-varying bilevel problems is revealed one after the other. We extend the known regret bounds for single-level online algorithms to the bilevel setting. Specifically, we provide new notions of \textit{bilevel regret}, develop an online alternating time-averaged gradient method that is capable of leveraging smoothness, and give regret bounds in terms of the path-length of the inner and outer minimizer sequences. |
inproceedings |
Proceedings of Machine Learning Research |
PMLR |
2640-3498 |
ataee-tarzanagh24a |
0 |
Online Bilevel Optimization: Regret Analysis of Online Alternating Gradient Methods |
2854 |
2862 |
2854-2862 |
2854 |
false |
Ataee Tarzanagh, Davoud and Nazari, Parvin and Hou, Bojian and Shen, Li and Balzano, Laura |
|
2024-04-18 |
Proceedings of The 27th International Conference on Artificial Intelligence and Statistics |
238 |
inproceedings |
|