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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 pdf extras
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
given family
Davoud
Ataee Tarzanagh
given family
Parvin
Nazari
given family
Bojian
Hou
given family
Li
Shen
given family
Laura
Balzano
2024-04-18
Proceedings of The 27th International Conference on Artificial Intelligence and Statistics
238
inproceedings
date-parts
2024
4
18