Online Bilevel Optimization: Regret Analysis of Online Alternating Gradient Methods

Code

• github.com/bojianhou/oagd
  OfficialIn paperpytorch★ 6

Abstract

This paper introduces 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 online single-level algorithms to the bilevel setting. Specifically, we provide new notions of 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.

Tasks

Reproductions