Poster
Online Bilevel Optimization: Regret Analysis of Online Alternating Gradient Methods
Davoud Ataee Tarzanagh · Parvin Nazari · Bojian Hou · Li Shen · Laura Balzano
Auditorium 1 Foyer #0
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Abstract
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Sat 4 May 6 a.m. PDT
— 8:30 a.m. PDT
Abstract:
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.
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