论文标题
在线双杆优化：遗憾分析在线交替梯度方法
Online Bilevel Optimization: Regret Analysis of Online Alternating Gradient Methods
论文作者
论文摘要
本文介绍了\ textIt {在线双重优化}，其中一系列时变的二聚体问题接一个地揭示出来。我们将已知的在线单层算法的已知遗憾范围扩展到了双重设置。具体来说，我们提供了\ textit {bilevel遗憾}的新概念，开发一种在线交替的时间平均梯度方法，该方法能够利用平滑度，并根据内部和外部极型序列的长度给出遗憾的界限。
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 online single-level 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.
