提出最优后悔值的在线双层优化算法,理论更优且实际有效。
Achieving Better Local Regret Bound for Online Non-Convex Bilevel Optimization
- 自适应迭代策略降低内层梯度计算次数,提升效率。
- 标准与窗口平均后悔值均达理论最优,分别改进至Ω(1+V_T)和Ω(T/W²)。
- 支持单循环结构,适合实时学习与动态环境场景。
在线双层优化(OBO)在诸多机器学习任务中表现出强大能力。以往方法虽能最小化标准或窗口平均双层局部后悔值,但其最优性仍不明确。本文建立了两种情形下的最优后悔界:针对标准双层局部后悔,提出自适应迭代策略算法,实现最优后悔Ω(1+V_T),内层梯度评估总量不超过O(T log T);进一步设计全单循环算法,引入额外梯度变化项。针对窗口平均双层局部后悔,提出基于新窗口分析的算法,捕捉线性环境变化,实现最优后悔Ω(T/W²),并支持高效单循环结构,以O(WT)总梯度评估达成O(T/W)后悔界。实验验证了理论结果,并展示了方法的实用性。
原文摘要 · Abstract (English)
Online bilevel optimization (OBO) has emerged as a powerful framework for many machine learning problems. Prior works have developed several algorithms that minimize the standard bilevel local regret or the window-averaged bilevel local regret of the OBO problem, but the optimality of existing regret bounds remains unclear. In this work, we establish optimal regret bounds for both settings. For standard bilevel local regret, we propose an algorithm with adaptive iteration strategy that achieves the optimal regret $Ω(1+V_T)$ with at most $O(T\log T)$ total inner-level gradient evaluations. We further develop a fully single-loop algorithm whose regret bound includes an additional gradient-variation terms. For the window-averaged bilevel local regret, we design an algorithm that captures linear environmental variation through a novel window-based analysis and achieves the optimal regret $Ω(T/W^2)$. The algorithm also supports an efficient single-loop structure, achieving an $O(T/W)$ regret bound with $O(WT)$ total gradient evaluations. Experiments validate our theoretical findings and demonstrate the practical effectiveness of the proposed methods.
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