Achieving Better Local Regret Bound for Online Non-Convex Bilevel Optimization
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Abstract (arXiv)
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 Omega(1+VT) with at most O(Tlog 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 Omega(T/W2). 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.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 23 of its 33 references that are in the map. First posted on arXiv 6 Feb 2026.
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23 of 33 references.
References · 23
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11 more
- 2023A Fully First-Order Method for Stochastic Bilevel Optimizationcited by 97
- 2022AutoBalance: Optimized Loss Functions for Imbalanced Datacited by 49
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- 2026Non-Stationary Functional Bilevel Optimizationcited by 2
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- 2026Fully First-Order Algorithms for Online Bilevel Optimization12 Feb 2026