IGT-OMD reduces gradient transport error from quadratic to linear in delay length for delayed bilevel optimization and achieves sublinear regret with adaptive steps.
Mirror descent and nonlinear projected subgradient methods for convex optimization.Operations Research Letters, 31(3):167–175
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IGT-OMD: Implicit Gradient Transport for Decision-Focused Learning under Delayed Feedback
IGT-OMD reduces gradient transport error from quadratic to linear in delay length for delayed bilevel optimization and achieves sublinear regret with adaptive steps.