BIG Hype: Best Intervention in Games via Distributed Hypergradient Descent
BIG Hype: Best Intervention in Games via Distributed Hypergradient Descent
Hierarchical decision making problems, such as bilevel programs and Stackelberg games, are attracting increasing interest in both the engineering and machine learning communities.Yet, existing solution methods lack either convergence guarantees or computational efficiency, due to the absence of smoothness and convexity.In this work, we bridge this gap by designing a …