Fast extra gradient methods for smooth structured nonconvex-nonconcave minimax problems
Modern minimax problems, such as generative adversarial network and adversarial training,
are often under a nonconvex-nonconcave setting, and develo** an efficient method for …
are often under a nonconvex-nonconcave setting, and develo** an efficient method for …
Faster single-loop algorithms for minimax optimization without strong concavity
Gradient descent ascent (GDA), the simplest single-loop algorithm for nonconvex minimax
optimization, is widely used in practical applications such as generative adversarial …
optimization, is widely used in practical applications such as generative adversarial …
The limits of min-max optimization algorithms: Convergence to spurious non-critical sets
YP Hsieh, P Mertikopoulos… - … Conference on Machine …, 2021 - proceedings.mlr.press
Compared to minimization, the min-max optimization in machine learning applications is
considerably more convoluted because of the existence of cycles and similar phenomena …
considerably more convoluted because of the existence of cycles and similar phenomena …
Multi-agent performative prediction: From global stability and optimality to chaos
G Piliouras, FY Yu - Proceedings of the 24th ACM Conference on …, 2023 - dl.acm.org
The recent framework of performative prediction [Perdomo et al. 2020] is aimed at capturing
settings where predictions influence the outcome they want to predict. In this paper, we …
settings where predictions influence the outcome they want to predict. In this paper, we …
Global convergence to local minmax equilibrium in classes of nonconvex zero-sum games
We study gradient descent-ascent learning dynamics with timescale separation ($\tau $-
GDA) in unconstrained continuous action zero-sum games where the minimizing player …
GDA) in unconstrained continuous action zero-sum games where the minimizing player …
Alternating mirror descent for constrained min-max games
In this paper we study two-player bilinear zero-sum games with constrained strategy spaces.
An instance of natural occurrences of such constraints is when mixed strategies are used …
An instance of natural occurrences of such constraints is when mixed strategies are used …
Learning in matrix games can be arbitrarily complex
GP Andrade, R Frongillo… - Conference on Learning …, 2021 - proceedings.mlr.press
Many multi-agent systems with strategic interactions have their desired functionality
encoded as the Nash equilibrium of a game, eg machine learning architectures such as …
encoded as the Nash equilibrium of a game, eg machine learning architectures such as …
Enabling first-order gradient-based learning for equilibrium computation in markets
N Kohring, FR Pieroth… - … Conference on Machine …, 2023 - proceedings.mlr.press
Understanding and analyzing markets is crucial, yet analytical equilibrium solutions remain
largely infeasible. Recent breakthroughs in equilibrium computation rely on zeroth-order …
largely infeasible. Recent breakthroughs in equilibrium computation rely on zeroth-order …
The landscape of the proximal point method for nonconvex–nonconcave minimax optimization
Minimax optimization has become a central tool in machine learning with applications in
robust optimization, reinforcement learning, GANs, etc. These applications are often …
robust optimization, reinforcement learning, GANs, etc. These applications are often …
A particle consensus approach to solving nonconvex-nonconcave min-max problems
We propose a zero-order optimization method for sequential min-max problems based on
two populations of interacting particles. The systems are coupled so that one population …
two populations of interacting particles. The systems are coupled so that one population …