An overview of multi-agent reinforcement learning from game theoretical perspective

Y Yang, J Wang - arxiv preprint arxiv:2011.00583, 2020 - arxiv.org
Following the remarkable success of the AlphaGO series, 2019 was a booming year that
witnessed significant advances in multi-agent reinforcement learning (MARL) techniques …

On gradient descent ascent for nonconvex-concave minimax problems

T Lin, C **, M Jordan - International conference on machine …, 2020 - proceedings.mlr.press
We consider nonconvex-concave minimax problems, $\min_ {\mathbf {x}}\max_ {\mathbf
{y}\in\mathcal {Y}} f (\mathbf {x},\mathbf {y}) $, where $ f $ is nonconvex in $\mathbf {x} $ but …

Near-optimal algorithms for minimax optimization

T Lin, C **, MI Jordan - Conference on learning theory, 2020 - proceedings.mlr.press
This paper resolves a longstanding open question pertaining to the design of near-optimal
first-order algorithms for smooth and strongly-convex-strongly-concave minimax problems …

Closing the gap: Tighter analysis of alternating stochastic gradient methods for bilevel problems

T Chen, Y Sun, W Yin - Advances in Neural Information …, 2021 - proceedings.neurips.cc
Stochastic nested optimization, including stochastic compositional, min-max, and bilevel
optimization, is gaining popularity in many machine learning applications. While the three …

Independent policy gradient methods for competitive reinforcement learning

C Daskalakis, DJ Foster… - Advances in neural …, 2020 - proceedings.neurips.cc
We obtain global, non-asymptotic convergence guarantees for independent learning
algorithms in competitive reinforcement learning settings with two agents (ie, zero-sum …

Fednest: Federated bilevel, minimax, and compositional optimization

DA Tarzanagh, M Li… - … on Machine Learning, 2022 - proceedings.mlr.press
Standard federated optimization methods successfully apply to stochastic problems with
single-level structure. However, many contemporary ML problems-including adversarial …

The complexity of constrained min-max optimization

C Daskalakis, S Skoulakis, M Zampetakis - Proceedings of the 53rd …, 2021 - dl.acm.org
Despite its important applications in Machine Learning, min-max optimization of objective
functions that are nonconvex-nonconcave remains elusive. Not only are there no known first …

Weakly-convex–concave min–max optimization: provable algorithms and applications in machine learning

H Rafique, M Liu, Q Lin, T Yang - Optimization Methods and …, 2022 - Taylor & Francis
Min–max problems have broad applications in machine learning, including learning with
non-decomposable loss and learning with robustness to data distribution. Convex–concave …

Distributionally robust federated averaging

Y Deng, MM Kamani… - Advances in neural …, 2020 - proceedings.neurips.cc
In this paper, we study communication efficient distributed algorithms for distributionally
robust federated learning via periodic averaging with adaptive sampling. In contrast to …

Efficient methods for structured nonconvex-nonconcave min-max optimization

J Diakonikolas, C Daskalakis… - … Conference on Artificial …, 2021 - proceedings.mlr.press
The use of min-max optimization in the adversarial training of deep neural network
classifiers, and the training of generative adversarial networks has motivated the study of …