Optimistic mirror descent in saddle-point problems: Going the extra (gradient) mile

P Mertikopoulos, B Lecouat, H Zenati, CS Foo… - arxiv preprint arxiv …, 2018 - arxiv.org
Owing to their connection with generative adversarial networks (GANs), saddle-point
problems have recently attracted considerable interest in machine learning and beyond. By …

On gradient-based learning in continuous games

E Mazumdar, LJ Ratliff, SS Sastry - SIAM Journal on Mathematics of Data …, 2020 - SIAM
We introduce a general framework for competitive gradient-based learning that
encompasses a wide breadth of multiagent learning algorithms, and analyze the limiting …

[HTML][HTML] Convergence of sequences: A survey

B Franci, S Grammatico - Annual Reviews in Control, 2022 - Elsevier
Convergent sequences of real numbers play a fundamental role in many different problems
in system theory, eg, in Lyapunov stability analysis, as well as in optimization theory and …

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 …

Scaling up mean field games with online mirror descent

J Perolat, S Perrin, R Elie, M Laurière… - arxiv preprint arxiv …, 2021 - arxiv.org
We address scaling up equilibrium computation in Mean Field Games (MFGs) using Online
Mirror Descent (OMD). We show that continuous-time OMD provably converges to a Nash …

Multiplayer performative prediction: Learning in decision-dependent games

A Narang, E Faulkner, D Drusvyatskiy, M Fazel… - Journal of Machine …, 2023 - jmlr.org
Learning problems commonly exhibit an interesting feedback mechanism wherein the
population data reacts to competing decision makers' actions. This paper formulates a new …

Who leads and who follows in strategic classification?

T Zrnic, E Mazumdar, S Sastry… - Advances in Neural …, 2021 - proceedings.neurips.cc
As predictive models are deployed into the real world, they must increasingly contend with
strategic behavior. A growing body of work on strategic classification treats this problem as a …

The confluence of networks, games, and learning a game-theoretic framework for multiagent decision making over networks

T Li, G Peng, Q Zhu, T Başar - IEEE Control Systems Magazine, 2022 - ieeexplore.ieee.org
Multiagent decision making over networks has recently attracted an exponentially growing
number of researchers from the systems and control community. The area has gained …

Fixed point strategies in data science

PL Combettes, JC Pesquet - IEEE Transactions on Signal …, 2021 - ieeexplore.ieee.org
The goal of this article is to promote the use of fixed point strategies in data science by
showing that they provide a simplifying and unifying framework to model, analyze, and solve …

Online performative gradient descent for learning nash equilibria in decision-dependent games

Z Zhu, E Fang, Z Yang - Advances in Neural Information …, 2024 - proceedings.neurips.cc
We study the multi-agent game within the innovative framework of decision-dependent
games, which establishes a feedback mechanism that population data reacts to agents' …