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 …

A survey of decision making in adversarial games

X Li, M Meng, Y Hong, J Chen - Science China Information Sciences, 2024 - Springer
In many practical applications, such as poker, chess, drug interdiction, cybersecurity, and
national defense, players often have adversarial stances, ie, the selfish actions of each …

Stackelberg actor-critic: Game-theoretic reinforcement learning algorithms

L Zheng, T Fiez, Z Alumbaugh, B Chasnov… - Proceedings of the AAAI …, 2022 - ojs.aaai.org
The hierarchical interaction between the actor and critic in actor-critic based reinforcement
learning algorithms naturally lends itself to a game-theoretic interpretation. We adopt this …

Symmetric (optimistic) natural policy gradient for multi-agent learning with parameter convergence

S Pattathil, K Zhang, A Ozdaglar - … Conference on Artificial …, 2023 - proceedings.mlr.press
Multi-agent interactions are increasingly important in the context of reinforcement learning,
and the theoretical foundations of policy gradient methods have attracted surging research …

First-order algorithms for min-max optimization in geodesic metric spaces

M Jordan, T Lin… - Advances in Neural …, 2022 - proceedings.neurips.cc
From optimal transport to robust dimensionality reduction, many machine learning
applicationscan be cast into the min-max optimization problems over Riemannian manifolds …

Curvature-independent last-iterate convergence for games on riemannian manifolds

Y Cai, MI Jordan, T Lin, A Oikonomou… - arXiv preprint arXiv …, 2023 - arxiv.org
Numerous applications in machine learning and data analytics can be formulated as
equilibrium computation over Riemannian manifolds. Despite the extensive investigation of …

Stochastic optimization under hidden convexity

I Fatkhullin, N He, Y Hu - arXiv preprint arXiv:2401.00108, 2023 - arxiv.org
In this work, we consider constrained stochastic optimization problems under hidden
convexity, ie, those that admit a convex reformulation via non-linear (but invertible) map $ c …

Exploiting hidden structures in non-convex games for convergence to Nash equilibrium

I Sakos, EV Vlatakis-Gkaragkounis… - Advances in …, 2024 - proceedings.neurips.cc
A wide array of modern machine learning applications–from adversarial models to multi-
agent reinforcement learning–can be formulated as non-cooperative games whose Nash …

Generalized natural gradient flows in hidden convex-concave games and gans

A Mladenovic, I Sakos, G Gidel… - … Conference on Learning …, 2021 - openreview.net
Game-theoretic formulations in machine learning have recently risen in prominence,
whereby entire modeling paradigms are best captured as zero-sum games. Despite their …

Covariance matrix adaptation evolutionary strategy with worst-case ranking approximation for min–max optimization and its application to berthing control tasks

A Miyagi, Y Miyauchi, A Maki, K Fukuchi… - ACM Transactions on …, 2023 - dl.acm.org
In this study, we consider a continuous min–max optimization problem min x∈ 𝕏 max y∈ 𝕐 f
(x, y) whose objective function is a black-box. We propose a novel approach to minimize the …