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 …
This paper studies first order methods for solving smooth minimax optimization problems $\min_x\max_y g (x, y) $ where $ g (\cdot,\cdot) $ is smooth and $ g (x,\cdot) $ is concave for …
During the recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of …
TH Yoon, EK Ryu - International Conference on Machine …, 2021 - proceedings.mlr.press
In this work, we study the computational complexity of reducing the squared gradient magnitude for smooth minimax optimization problems. First, we present algorithms with …
S Lee, D Kim - Advances in Neural Information Processing …, 2021 - proceedings.neurips.cc
Modern minimax problems, such as generative adversarial network and adversarial training, are often under a nonconvex-nonconcave setting, and developing an efficient method for …
Motivated by applications in Game Theory, Optimization, and Generative Adversarial Networks, recent work of Daskalakis et al\cite {DISZ17} and follow-up work of Liang and …
We study the question of obtaining last-iterate convergence rates for no-regret learning algorithms in multi-player games. We show that the optimistic gradient (OG) algorithm with a …
In this paper, we consider nonconvex minimax optimization, which is gaining prominence in many modern machine learning applications, such as GANs. Large-scale edge-based …
In this paper, we study the lower iteration complexity bounds for finding the saddle point of a strongly convex and strongly concave saddle point problem: min x max y F (x, y). We restrict …