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Faster Rates for Convex-Concave Games

Machine Learning 2018-05-18 v1 Machine Learning

Abstract

We consider the use of no-regret algorithms to compute equilibria for particular classes of convex-concave games. While standard regret bounds would lead to convergence rates on the order of O(T1/2)O(T^{-1/2}), recent work \citep{RS13,SALS15} has established O(1/T)O(1/T) rates by taking advantage of a particular class of optimistic prediction algorithms. In this work we go further, showing that for a particular class of games one achieves a O(1/T2)O(1/T^2) rate, and we show how this applies to the Frank-Wolfe method and recovers a similar bound \citep{D15}. We also show that such no-regret techniques can even achieve a linear rate, O(exp(T))O(\exp(-T)), for equilibrium computation under additional curvature assumptions.

Keywords

Cite

@article{arxiv.1805.06792,
  title  = {Faster Rates for Convex-Concave Games},
  author = {Jacob Abernethy and Kevin A. Lai and Kfir Y. Levy and Jun-Kun Wang},
  journal= {arXiv preprint arXiv:1805.06792},
  year   = {2018}
}

Comments

COLT 2018

R2 v1 2026-06-23T01:58:48.373Z