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The cornerstone underpinning deep learning is the guarantee that gradient descent on an objective converges to local minima. Unfortunately, this guarantee fails in settings, such as generative adversarial nets, where there are multiple…

Machine Learning · Computer Science 2018-06-07 David Balduzzi , Sebastien Racaniere , James Martens , Jakob Foerster , Karl Tuyls , Thore Graepel

Towards characterizing the optimization landscape of games, this paper analyzes the stability of gradient-based dynamics near fixed points of two-player continuous games. We introduce the quadratic numerical range as a method to…

Computer Science and Game Theory · Computer Science 2021-01-15 Benjamin J. Chasnov , Daniel Calderone , Behçet Açıkmeşe , Samuel A. Burden , Lillian J. Ratliff

The success of adversarial formulations in machine learning has brought renewed motivation for smooth games. In this work, we focus on the class of stochastic Hamiltonian methods and provide the first convergence guarantees for certain…

Motivated by the pursuit of a systematic computational and algorithmic understanding of Generative Adversarial Networks (GANs), we present a simple yet unified non-asymptotic local convergence theory for smooth two-player games, which…

Machine Learning · Statistics 2020-07-27 Tengyuan Liang , James Stokes

Gradient-based methods for two-player games produce rich dynamics that can solve challenging problems, yet can be difficult to stabilize and understand. Part of this complexity originates from the discrete update steps given by simultaneous…

Machine Learning · Statistics 2021-07-05 Mihaela Rosca , Yan Wu , Benoit Dherin , David G. T. Barrett

We propose MultiLRSGA, an $h$-player extension of LRSGA for the computation of stable Nash equilibria in differentiable games. The method originates from the decomposition of the game Jacobian into symmetric and antisymmetric components,…

Optimization and Control · Mathematics 2026-05-06 Katherine Rossella Foglia , Vittorio Colao , Alfio Borzì

Many recent AI architectures are inspired by zero-sum games, however, the behavior of their dynamics is still not well understood. Inspired by this, we study standard gradient descent ascent (GDA) dynamics in a specific class of non-convex…

Optimization and Control · Mathematics 2021-01-14 Lampros Flokas , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Georgios Piliouras

We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…

Machine Learning · Computer Science 2020-02-21 Eric Mazumdar , Lillian J. Ratliff , S. Shankar Sastry

We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…

Optimization and Control · Mathematics 2020-07-02 Florian Schäfer , Anima Anandkumar

Learning processes in games explain how players grapple with one another in seeking an equilibrium. We study a natural model of learning based on individual gradients in two-player continuous games. In such games, the arguably natural…

Computer Science and Game Theory · Computer Science 2020-11-10 Benjamin J. Chasnov , Daniel Calderone , Behçet Açıkmeşe , Samuel A. Burden , Lillian J. Ratliff

Learning in a multi-agent system is challenging because agents are simultaneously learning and the environment is not stationary, undermining convergence guarantees. To address this challenge, this paper presents a new gradient-based…

Multiagent Systems · Computer Science 2019-03-08 Xinliang Song , Tonghan Wang , Chongjie Zhang

Considering a class of gradient-based multi-agent learning algorithms in non-cooperative settings, we provide local convergence guarantees to a neighborhood of a stable local Nash equilibrium. In particular, we consider continuous games…

Optimization and Control · Mathematics 2024-09-23 Benjamin Chasnov , Lillian J. Ratliff , Eric Mazumdar , Samuel A. Burden

In this work, we establish a frequency-domain framework for analyzing gradient-based algorithms in linear minimax optimization problems; specifically, our approach is based on the Z-transform, a powerful tool applied in Control Theory and…

Optimization and Control · Mathematics 2020-10-08 Ioannis Anagnostides , Paolo Penna

Two of the most prominent algorithms for solving unconstrained smooth games are the classical stochastic gradient descent-ascent (SGDA) and the recently introduced stochastic consensus optimization (SCO) [Mescheder et al., 2017]. SGDA is…

Machine Learning · Computer Science 2021-11-05 Nicolas Loizou , Hugo Berard , Gauthier Gidel , Ioannis Mitliagkas , Simon Lacoste-Julien

Hierarchical decision making problems, such as bilevel programs and Stackelberg games, are attracting increasing interest in both the engineering and machine learning communities. Yet, existing solution methods lack either convergence…

Optimization and Control · Mathematics 2024-03-29 Panagiotis D. Grontas , Giuseppe Belgioioso , Carlo Cenedese , Marta Fochesato , John Lygeros , Florian Dörfler

Distributed learning has gained significant attention due to its advantages in scalability, privacy, and fault tolerance.In this paradigm, multiple agents collaboratively train a global model by exchanging parameters only with their…

Machine Learning · Computer Science 2026-03-31 Ziqin Chen , Yongqiang Wang

Potential game is an emerging notion and framework for studying N-player games, especially with heterogeneous players. In this paper, we build an analytical framework for dynamic potential games. We prove that a game is a dynamic potential…

Optimization and Control · Mathematics 2024-09-09 Xin Guo , Yufei Zhang

Motivated by the omnipresence of hierarchical structures in many real-world applications, this study delves into the intricate realm of bi-level games, with a specific focus on exploring local Stackelberg equilibria as a solution concept.…

Systems and Control · Electrical Eng. & Systems 2024-02-23 Marko Maljkovic , Gustav Nilsson , Nikolas Geroliminis

Min-max optimization problems (i.e., min-max games) have attracted a great deal of attention recently as their applicability to a wide range of machine learning problems has become evident. In this paper, we study min-max games with…

Computer Science and Game Theory · Computer Science 2022-08-23 Denizalp Goktas , Amy Greenwald

In a Stackelberg congestion game (SCG), a leader aims to maximize their own gain by anticipating and manipulating the equilibrium state at which the followers settle by playing a congestion game. Often formulated as bilevel programs,…

Computer Science and Game Theory · Computer Science 2024-05-15 Jiayang Li , Jing Yu , Qianni Wang , Boyi Liu , Zhaoran Wang , Yu Marco Nie
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