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This paper considers minimax optimization $\min_x \max_y f(x, y)$ in the challenging setting where $f$ can be both nonconvex in $x$ and nonconcave in $y$. Though such optimization problems arise in many machine learning paradigms including…

Machine Learning · Computer Science 2021-06-04 Tanner Fiez , Chi Jin , Praneeth Netrapalli , Lillian J. Ratliff

Adversarial training, a special case of multi-objective optimization, is an increasingly prevalent machine learning technique: some of its most notable applications include GAN-based generative modeling and self-play techniques in…

Machine Learning · Statistics 2021-03-17 Gauthier Gidel , David Balduzzi , Wojciech Marian Czarnecki , Marta Garnelo , Yoram Bachrach

The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in…

Optimization and Control · Mathematics 2021-03-02 Jelena Diakonikolas , Constantinos Daskalakis , Michael I. Jordan

Many applications in machine learning can be framed as minimization problems and solved efficiently using gradient-based techniques. However, recent applications of generative models, particularly GANs, have triggered interest in solving…

Machine Learning · Computer Science 2021-03-24 Paulina Grnarova , Yannic Kilcher , Kfir Y. Levy , Aurelien Lucchi , Thomas Hofmann

Adaptive momentum methods have recently attracted a lot of attention for training of deep neural networks. They use an exponential moving average of past gradients of the objective function to update both search directions and learning…

Optimization and Control · Mathematics 2021-04-27 Babak Barazandeh , Davoud Ataee Tarzanagh , George Michailidis

Minimax optimization has found extensive applications in modern machine learning, in settings such as generative adversarial networks (GANs), adversarial training and multi-agent reinforcement learning. As most of these applications involve…

Machine Learning · Computer Science 2020-08-18 Chi Jin , Praneeth Netrapalli , Michael I. Jordan

Minimax optimization problems arises from both modern machine learning including generative adversarial networks, adversarial training and multi-agent reinforcement learning, as well as from tradition research areas such as saddle point…

Optimization and Control · Mathematics 2020-04-22 Yu-HOng Dai , Liwei Zhang

Differential games, in particular two-player sequential zero-sum games (a.k.a. minimax optimization), have been an important modeling tool in applied science and received renewed interest in machine learning due to many recent applications,…

Machine Learning · Computer Science 2023-02-21 Guojun Zhang , Kaiwen Wu , Pascal Poupart , Yaoliang Yu

The min-max optimization problem, also known as the saddle point problem, is a classical optimization problem which is also studied in the context of zero-sum games. Given a class of objective functions, the goal is to find a value for the…

Optimization and Control · Mathematics 2021-08-11 Meisam Razaviyayn , Tianjian Huang , Songtao Lu , Maher Nouiehed , Maziar Sanjabi , Mingyi Hong

Min-max problems have broad applications in machine learning, including learning with non-decomposable loss and learning with robustness to data distribution. Convex-concave min-max problem is an active topic of research with efficient…

Optimization and Control · Mathematics 2021-05-12 Hassan Rafique , Mingrui Liu , Qihang Lin , Tianbao Yang

Minimax problems of the form $\min_x \max_y \Psi(x,y)$ have attracted increased interest largely due to advances in machine learning, in particular generative adversarial networks. These are typically trained using variants of stochastic…

Optimization and Control · Mathematics 2023-04-14 Radu Ioan Boţ , Axel Böhm

Min-max saddle point games appear in a wide range of applications in machine leaning and signal processing. Despite their wide applicability, theoretical studies are mostly limited to the special convex-concave structure. While some recent…

Optimization and Control · Mathematics 2020-03-19 Babak Barazandeh , Meisam Razaviyayn

Generative adversarial networks (GANs) represent a zero-sum game between two machine players, a generator and a discriminator, designed to learn the distribution of data. While GANs have achieved state-of-the-art performance in several…

Machine Learning · Computer Science 2020-02-24 Farzan Farnia , Asuman Ozdaglar

Training neural networks that require adversarial optimization, such as generative adversarial networks (GANs) and unsupervised domain adaptations (UDAs), suffers from instability. This instability problem comes from the difficulty of the…

Machine Learning · Statistics 2023-12-05 Takashi Furuya , Satoshi Okuda , Kazuma Suetake , Yoshihide Sawada

We relate the minimax game of generative adversarial networks (GANs) to finding the saddle points of the Lagrangian function for a convex optimization problem, where the discriminator outputs and the distribution of generator outputs play…

Machine Learning · Computer Science 2018-02-07 Xu Chen , Jiang Wang , Hao Ge

We study a variant of a recently introduced min-max optimization framework where the max-player is constrained to update its parameters in a greedy manner until it reaches a first-order stationary point. Our equilibrium definition for this…

Machine Learning · Computer Science 2022-07-04 Vijay Keswani , Oren Mangoubi , Sushant Sachdeva , Nisheeth K. Vishnoi

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

Many emerging applications - such as adversarial training, AI alignment, and robust optimization - can be framed as zero-sum games between neural nets, with von Neumann-Nash equilibria (NE) capturing the desirable system behavior. While…

Machine Learning · Computer Science 2025-12-02 Deep Patel , Emmanouil-Vasileios Vlatakis-Gkaragkounis

Many machine learning problems can be formulated as minimax problems such as Generative Adversarial Networks (GANs), AUC maximization and robust estimation, to mention but a few. A substantial amount of studies are devoted to studying the…

Machine Learning · Computer Science 2021-07-14 Yunwen Lei , Zhenhuan Yang , Tianbao Yang , Yiming Ying

We study the error landscape of deep linear and nonlinear neural networks with the squared error loss. Minimizing the loss of a deep linear neural network is a nonconvex problem, and despite recent progress, our understanding of this loss…

Machine Learning · Computer Science 2018-03-28 Chulhee Yun , Suvrit Sra , Ali Jadbabaie
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