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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 collection of training data in these applications calls for…

Optimization and Control · Mathematics 2022-03-10 Pranay Sharma , Rohan Panda , Gauri Joshi , Pramod K. Varshney

Local SGD is a promising approach to overcome the communication overhead in distributed learning by reducing the synchronization frequency among worker nodes. Despite the recent theoretical advances of local SGD in empirical risk…

Machine Learning · Computer Science 2021-03-01 Yuyang Deng , Mehrdad Mahdavi

Gradient Descent Ascent (GDA) methods are the mainstream algorithms for minimax optimization in generative adversarial networks (GANs). Convergence properties of GDA have drawn significant interest in the recent literature. Specifically,…

Optimization and Control · Mathematics 2022-07-05 Haochuan Li , Farzan Farnia , Subhro Das , Ali Jadbabaie

In recent years, federated minimax optimization has attracted growing interest due to its extensive applications in various machine learning tasks. While Smoothed Alternative Gradient Descent Ascent (Smoothed-AGDA) has proved its success in…

Machine Learning · Statistics 2024-04-22 Wei Shen , Minhui Huang , Jiawei Zhang , Cong Shen

Minimax optimization has seen a surge in interest with the advent of modern applications such as GANs, and it is inherently more challenging than simple minimization. The difficulty is exacerbated by the training data residing at multiple…

Machine Learning · Computer Science 2023-02-10 Pranay Sharma , Rohan Panda , Gauri Joshi

Many modern machine learning algorithms such as generative adversarial networks (GANs) and adversarial training can be formulated as minimax optimization. Gradient descent ascent (GDA) is the most commonly used algorithm due to its…

Machine Learning · Computer Science 2022-07-01 Huan He , Shifan Zhao , Yuanzhe Xi , Joyce C Ho , Yousef Saad

Decentralized learning algorithms empower interconnected devices to share data and computational resources to collaboratively train a machine learning model without the aid of a central coordinator. In the case of heterogeneous data…

Machine Learning · Computer Science 2023-01-16 Matteo Zecchin , Marios Kountouris , David Gesbert

To lower the communication complexity of federated min-max learning, a natural approach is to utilize the idea of infrequent communications (through multiple local updates) same as in conventional federated learning. However, due to the…

Machine Learning · Computer Science 2022-12-27 Haibo Yang , Zhuqing Liu , Xin Zhang , Jia Liu

The success of minimax learning problems of generative adversarial networks (GANs) has been observed to depend on the minimax optimization algorithm used for their training. This dependence is commonly attributed to the convergence speed…

Machine Learning · Computer Science 2020-10-26 Farzan Farnia , Asuman Ozdaglar

We provide a unified analysis of two-timescale gradient descent ascent (TTGDA) for solving structured nonconvex minimax optimization problems in the form of $\min_\textbf{x} \max_{\textbf{y} \in Y} f(\textbf{x}, \textbf{y})$, where the…

Machine Learning · Computer Science 2025-01-28 Tianyi Lin , Chi Jin , Michael. I. Jordan

Generative Adversarial Networks (GANs) are a popular formulation to train generative models for complex high dimensional data. The standard method for training GANs involves a gradient descent-ascent (GDA) procedure on a minimax…

Machine Learning · Computer Science 2023-05-30 Evan Becker , Parthe Pandit , Sundeep Rangan , Alyson K. Fletcher

In this paper, we study the minimax optimization problem in the smooth and strongly convex-strongly concave setting when we have access to noisy estimates of gradients. In particular, we first analyze the stochastic Gradient Descent Ascent…

Optimization and Control · Mathematics 2020-02-14 Alireza Fallah , Asuman Ozdaglar , Sarath Pattathil

We consider nonconvex-concave minimax problems, $\min_{\mathbf{x}} \max_{\mathbf{y} \in \mathcal{Y}} f(\mathbf{x}, \mathbf{y})$, where $f$ is nonconvex in $\mathbf{x}$ but concave in $\mathbf{y}$ and $\mathcal{Y}$ is a convex and bounded…

Machine Learning · Computer Science 2024-05-06 Tianyi Lin , Chi Jin , Michael I. Jordan

Smooth minimax games often proceed by simultaneous or alternating gradient updates. Although algorithms with alternating updates are commonly used in practice, the majority of existing theoretical analyses focus on simultaneous algorithms…

Machine Learning · Computer Science 2022-02-15 Guodong Zhang , Yuanhao Wang , Laurent Lessard , Roger Grosse

Nonconvex minimax problems appear frequently in emerging machine learning applications, such as generative adversarial networks and adversarial learning. Simple algorithms such as the gradient descent ascent (GDA) are the common practice…

Optimization and Control · Mathematics 2020-02-25 Junchi Yang , Negar Kiyavash , Niao He

Minimax optimization is gaining increasing attention in modern machine learning applications. Driven by large-scale models and massive volumes of data collected from edge devices, as well as the concern to preserve client privacy,…

Machine Learning · Computer Science 2024-11-15 Miaoxi Zhu , Yan Sun , Li Shen , Bo Du , Dacheng Tao

Gradient descent ascent (GDA), the simplest single-loop algorithm for nonconvex minimax optimization, is widely used in practical applications such as generative adversarial networks (GANs) and adversarial training. Albeit its desirable…

Machine Learning · Computer Science 2021-12-13 Junchi Yang , Antonio Orvieto , Aurelien Lucchi , Niao He

In the paper, we propose a class of faster adaptive Gradient Descent Ascent (GDA) methods for solving the nonconvex-strongly-concave minimax problems by using the unified adaptive matrices, which include almost all existing coordinate-wise…

Optimization and Control · Mathematics 2023-02-22 Feihu Huang , Xidong Wu , Zhengmian Hu

Distributed and federated learning algorithms and techniques associated primarily with minimization problems. However, with the increase of minimax optimization and variational inequality problems in machine learning, the necessity of…

Optimization and Control · Mathematics 2024-06-04 Siqi Zhang , Sayantan Choudhury , Sebastian U Stich , Nicolas Loizou

Federated learning is a popular distributed and privacy-preserving learning paradigm in machine learning. Recently, some federated learning algorithms have been proposed to solve the distributed minimax problems. However, these federated…

Machine Learning · Computer Science 2024-03-01 Feihu Huang , Xinrui Wang , Junyi Li , Songcan Chen
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