Related papers: Omega: Optimistic EMA Gradients

Despite remarkable empirical success, the training dynamics of generative adversarial networks (GAN), which involves solving a minimax game using stochastic gradients, is still poorly understood. In this work, we analyze last-iterate…

Delays and asynchrony are inevitable in large-scale machine-learning problems where communication plays a key role. As such, several works have extensively analyzed stochastic optimization with delayed gradients. However, as far as we are…

Adaptive gradient algorithms perform gradient-based updates using the history of gradients and are ubiquitous in training deep neural networks. While adaptive gradient methods theory is well understood for minimization problems, the…

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…

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

The study of convex optimization has historically been concerned with worst-case convergence rates. The development of the Optimized Gradient Method (OGM), due to \citet{drori2012PerformanceOF,Kim2016optimal}, marked a major milestone in…

We study the connection between gradient-based meta-learning and convex op-timisation. We observe that gradient descent with momentum is a special case of meta-gradients, and building on recent results in optimisation, we prove convergence…

Last-iterate convergence has received extensive study in two player zero-sum games starting from bilinear, convex-concave up to settings that satisfy the MVI condition. Typical methods that exhibit last-iterate convergence for the…

The optimistic gradient method is useful in addressing minimax optimization problems. Motivated by the observation that the conventional stochastic version suffers from the need for a large batch size on the order of…

Few-shot meta-learning presents a challenge for gradient descent optimization due to the limited number of training samples per task. To address this issue, we propose an episodic memory optimization for meta-learning, we call EMO, which is…

Despite the established convergence theory of Optimistic Gradient Descent Ascent (OGDA) and Extragradient (EG) methods for the convex-concave minimax problems, little is known about the theoretical guarantees of these methods in nonconvex…

Self-play via online learning is one of the premier ways to solve large-scale two-player zero-sum games, both in theory and practice. Particularly popular algorithms include optimistic multiplicative weights update (OMWU) and optimistic…

The Exponential Moving Average (EMA) is a cornerstone of widely used optimizers such as Adam. However, existing theoretical analyses of Adam-style methods have notable limitations: their guarantees can remain suboptimal in the zero-noise…

Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…

Stochastic gradient optimization is the dominant learning paradigm for a variety of scenarios, from classical supervised learning to modern self-supervised learning. We consider stochastic gradient algorithms for learning problems whose…

Momentum based optimizers are central to a wide range of machine learning applications. These typically rely on an Exponential Moving Average (EMA) of gradients, which decays exponentially the present contribution of older gradients. This…

Last-iterate behaviors of learning algorithms in repeated two-player zero-sum games have been extensively studied due to their wide applications in machine learning and related tasks. Typical algorithms that exhibit the last-iterate…

We propose EAGLE update rule, a novel optimization method that accelerates loss convergence during the early stages of training by leveraging both current and previous step parameter and gradient values. The update algorithm estimates…

We consider online learning in multi-player smooth monotone games. Existing algorithms have limitations such as (1) being only applicable to strongly monotone games; (2) lacking the no-regret guarantee; (3) having only asymptotic or slow…

Machine learning problems with multiple objective functions appear either in learning with multiple criteria where learning has to make a trade-off between multiple performance metrics such as fairness, safety and accuracy; or, in…