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In this paper, we study a large-scale multi-agent minimax optimization problem, which models many interesting applications in statistical learning and game theory, including Generative Adversarial Networks (GANs). The overall objective is a…

Machine Learning · Computer Science 2023-06-07 Zhenyu Sun , Ermin Wei

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

This paper formalizes and analyzes Gaussian smoothing applied to two prominent optimization methods: Stochastic Gradient Descent (GSmoothSGD) and Adam (GSmoothAdam) in deep learning. By attenuating small fluctuations, Gaussian smoothing…

Optimization and Control · Mathematics 2024-11-19 Andrew Starnes , Clayton Webster

Nonconvex-concave min-max problem arises in many machine learning applications including minimizing a pointwise maximum of a set of nonconvex functions and robust adversarial training of neural networks. A popular approach to solve this…

Optimization and Control · Mathematics 2025-03-21 Jiawei Zhang , Peijun Xiao , Ruoyu Sun , Zhi-Quan Luo

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

We propose Federated Accelerated Stochastic Gradient Descent (FedAc), a principled acceleration of Federated Averaging (FedAvg, also known as Local SGD) for distributed optimization. FedAc is the first provable acceleration of FedAvg that…

Machine Learning · Computer Science 2021-06-08 Honglin Yuan , Tengyu Ma

Stochastic Gradient Descent-Ascent (SGDA) is one of the most prominent algorithms for solving min-max optimization and variational inequalities problems (VIP) appearing in various machine learning tasks. The success of the method led to…

Optimization and Control · Mathematics 2023-03-09 Aleksandr Beznosikov , Eduard Gorbunov , Hugo Berard , Nicolas Loizou

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

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

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

Alternating gradient-descent-ascent (AltGDA) is an optimization algorithm that has been widely used for model training in various machine learning applications, which aims to solve a nonconvex minimax optimization problem. However, the…

Machine Learning · Computer Science 2022-05-23 Ziyi Chen , Shaocong Ma , Yi Zhou

Smooth minimax optimization problems play a central role in a wide range of applications, including machine learning, game theory, and operations research. However, existing algorithmic frameworks vary significantly depending on the problem…

Optimization and Control · Mathematics 2025-06-10 Taoli Zheng , Anthony Man-Cho So , Jiajin Li

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

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

Federated learning faces critical challenges in balancing communication efficiency and model accuracy. One key issue lies in the approximation of update errors without incurring high computational costs. In this paper, we propose a…

Machine Learning · Computer Science 2025-05-29 Ganglou Xu

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…

Optimization and Control · Mathematics 2023-08-15 Da Li , Jingjing Wu , Qingrun Zhang

Federated learning (FL) is an emerging machine learning method that can be applied in mobile edge systems, in which a server and a host of clients collaboratively train a statistical model utilizing the data and computation resources of the…

Machine Learning · Computer Science 2022-02-18 Howard H. Yang , Zuozhu Liu , Yaru Fu , Tony Q. S. Quek , H. Vincent Poor

The Gradient Descent-Ascent (GDA) algorithm, designed to solve minimax optimization problems, takes the descent and ascent steps either simultaneously (Sim-GDA) or alternately (Alt-GDA). While Alt-GDA is commonly observed to converge…

Optimization and Control · Mathematics 2024-07-16 Jaewook Lee , Hanseul Cho , Chulhee Yun

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
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