Related papers: Rapid Learning in Constrained Minimax Games with N…

We study monotone variational inequalities that can arise as optimality conditions for constrained convex optimisation or convex-concave minimax problems and propose a novel algorithm that uses only one gradient/operator evaluation and one…

A seminal result in game theory is von Neumann's minmax theorem, which states that zero-sum games admit an essentially unique equilibrium solution. Classical learning results build on this theorem to show that online no-regret dynamics…

We present an approach to automate the process of discovering optimization methods, with a focus on deep learning architectures. We train a Recurrent Neural Network controller to generate a string in a domain specific language that…

Stochastic Gradient Descent (SGD) and its momentum variants form the backbone of deep learning optimization, yet the underlying dynamics of their gradient behavior remain insufficiently understood. In this work, we reinterpret gradient…

Modulation instability is a phenomenon of spontaneous pattern formation in nonlinear media, oftentimes leading to an unpredictable behaviour and a degradation of a signal of interest. We propose an approach based on reinforcement learning…

We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…

Performative prediction is a framework accounting for the shift in the data distribution induced by the prediction of a model deployed in the real world. Ensuring rapid convergence to a stable solution where the data distribution remains…

A decision rule is epsilon-minimax if it is minimax up to an additive factor epsilon. We present an algorithm for provably obtaining epsilon-minimax solutions for a class of statistical decision problems. In particular, we are interested in…

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 optimization step in many machine learning problems rarely relies on vanilla gradient descent but it is common practice to use momentum-based accelerated methods. Despite these algorithms being widely applied to arbitrary loss…

Despite the numerous advances, reinforcement learning remains away from widespread acceptance for autonomous controller design as compared to classical methods due to lack of ability to effectively tackle the reality gap. The reliance on…

Background: Recent developments have made it possible to accelerate neural networks training significantly using large batch sizes and data parallelism. Training in an asynchronous fashion, where delay occurs, can make training even more…

The concept of a minimax classifier is well-established in statistical decision theory, but its implementation via neural networks remains challenging, particularly in scenarios with imbalanced training data having a limited number of…

We study the problem of learning a Nash equilibrium (NE) in Markov games which is a cornerstone in multi-agent reinforcement learning (MARL). In particular, we focus on infinite-horizon adversarial team Markov games (ATMGs) in which agents…

How can we process a piece of recorded music to detect and visualize the onset of each instrument? A simple, interpretable approach is based on partially fixed nonnegative matrix factorization (NMF). Yet despite the method's simplicity,…

In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…

Mean-field games (MFG) have become significant tools for solving large-scale multi-agent reinforcement learning problems under symmetry. However, the assumption of exact symmetry limits the applicability of MFGs, as real-world scenarios…

Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…

The Stochastic Gradient Descent method (SGD) and its stochastic variants have become methods of choice for solving finite-sum optimization problems arising from machine learning and data science thanks to their ability to handle large-scale…

Extensive-form games with imperfect recall are an important game-theoretic model that allows a compact representation of strategies in dynamic strategic interactions. Practical use of imperfect recall games is limited due to negative…