相关论文: On Solving Minimax Optimization Locally: A Follow-…

We focus on the design of algorithms for finding equilibria in 2-player zero-sum games. Although it is well known that such problems can be solved by a single linear program, there has been a surge of interest in recent years for simpler…

This paper studies first order methods for solving smooth minimax optimization problems $\min_x \max_y g(x,y)$ where $g(\cdot,\cdot)$ is smooth and $g(x,\cdot)$ is concave for each $x$. In terms of $g(\cdot,y)$, we consider two settings --…

Online minimization of an unknown convex function over the interval $[0,1]$ is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing…

This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Motivated by the success of Nesterov's accelerated gradient algorithm for convex minimization problems, we examine whether it is possible to achieve similar performance gains in the context of online learning in games. To that end, we…

Recent analyses of certain gradient descent optimization methods have shown that performance can degrade in some settings - such as with stochasticity or implicit momentum. In deep reinforcement learning (Deep RL), such optimization methods…

Federated learning enables training on a massive number of edge devices. To improve flexibility and scalability, we propose a new asynchronous federated optimization algorithm. We prove that the proposed approach has near-linear convergence…

The success of gradient descent in ML and especially for learning neural networks is remarkable and robust. In the context of how the brain learns, one aspect of gradient descent that appears biologically difficult to realize (if not…

Zero-sum stochastic games are easy to solve as they can be cast as simple Markov decision processes. This is however not the case with general-sum stochastic games. A fairly general optimization problem formulation is available for…

We study Stackelberg equilibria in finitely repeated games, where the leader commits to a strategy that picks actions in each round and can be adaptive to the history of play (i.e. they commit to an algorithm). In particular, we study…

Safety and stability are two critical concerns in pursuit-evasion (PE) problems in an obstacle-rich environment. Most existing works combine control barrier functions (CBFs) and reinforcement learning (RL) to provide an efficient and safe…

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

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…

This paper investigates the problem of computing the equilibrium of competitive games, which is often modeled as a constrained saddle-point optimization problem with probability simplex constraints. Despite recent efforts in understanding…

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…

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…

We consider unconstrained randomized optimization of convex objective functions. We analyze the Random Pursuit algorithm, which iteratively computes an approximate solution to the optimization problem by repeated optimization over a…

Stackelberg games have been widely used to model interactive decision-making problems in a variety of domains such as energy systems, transportation, cybersecurity, and human-robot interaction. However, existing algorithms for solving…

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…

We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal…