相关论文: Solving Min-Max Optimization with Hidden Structure…

In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…

Learning in a multi-agent system is challenging because agents are simultaneously learning and the environment is not stationary, undermining convergence guarantees. To address this challenge, this paper presents a new gradient-based…

This paper investigates a class of games with large strategy spaces, motivated by challenges in AI alignment and language games. We introduce the hidden game problem, where for each player, an unknown subset of strategies consistently…

This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on…

This paper considers nonsmooth convex optimization with either a subgradient or proximal operator oracle. In both settings, we identify algorithms that achieve the recently introduced game-theoretic optimality notion for algorithms known as…

Computing Nash equilibrium (NE) of multi-player games has witnessed renewed interest due to recent advances in generative adversarial networks. However, computing equilibrium efficiently is challenging. To this end, we introduce the…

We provide a distributed algorithm to learn a Nash equilibrium in a class of non-cooperative games with strongly monotone mappings and unconstrained action sets. Each player has access to her own smooth local cost function and can…

We consider differentiable games where the goal is to find a Nash equilibrium. The machine learning community has recently started using variants of the gradient method (GD). Prime examples are extragradient (EG), the optimistic gradient…

Motivated by applications in Game Theory, Optimization, and Generative Adversarial Networks, recent work of Daskalakis et al \cite{DISZ17} and follow-up work of Liang and Stokes \cite{LiangS18} have established that a variant of the widely…

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

In this paper, we consider Riemannian online convex optimization with dynamic regret. First, we propose two novel algorithms, namely the Riemannian Online Optimistic Gradient Descent (R-OOGD) and the Riemannian Adaptive Online Optimistic…

Dynamic difficulty adjustment ($DDA$) is a process of automatically changing a game difficulty for the optimization of user experience. It is a vital part of almost any modern game. Most existing DDA approaches concentrate on the experience…

We study alternating first-order algorithms with no inner loops for solving nonconvex-strongly-concave min-max problems. We show the convergence of the alternating gradient descent--ascent algorithm method by proposing a substantially…

There is a growing interest in using robust control theory to analyze and design optimization and machine learning algorithms. This paper studies a class of nonconvex optimization problems whose cost functions satisfy the so-called…

The success of adversarial formulations in machine learning has brought renewed motivation for smooth games. In this work, we focus on the class of stochastic Hamiltonian methods and provide the first convergence guarantees for certain…

While classic work in convex-concave min-max optimization relies on average-iterate convergence results, the emergence of nonconvex applications such as training Generative Adversarial Networks has led to renewed interest in last-iterate…

The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…

Min-max optimization problems arise in several key machine learning setups, including adversarial learning and generative modeling. In their general form, in absence of convexity/concavity assumptions, finding pure equilibria of the…

This paper considers a class of generalized convex games where each player is associated with a convex objective function, a convex inequality constraint and a convex constraint set. The players aim to compute a Nash equilibrium through…

Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…