Explore Aggressively, Update Conservatively: Stochastic Extragradient Methods with Variable Stepsize Scaling

23 March 2020

Papers citing "Explore Aggressively, Update Conservatively: Stochastic Extragradient Methods with Variable Stepsize Scaling"

21 / 21 papers shown

Title
Learning Variational Inequalities from Data: Fast Generalization Rates under Strong Monotonicity Eric Zhao Tatjana Chavdarova Michael I. Jordan 50 0 0 20 Feb 2025
A geometric decomposition of finite games: Convergence vs. recurrence under exponential weights Davide Legacci P. Mertikopoulos Bary S. R. Pradelski 37 6 0 12 May 2024
A Deep Learning Based Resource Allocator for Communication Systems with Dynamic User Utility Demands Pourya Behmandpoor Panagiotis Patrinos Marc Moonen 23 1 0 08 Nov 2023
Communication-Efficient Gradient Descent-Accent Methods for Distributed Variational Inequalities: Unified Analysis and Local Updates Siqi Zhang S. Choudhury Sebastian U. Stich Nicolas Loizou FedML 19 3 0 08 Jun 2023
First Order Methods with Markovian Noise: from Acceleration to Variational Inequalities Aleksandr Beznosikov S. Samsonov Marina Sheshukova Alexander Gasnikov A. Naumov Eric Moulines 46 14 0 25 May 2023
Single-Call Stochastic Extragradient Methods for Structured Non-monotone Variational Inequalities: Improved Analysis under Weaker Conditions S. Choudhury Eduard A. Gorbunov Nicolas Loizou 27 13 0 27 Feb 2023
Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems Thomas Pethick P. Latafat Panagiotis Patrinos Olivier Fercoq V. Cevher 38 45 0 20 Feb 2023
Solving stochastic weak Minty variational inequalities without increasing batch size Thomas Pethick Olivier Fercoq P. Latafat Panagiotis Patrinos V. Cevher 21 23 0 17 Feb 2023
Similarity, Compression and Local Steps: Three Pillars of Efficient Communications for Distributed Variational Inequalities Aleksandr Beznosikov Martin Takáč Alexander Gasnikov 29 10 0 15 Feb 2023
SARAH-based Variance-reduced Algorithm for Stochastic Finite-sum Cocoercive Variational Inequalities Aleksandr Beznosikov Alexander Gasnikov 40 2 0 12 Oct 2022
Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Survey Aleksandr Beznosikov Boris Polyak Eduard A. Gorbunov D. Kovalev Alexander Gasnikov 42 31 0 29 Aug 2022
On Scaled Methods for Saddle Point Problems Aleksandr Beznosikov Aibek Alanov D. Kovalev Martin Takáč Alexander Gasnikov 27 4 0 16 Jun 2022
Stochastic Gradient Descent-Ascent: Unified Theory and New Efficient Methods Aleksandr Beznosikov Eduard A. Gorbunov Hugo Berard Nicolas Loizou 19 48 0 15 Feb 2022
Stochastic Extragradient: General Analysis and Improved Rates Eduard A. Gorbunov Hugo Berard Gauthier Gidel Nicolas Loizou 22 40 0 16 Nov 2021
Extragradient Method: $O(1/K)$ Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity Eduard A. Gorbunov Nicolas Loizou Gauthier Gidel 31 64 0 08 Oct 2021
Decentralized Local Stochastic Extra-Gradient for Variational Inequalities Aleksandr Beznosikov Pavel Dvurechensky Anastasia Koloskova V. Samokhin Sebastian U. Stich Alexander Gasnikov 32 43 0 15 Jun 2021
Stochastic gradient descent with noise of machine learning type. Part I: Discrete time analysis Stephan Wojtowytsch 25 50 0 04 May 2021
Adaptive Learning in Continuous Games: Optimal Regret Bounds and Convergence to Nash Equilibrium Yu-Guan Hsieh Kimon Antonakopoulos P. Mertikopoulos 18 74 0 26 Apr 2021
Adaptive extra-gradient methods for min-max optimization and games Kimon Antonakopoulos E. V. Belmega P. Mertikopoulos 61 46 0 22 Oct 2020
On the Almost Sure Convergence of Stochastic Gradient Descent in Non-Convex Problems P. Mertikopoulos Nadav Hallak Ali Kavis V. Cevher 21 85 0 19 Jun 2020
The limits of min-max optimization algorithms: convergence to spurious non-critical sets Ya-Ping Hsieh P. Mertikopoulos V. Cevher 32 81 0 16 Jun 2020