Stochastic Hamiltonian Gradient Methods for Smooth Games

8 July 2020

Nicolas Loizou

Hugo Berard

Alexia Jolicoeur-Martineau

Pascal Vincent

Simon Lacoste-Julien

Ioannis Mitliagkas

ArXiv PDF HTML

Papers citing "Stochastic Hamiltonian Gradient Methods for Smooth Games"

33 / 33 papers shown

Title
Sharpness-Aware Minimization: General Analysis and Improved Rates Dimitris Oikonomou Nicolas Loizou 65 0 0 04 Mar 2025
Two-Timescale Gradient Descent Ascent Algorithms for Nonconvex Minimax Optimization Tianyi Lin Chi Jin Michael I. Jordan 52 6 0 28 Jan 2025
Towards Sharper Risk Bounds for Minimax Problems Bowei Zhu Shaojie Li Yong Liu 36 0 0 11 Oct 2024
Stochastic Polyak Step-sizes and Momentum: Convergence Guarantees and Practical Performance Dimitris Oikonomou Nicolas Loizou 55 4 0 06 Jun 2024
Stochastic Extragradient with Random Reshuffling: Improved Convergence for Variational Inequalities Konstantinos Emmanouilidis René Vidal Nicolas Loizou 35 2 0 11 Mar 2024
Stochastic Smoothed Gradient Descent Ascent for Federated Minimax Optimization Wei Shen Minhui Huang Jiawei Zhang Cong Shen FedML 35 1 0 02 Nov 2023
Stochastic Methods in Variational Inequalities: Ergodicity, Bias and Refinements Emmanouil-Vasileios Vlatakis-Gkaragkounis Angeliki Giannou Yudong Chen Qiaomin Xie 24 4 0 28 Jun 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
Single-Call Stochastic Extragradient Methods for Structured Non-monotone Variational Inequalities: Improved Analysis under Weaker Conditions S. Choudhury Eduard A. Gorbunov Nicolas Loizou 25 13 0 27 Feb 2023
Solving stochastic weak Minty variational inequalities without increasing batch size Thomas Pethick Olivier Fercoq P. Latafat Panagiotis Patrinos V. Cevher 13 23 0 17 Feb 2023
Tight Analysis of Extra-gradient and Optimistic Gradient Methods For Nonconvex Minimax Problems Pouria Mahdavinia Yuyang Deng Haochuan Li M. Mahdavi 28 12 0 17 Oct 2022
Optimal Extragradient-Based Bilinearly-Coupled Saddle-Point Optimization S. Du Gauthier Gidel Michael I. Jordan C. J. Li 34 7 0 17 Jun 2022
Clipped Stochastic Methods for Variational Inequalities with Heavy-Tailed Noise Eduard A. Gorbunov Marina Danilova David Dobre Pavel Dvurechensky Alexander Gasnikov Gauthier Gidel 26 24 0 02 Jun 2022
Riemannian Hamiltonian methods for min-max optimization on manifolds Andi Han Bamdev Mishra Pratik Jawanpuria Pawan Kumar Junbin Gao 30 17 0 25 Apr 2022
Stability and Generalization of Differentially Private Minimax Problems Yilin Kang Yong Liu Jian Li Weiping Wang 26 3 0 11 Apr 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
Last-Iterate Convergence of Saddle-Point Optimizers via High-Resolution Differential Equations Tatjana Chavdarova Michael I. Jordan Manolis Zampetakis 27 15 0 27 Dec 2021
Convergence Rates of Two-Time-Scale Gradient Descent-Ascent Dynamics for Solving Nonconvex Min-Max Problems Thinh T. Doan 20 15 0 17 Dec 2021
Faster Single-loop Algorithms for Minimax Optimization without Strong Concavity Junchi Yang Antonio Orvieto Aurelien Lucchi Niao He 24 62 0 10 Dec 2021
Stochastic Extragradient: General Analysis and Improved Rates Eduard A. Gorbunov Hugo Berard Gauthier Gidel Nicolas Loizou 16 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 25 64 0 08 Oct 2021
Stochastic Gradient Descent-Ascent and Consensus Optimization for Smooth Games: Convergence Analysis under Expected Co-coercivity Nicolas Loizou Hugo Berard Gauthier Gidel Ioannis Mitliagkas Simon Lacoste-Julien 21 53 0 30 Jun 2021
On the Convergence of Stochastic Extragradient for Bilinear Games using Restarted Iteration Averaging C. J. Li Yaodong Yu Nicolas Loizou Gauthier Gidel Yi Ma Nicolas Le Roux Michael I. Jordan 23 22 0 30 Jun 2021
Stability and Generalization of Stochastic Gradient Methods for Minimax Problems Yunwen Lei Zhenhuan Yang Tianbao Yang Yiming Ying 32 47 0 08 May 2021
AI-SARAH: Adaptive and Implicit Stochastic Recursive Gradient Methods Zheng Shi Abdurakhmon Sadiev Nicolas Loizou Peter Richtárik Martin Takávc ODL 32 13 0 19 Feb 2021
Complex Momentum for Optimization in Games Jonathan Lorraine David Acuna Paul Vicol David Duvenaud 15 9 0 16 Feb 2021
LEAD: Min-Max Optimization from a Physical Perspective Reyhane Askari Hemmat Amartya Mitra Guillaume Lajoie Ioannis Mitliagkas 33 0 0 26 Oct 2020
Tight last-iterate convergence rates for no-regret learning in multi-player games Noah Golowich S. Pattathil C. Daskalakis 51 81 0 26 Oct 2020
Average-case Acceleration for Bilinear Games and Normal Matrices Carles Domingo-Enrich Fabian Pedregosa Damien Scieur 21 7 0 05 Oct 2020
Hybrid Variance-Reduced SGD Algorithms For Nonconvex-Concave Minimax Problems Quoc Tran-Dinh Deyi Liu Lam M. Nguyen 22 13 0 27 Jun 2020
Explore Aggressively, Update Conservatively: Stochastic Extragradient Methods with Variable Stepsize Scaling Yu-Guan Hsieh F. Iutzeler J. Malick P. Mertikopoulos 20 67 0 23 Mar 2020
On Solving Minimax Optimization Locally: A Follow-the-Ridge Approach Yuanhao Wang Guodong Zhang Jimmy Ba 33 100 0 16 Oct 2019
Linear Convergence of Gradient and Proximal-Gradient Methods Under the Polyak-Łojasiewicz Condition Hamed Karimi J. Nutini Mark W. Schmidt 139 1,199 0 16 Aug 2016