Talks
Spring 2022
Are Single-Loop Algorithms Sufficient for Unbalanced Minimax Optimization?
Thursday, February 24th, 2022, 2:00 pm–2:45 pm
Speaker:
Niao He (ETH Zürich)
Location:
Calvin Lab Auditorium
When solving unbalanced minimax optimization problems, single-loop algorithms such as GDA or extragradient method could suffer from inferior convergence. On the other hand, recent algorithms with best-known complexities require sophisticated multi-loop schemes, which are hard to implement and unrealistic in game applications. In this talk, we show that for several interesting minimax settings, we can design single-loop algorithms that achieve complexities as good as or even better than state-of-the-art multi-loop algorithms. We discuss how acceleration can be achieved through the idea of primal-dual lifting.
Attachment | Size |
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simonsadversarialworkshopniao.pdf | 8.21 MB |