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Title: Efficient Methods for Structured Nonconvex-Nonconcave Min-Max Optimization
The use of min-max optimization in the adversarial training of deep neural network classifiers, and the training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in these applications. Unfortunately, recent results have established that even approximate first-order stationary points of such objectives are intractable, even under smoothness conditions, motivating the study of min-max objectives with additional structure. We introduce a new class of structured nonconvex-nonconcave min-max optimization problems, proposing a generalization of the extragradient algorithm which provably converges to a stationary point. The algorithm applies not only to Euclidean spaces, but also to general ℓ𝑝-normed finite-dimensional real vector spaces. We also discuss its stability under stochastic oracles and provide bounds on its sample complexity. Our iteration complexity and sample complexity bounds either match or improve the best known bounds for the same or less general nonconvex-nonconcave settings, such as those that satisfy variational coherence or in which a weak solution to the associated variational inequality problem is assumed to exist.  more » « less
Award ID(s):
2007757
PAR ID:
10294964
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Proceedings of The 24th International Conference on Artificial Intelligence and Statistics
Volume:
130
Page Range / eLocation ID:
2746-2754
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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