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Research map / Optimization / Nonconvex and smooth optimization

On Solving Minimax Optimization Locally: A Follow-the-Ridge Approach

ICLR 2020 · Optimization › Nonconvex and smooth optimization · approach: Equilibrium learning in zero-sum games · 51 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add the Follow-the-Ridge correction to gradient descent-ascentMinimax optimization on g1 · Toy problem g1convergence to local minimaxHelped
Add the Follow-the-Ridge correction to gradient descent-ascentMinimax optimization on g2 · Toy problem g2avoidance of non-local-minimax stationary pointHelped
Add the Follow-the-Ridge correction to gradient descent-ascentMinimax optimization on g3 · Toy problem g3convergence to local minimaxHelped
Use Follow-the-Ridge instead of GDAGAN training with saturating loss · Mixture of Gaussiansmode coverageHelped
Use Follow-the-Ridge instead of EGGAN training with saturating loss · Mixture of Gaussiansmode coverageHelped
Use Follow-the-Ridge instead of consensus optimizationGAN training with saturating loss · Mixture of GaussiansconvergenceHelped
Use Follow-the-Ridge instead of GDAGAN training · 2-D mixture of Gaussiansgradient normHelped
Use Follow-the-Ridge instead of GDAGAN training · MNIST classes 0 and 1gradient norm convergenceHelped
Use Follow-the-Ridge instead of GDAGAN training · GAN parameter pathrotational behaviorHelped
Use positive momentum with Follow-the-RidgeFollow-the-Ridge · Local minimax optimizationasymptotic convergence rate: Omega(kappa^{-2}) -> Omega(kappa^{-1})Helped
Use positive-definite preconditioning with Follow-the-RidgeFollow-the-Ridge · Local minimax optimizationlocal convergence guaranteesNo clear effect

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