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Convergence of Gradient Methods on Bilinear Zero-Sum Games

ICLR 2020 · Optimization › Nonconvex and smooth optimization · approach: Equilibrium learning in zero-sum games · 16 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Gauss–Seidel instead of Jacobi updates for GDGD · Bilinear zero-sum gamesconvergenceMixed
Use Gauss–Seidel instead of Jacobi updates for EGEG · Bilinear zero-sum gamesconvergence regionHelped
Use Gauss–Seidel instead of Jacobi updates for OGDOGD · Bilinear zero-sum gamesconvergence regionHelped
Use Gauss–Seidel instead of Jacobi updates for momentumMomentum · Bilinear zero-sum gamesconvergenceHelped
Tune EG parameters to α → 0 and β₁ = β₂ = 2/(σ₁² + σₙ²) (ablation)Jacobi and Gauss–Seidel EG · Bilinear zero-sum gamesoptimal linear convergence rate exponent: ∼ 1 - 2/κ^2Helped
Use Jacobi OGD with α = 2β and tune β to β* (ablation)Jacobi OGD · Bilinear zero-sum gamesoptimal linear convergence rate exponent: ∼ 1 - 1/(6κ^2)Helped
Use Gauss–Seidel OGD with β₂ = 0 and tune α and β₁ (ablation)Gauss–Seidel OGD · Bilinear zero-sum gamesoptimal linear convergence rate exponent: ∼ 1 - 1/κ^2Helped
Use Gauss–Seidel momentum with β₁ = -1/2 and β₂ = 0 (ablation)Gauss–Seidel momentum · Bilinear zero-sum gamesoptimal linear convergence rate exponent: ∼ 1 - 2/(9κ^2)Helped
Use Jacobi momentum instead of Gauss–Seidel momentumMomentum · Bilinear zero-sum gamesconvergenceHurt
Use α = 1/2, β = 1/3 instead of α = 1/2, β = 1/4 (ablation)OGD · One-dimensional bilinear game, σ = 1spectral radius: 0.966 -> 0.956Helped

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