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Extra-gradient with player sampling for faster convergence in n-player games

ICML 2020 · Optimization › Nonconvex and smooth optimization · approach: Equilibrium learning in zero-sum games · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
cyclic player sampling (extrapolate one player, update another) instead of simultaneous full extra-gradientWGAN-GP training on CIFAR10 (ResNet) · CIFAR10 WGAN-GPFID (50k) and Inception score: FID 19.69 -> 17.10; IS 8.26 -> 8.38Helped
random player sampling instead of cyclic sampling (ablation)WGAN-GP training on CIFAR10 · CIFAR10 WGAN-GPInception score: score 6.2 IS (random) vs ~8.4 (cyclic)Hurt
doubly-stochastic extra-gradient (player sampling) vs full SEG for mixtures of GANsmixtures of GANs · mixtures of GANsFID / training speedHelped
player sampling in noisy non-smooth convex games (theoretical rate with noise factor sqrt(b/n))doubly-stochastic extra-gradient · non-smooth convex games with noisy gradientsconvergence rate boundHelped
player sampling with variance reduction in smooth games (theory)doubly-stochastic extra-gradient · smooth convex gamesconvergence rate boundMixed
player sampling in the noiseless case / Corollary 1 naive boundsdoubly-stochastic extra-gradient · convex gamesconvergence rate boundNo clear effect
cyclic player sampling instead of random sampling (1/5 players) (ablation)5-player random quadratic games · random convex quadratic gamesNash gapHelped
player sampling with high noise in skew 50-player games (ablation)doubly-stochastic extra-gradient · 50-player skew gamesNash gapMixed
player sampling in noiseless convex games (ablation)doubly-stochastic extra-gradient · noiseless quadratic gamesNash gapHurt
cyclic sampling instead of random sampling (spectral radius of algorithm operator) (ablation)two-player random matrix games · random 2-player quadratic gamesspectral radiusHelped

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