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On Convergence of Gradient Descent Ascent: A Tight Local Analysis

ICML 2022 · Optimization › Nonconvex and smooth optimization · approach: Gradient descent ascent for minimax · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Set the GDA stepsize ratio to r=Ω(κ), rather than a smaller ratioGDA near a Stackelberg Equilibrium · Local convergenceconvergence: r=Ω(κ); r≤κHelped
Choose r=2κ instead of the prior ratio r=Θ(κ²)GDA near a Stackelberg Equilibrium · Local convergencegradient complexity: Tilde{O}(κκ_x) vs Tilde{O}(κ²κ_x)Helped
Increase the stepsize ratio above 2κGDA on quadratic functions · Quadratic NC-SC functionsconvergence speed: 2κ; 200κ=2κ²Hurt
Use a stepsize ratio much smaller than 2κGDA on quadratic functions · Quadratic NC-SC functionsconvergence: 2κMixed
Use simultaneous updates with η_x=η_y=0.001 rather than decreasing η_x and increasing the ratioWGAN-GP · MNIST and CIFAR10convergence speed: η_x=η_y=0.001Helped
Decrease η_x and thereby increase the stepsize ratioWGAN-GP · MNIST and CIFAR10convergent Wasserstein DistanceHurt

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