Research map / Optimization / Nonconvex and smooth optimization
On Convergence of Gradient Descent Ascent: A Tight Local Analysis
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Set the GDA stepsize ratio to r=Ω(κ), rather than a smaller ratio | GDA near a Stackelberg Equilibrium · Local convergence | convergence: r=Ω(κ); r≤κ | Helped |
| Choose r=2κ instead of the prior ratio r=Θ(κ²) | GDA near a Stackelberg Equilibrium · Local convergence | gradient complexity: Tilde{O}(κκ_x) vs Tilde{O}(κ²κ_x) | Helped |
| Increase the stepsize ratio above 2κ | GDA on quadratic functions · Quadratic NC-SC functions | convergence speed: 2κ; 200κ=2κ² | Hurt |
| Use a stepsize ratio much smaller than 2κ | GDA on quadratic functions · Quadratic NC-SC functions | convergence: 2κ | Mixed |
| Use simultaneous updates with η_x=η_y=0.001 rather than decreasing η_x and increasing the ratio | WGAN-GP · MNIST and CIFAR10 | convergence speed: η_x=η_y=0.001 | Helped |
| Decrease η_x and thereby increase the stepsize ratio | WGAN-GP · MNIST and CIFAR10 | convergent Wasserstein Distance | Hurt |
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