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Shuffling Gradient-Based Methods for Nonconvex-Concave Minimax Optimization

NeurIPS 2024 · Optimization › Nonconvex and smooth optimization · approach: Nonconvex minimax and constrained methods · 0 citations (OpenAlex)

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Proposes shuffling gradient methods for nonconvex-linear and nonconvex-strongly-concave minimax problems via a bilevel reformulation, using new shuffling hyper-gradient estimators, with oracle complexity matching shuffling nonconvex optimization and comparable numerical performance to SGD.

Problem

Stochastic nonconvex-concave minimax optimization with finite-sum objectives, where shuffling (sampling without replacement) strategies are not yet well understood, and hyper-gradient estimators for the bilevel reformulation are unclear.

Approach

Reformulates the minimax problem as bilevel (lower-level maximization, upper-level minimization) and builds shuffling estimators for the hyper-gradient of the (smoothed) value function, including a semi-shuffling and a full-shuffling scheme for the nonconvex-strongly-concave setting.

Key results

Limitations

Experimental setup

Datasets: w8a rcv1

Benchmarks: w8a rcv1

Metrics: objective value vs epochs

Baselines: SGD Prox-Linear

Builds on: shuffling SGD for nonconvex optimization smoothing of convex conjugate (Nesterov smoothing) bilevel optimization approach to minimax

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