论文标题

持续ridge:在非Convex-Nonconcave游戏中保证融合到本地最小值

STay-ON-the-Ridge: Guaranteed Convergence to Local Minimax Equilibrium in Nonconvex-Nonconcave Games

论文作者

Daskalakis, Constantinos, Golowich, Noah, Skoulakis, Stratis, Zampetakis, Manolis

论文摘要

涉及非convex-Nonconcave目标的最低最大优化问题在对抗性培训和其他多代理学习设置中发现了重要的应用程序。但是,在非Convex-Nonconcave设置中,不能保证已知的基于梯度下降的方法会收敛到(甚至是局部概念)。对于所有已知方法,存在相对简单的目标,它们循环或表现出从聚合到一个点不同的其他不希望的行为,更不用说从理论上有意义的一个〜\ cite {flokas2019poincore,hsieh2021limits}。唯一已知的收敛保证在强烈的假设下,初始化非常接近局部最小值〜\ cite {wang2019solving}。此外,上述挑战不仅是理论上的好奇心。即使在简单的设置中,所有已知方法在实践中也是不稳定的。 我们提出了第一种保证会收敛到局部最低最大平衡的方法,以实现光滑的非convex-nonconcave目标。我们的方法是二阶,只要以易于找到的初始点进行初始化,就可以逃脱限制周期。我们方法的定义及其收敛分析都是由问题的拓扑性质激励的。特别是,我们的方法并非旨在降低某些潜在功能,例如其迭代距离与局部最大最大平衡的距离或目标的预计梯度,而是旨在满足保证避免循环并暗示其收敛性的拓扑特性。

Min-max optimization problems involving nonconvex-nonconcave objectives have found important applications in adversarial training and other multi-agent learning settings. Yet, no known gradient descent-based method is guaranteed to converge to (even local notions of) min-max equilibrium in the nonconvex-nonconcave setting. For all known methods, there exist relatively simple objectives for which they cycle or exhibit other undesirable behavior different from converging to a point, let alone to some game-theoretically meaningful one~\cite{flokas2019poincare,hsieh2021limits}. The only known convergence guarantees hold under the strong assumption that the initialization is very close to a local min-max equilibrium~\cite{wang2019solving}. Moreover, the afore-described challenges are not just theoretical curiosities. All known methods are unstable in practice, even in simple settings. We propose the first method that is guaranteed to converge to a local min-max equilibrium for smooth nonconvex-nonconcave objectives. Our method is second-order and provably escapes limit cycles as long as it is initialized at an easy-to-find initial point. Both the definition of our method and its convergence analysis are motivated by the topological nature of the problem. In particular, our method is not designed to decrease some potential function, such as the distance of its iterate from the set of local min-max equilibria or the projected gradient of the objective, but is designed to satisfy a topological property that guarantees the avoidance of cycles and implies its convergence.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源