The Limit Points of (Optimistic) Gradient Descent in Min-Max Optimization

NeurIPS 2018 Constantinos DaskalakisIoannis Panageas

Motivated by applications in Optimization, Game Theory, and the training of Generative Adversarial Networks, the convergence properties of first order methods in min-max problems have received extensive study. It has been recognized that they may cycle, and there is no good understanding of their limit points when they do not... (read more)

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