论文标题

结构化非Convex-Nonconcave Min-Max优化的有效方法

Efficient Methods for Structured Nonconvex-Nonconcave Min-Max Optimization

论文作者

Diakonikolas, Jelena, Daskalakis, Constantinos, Jordan, Michael I.

论文摘要

在深层神经网络分类器的对抗培训中,使用最小值优化和生成对抗网络的培训激发了对非Convex-Nonconcave优化目标的研究,这些目标在这些应用程序中经常出现。不幸的是,最近的结果已经确定,即使在平滑条件下,即使是此类目标的近似一阶固定点也很棘手,从而激发了具有附加结构的最小值目标的研究。我们介绍了一类新的结构化非Convex-Nonconcave Min-Max优化问题,提出了外部算法的概括,该算法可证明会收敛到固定点。该算法不仅适用于欧几里得空间,还适用于一般$ \ ell_p $ normed有限维真实矢量空间。我们还讨论了其在随机口腔下的稳定性,并为其样品复杂性提供了界限。我们的迭代复杂性和样本复杂性界限匹配或改善了相同或更少一般的非convex-nonconcave设置的最佳已知界限,例如满足变异相干性的那些范围,或假定对相关变异不平等问题的弱解决方案的解决方案。

The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in these applications. Unfortunately, recent results have established that even approximate first-order stationary points of such objectives are intractable, even under smoothness conditions, motivating the study of min-max objectives with additional structure. We introduce a new class of structured nonconvex-nonconcave min-max optimization problems, proposing a generalization of the extragradient algorithm which provably converges to a stationary point. The algorithm applies not only to Euclidean spaces, but also to general $\ell_p$-normed finite-dimensional real vector spaces. We also discuss its stability under stochastic oracles and provide bounds on its sample complexity. Our iteration complexity and sample complexity bounds either match or improve the best known bounds for the same or less general nonconvex-nonconcave settings, such as those that satisfy variational coherence or in which a weak solution to the associated variational inequality problem is assumed to exist.

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