Explore Aggressively, Update Conservatively: Stochastic Extragradient
Methods with Variable Stepsize Scaling

Explore Aggressively, Update Conservatively: Stochastic Extragradient Methods with Variable Stepsize Scaling

23 March 2020

P. Mertikopoulos

Papers citing "Explore Aggressively, Update Conservatively: Stochastic Extragradient Methods with Variable Stepsize Scaling"

15 / 15 papers shown

Title
Learning Variational Inequalities from Data: Fast Generalization Rates under Strong Monotonicity Eric Zhao Tatjana Chavdarova Michael I. Jordan 43 0 0 20 Feb 2025
A geometric decomposition of finite games: Convergence vs. recurrence under exponential weights Davide Legacci P. Mertikopoulos Bary S. R. Pradelski 18 6 0 12 May 2024
A Deep Learning Based Resource Allocator for Communication Systems with Dynamic User Utility Demands Pourya Behmandpoor Panagiotis Patrinos Marc Moonen 14 1 0 08 Nov 2023
First Order Methods with Markovian Noise: from Acceleration to Variational Inequalities Aleksandr Beznosikov S. Samsonov Marina Sheshukova Alexander Gasnikov A. Naumov Eric Moulines 32 14 0 25 May 2023
Single-Call Stochastic Extragradient Methods for Structured Non-monotone Variational Inequalities: Improved Analysis under Weaker Conditions S. Choudhury Eduard A. Gorbunov Nicolas Loizou 25 13 0 27 Feb 2023
Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems Thomas Pethick P. Latafat Panagiotis Patrinos Olivier Fercoq V. Cevher 17 45 0 20 Feb 2023
Solving stochastic weak Minty variational inequalities without increasing batch size Thomas Pethick Olivier Fercoq P. Latafat Panagiotis Patrinos V. Cevher 8 23 0 17 Feb 2023
Similarity, Compression and Local Steps: Three Pillars of Efficient Communications for Distributed Variational Inequalities Aleksandr Beznosikov Martin Takáč Alexander Gasnikov 21 10 0 15 Feb 2023
SARAH-based Variance-reduced Algorithm for Stochastic Finite-sum Cocoercive Variational Inequalities Aleksandr Beznosikov Alexander Gasnikov 25 2 0 12 Oct 2022
Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Survey Aleksandr Beznosikov Boris Polyak Eduard A. Gorbunov D. Kovalev Alexander Gasnikov 32 31 0 29 Aug 2022
Stochastic Gradient Descent-Ascent: Unified Theory and New Efficient Methods Aleksandr Beznosikov Eduard A. Gorbunov Hugo Berard Nicolas Loizou 17 47 0 15 Feb 2022
Extragradient Method: $O(1/K)$ Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity Eduard A. Gorbunov Nicolas Loizou Gauthier Gidel 21 64 0 08 Oct 2021
Stochastic gradient descent with noise of machine learning type. Part I: Discrete time analysis Stephan Wojtowytsch 21 50 0 04 May 2021
Adaptive extra-gradient methods for min-max optimization and games Kimon Antonakopoulos E. V. Belmega P. Mertikopoulos 43 45 0 22 Oct 2020
The limits of min-max optimization algorithms: convergence to spurious non-critical sets Ya-Ping Hsieh P. Mertikopoulos V. Cevher 13 81 0 16 Jun 2020