Stochastic Hamiltonian Gradient Methods for Smooth Games

8 July 2020

Nicolas Loizou

Hugo Berard

Alexia Jolicoeur-Martineau

Pascal Vincent

Simon Lacoste-Julien

Ioannis Mitliagkas

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Papers citing "Stochastic Hamiltonian Gradient Methods for Smooth Games"

33 / 33 papers shown

Title
Sharpness-Aware Minimization: General Analysis and Improved Rates Dimitris Oikonomou Nicolas Loizou 63 0 0 04 Mar 2025
Two-Timescale Gradient Descent Ascent Algorithms for Nonconvex Minimax Optimization Tianyi Lin Chi Jin Michael I. Jordan 50 6 0 28 Jan 2025
Towards Sharper Risk Bounds for Minimax Problems Bowei Zhu Shaojie Li Yong Liu 23 0 0 11 Oct 2024
Stochastic Polyak Step-sizes and Momentum: Convergence Guarantees and Practical Performance Dimitris Oikonomou Nicolas Loizou 45 4 0 06 Jun 2024
Stochastic Extragradient with Random Reshuffling: Improved Convergence for Variational Inequalities Konstantinos Emmanouilidis René Vidal Nicolas Loizou 27 2 0 11 Mar 2024
Stochastic Smoothed Gradient Descent Ascent for Federated Minimax Optimization Wei Shen Minhui Huang Jiawei Zhang Cong Shen FedML 33 0 0 02 Nov 2023
Stochastic Methods in Variational Inequalities: Ergodicity, Bias and Refinements Emmanouil-Vasileios Vlatakis-Gkaragkounis Angeliki Giannou Yudong Chen Qiaomin Xie 19 4 0 28 Jun 2023
Communication-Efficient Gradient Descent-Accent Methods for Distributed Variational Inequalities: Unified Analysis and Local Updates Siqi Zhang S. Choudhury Sebastian U. Stich Nicolas Loizou FedML 11 3 0 08 Jun 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
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
Tight Analysis of Extra-gradient and Optimistic Gradient Methods For Nonconvex Minimax Problems Pouria Mahdavinia Yuyang Deng Haochuan Li M. Mahdavi 18 12 0 17 Oct 2022
Optimal Extragradient-Based Bilinearly-Coupled Saddle-Point Optimization S. Du Gauthier Gidel Michael I. Jordan C. J. Li 21 7 0 17 Jun 2022
Clipped Stochastic Methods for Variational Inequalities with Heavy-Tailed Noise Eduard A. Gorbunov Marina Danilova David Dobre Pavel Dvurechensky Alexander Gasnikov Gauthier Gidel 19 24 0 02 Jun 2022
Riemannian Hamiltonian methods for min-max optimization on manifolds Andi Han Bamdev Mishra Pratik Jawanpuria Pawan Kumar Junbin Gao 17 16 0 25 Apr 2022
Stability and Generalization of Differentially Private Minimax Problems Yilin Kang Yong Liu Jian Li Weiping Wang 11 3 0 11 Apr 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
Last-Iterate Convergence of Saddle-Point Optimizers via High-Resolution Differential Equations Tatjana Chavdarova Michael I. Jordan Manolis Zampetakis 11 15 0 27 Dec 2021
Convergence Rates of Two-Time-Scale Gradient Descent-Ascent Dynamics for Solving Nonconvex Min-Max Problems Thinh T. Doan 11 15 0 17 Dec 2021
Faster Single-loop Algorithms for Minimax Optimization without Strong Concavity Junchi Yang Antonio Orvieto Aurélien Lucchi Niao He 6 59 0 10 Dec 2021
Stochastic Extragradient: General Analysis and Improved Rates Eduard A. Gorbunov Hugo Berard Gauthier Gidel Nicolas Loizou 14 40 0 16 Nov 2021
Extragradient Method: $O(1/K)$ Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity Eduard A. Gorbunov Nicolas Loizou Gauthier Gidel 18 64 0 08 Oct 2021
Stochastic Gradient Descent-Ascent and Consensus Optimization for Smooth Games: Convergence Analysis under Expected Co-coercivity Nicolas Loizou Hugo Berard Gauthier Gidel Ioannis Mitliagkas Simon Lacoste-Julien 13 53 0 30 Jun 2021
On the Convergence of Stochastic Extragradient for Bilinear Games using Restarted Iteration Averaging C. J. Li Yaodong Yu Nicolas Loizou Gauthier Gidel Yi-An Ma Nicolas Le Roux Michael I. Jordan 15 22 0 30 Jun 2021
Stability and Generalization of Stochastic Gradient Methods for Minimax Problems Yunwen Lei Zhenhuan Yang Tianbao Yang Yiming Ying 14 47 0 08 May 2021
AI-SARAH: Adaptive and Implicit Stochastic Recursive Gradient Methods Zheng Shi Abdurakhmon Sadiev Nicolas Loizou Peter Richtárik Martin Takávc ODL 22 13 0 19 Feb 2021
Complex Momentum for Optimization in Games Jonathan Lorraine David Acuna Paul Vicol D. Duvenaud 10 9 0 16 Feb 2021
LEAD: Min-Max Optimization from a Physical Perspective Reyhane Askari Hemmat Amartya Mitra Guillaume Lajoie Ioannis Mitliagkas 17 0 0 26 Oct 2020
Tight last-iterate convergence rates for no-regret learning in multi-player games Noah Golowich S. Pattathil C. Daskalakis 41 80 0 26 Oct 2020
Average-case Acceleration for Bilinear Games and Normal Matrices Carles Domingo-Enrich Fabian Pedregosa Damien Scieur 6 7 0 05 Oct 2020
Hybrid Variance-Reduced SGD Algorithms For Nonconvex-Concave Minimax Problems Quoc Tran-Dinh Deyi Liu Lam M. Nguyen 8 13 0 27 Jun 2020
Explore Aggressively, Update Conservatively: Stochastic Extragradient Methods with Variable Stepsize Scaling Yu-Guan Hsieh F. Iutzeler J. Malick P. Mertikopoulos 9 68 0 23 Mar 2020
On Solving Minimax Optimization Locally: A Follow-the-Ridge Approach Yuanhao Wang Guodong Zhang Jimmy Ba 29 99 0 16 Oct 2019
Linear Convergence of Gradient and Proximal-Gradient Methods Under the Polyak-Łojasiewicz Condition Hamed Karimi J. Nutini Mark W. Schmidt 119 1,190 0 16 Aug 2016