Title
SOLVING A CLASS OF NON-CONVEX MIN-MAX GAMES USING ADAPTIVE MOMENTUM METHODS
Abstract
Adaptive momentum methods have recently attracted a lot of attention for training of deep neural networks. They use an exponential moving average of past gradients of the objective function to update both search directions and learning rates. However, these methods are not suited for solving min-max optimization problems that arise in training generative adversarial networks. In this paper, we propose an adaptive momentum min-max algorithm that generalizes adaptive momentum methods to the non-convex min-max regime. Further, we establish non-asymptotic rates of convergence for it when used in a reasonably broad class of non-convex min-max optimization problems. Experimental results illustrate its superior performance vis-a-vis benchmark methods for solving such problems.
Year
DOI
Venue
2021
10.1109/ICASSP39728.2021.9414476
2021 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP 2021)
Keywords
DocType
Citations 
Non-convex min-max games, First-order Nash equilibrium, Adaptive optimization
Conference
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Babak Barazandeh100.68
Davoud Ataee Tarzanagh200.34
George Michailidis330335.19