• Corpus ID: 235694268

Stochastic Gradient Descent-Ascent and Consensus Optimization for Smooth Games: Convergence Analysis under Expected Co-coercivity

  title={Stochastic Gradient Descent-Ascent and Consensus Optimization for Smooth Games: Convergence Analysis under Expected Co-coercivity},
  author={Nicolas Loizou and Hugo Berard and Gauthier Gidel and Ioannis Mitliagkas and Simon Lacoste-Julien},
  booktitle={Neural Information Processing Systems},
Two of the most prominent algorithms for solving unconstrained smooth games are the classical stochastic gradient descent-ascent (SGDA) and the recently introduced stochastic consensus optimization (SCO) [Mescheder et al., 2017]. SGDA is known to converge to a stationary point for specific classes of games, but current convergence analyses require a bounded variance assumption. SCO is used successfully for solving large-scale adversarial problems, but its convergence guarantees are limited to… 

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