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 Statistical Learning




Solving Min-Max Optimization with Hidden Structure via Gradient Descent Ascent

Neural Information Processing Systems

Many recent AI architectures are inspired by zero-sum games, however, the behavior of their dynamics is still not well understood. Inspired by this, we study standard gradient descent ascent (GDA) dynamics in a specific class of non-convex nonconcave zero-sum games, that we call hidden zero-sum games. In this class, players control the inputs of smooth but possibly non-linear functions whose outputs are being applied as inputs to a convex-concave game. Unlike general zero-sum games, these games have a well-defined notion of solution; outcomes that implement the von-Neumann equilibrium of the "hidden" convex-concave game. We provide conditions under which vanilla GDA provably converges not merely to local Nash, but the actual von-Neumann solution. If the hidden game lacks strict convexity properties, GDA may fail to converge to any equilibrium, however, by applying standard regularization techniques we can prove convergence to a von-Neumann solution of a slightly perturbed zero-sum game. Our convergence results are non-local despite working in the setting of non-convex non-concave games. Critically, under proper assumptions we combine the Center-Stable Manifold Theorem along with novel type of initialization dependent Lyapunov functions to prove that almost all initial conditions converge to the solution. Finally, we discuss diverse applications of our framework ranging from generative adversarial networks to evolutionary biology.


Solving Min-Max Optimization with Hidden Structure via Gradient Descent Ascent

Neural Information Processing Systems

Many recent AI architectures are inspired by zero-sum games, however, the behavior of their dynamics is still not well understood. Inspired by this, we study standard gradient descent ascent (GDA) dynamics in a specific class of non-convex nonconcave zero-sum games, that we call hidden zero-sum games. In this class, players control the inputs of smooth but possibly non-linear functions whose outputs are being applied as inputs to a convex-concave game. Unlike general zero-sum games, these games have a well-defined notion of solution; outcomes that implement the von-Neumann equilibrium of the "hidden" convex-concave game. We provide conditions under which vanilla GDA provably converges not merely to local Nash, but the actual von-Neumann solution. If the hidden game lacks strict convexity properties, GDA may fail to converge to any equilibrium, however, by applying standard regularization techniques we can prove convergence to a von-Neumann solution of a slightly perturbed zero-sum game. Our convergence results are non-local despite working in the setting of non-convex non-concave games. Critically, under proper assumptions we combine the Center-Stable Manifold Theorem along with novel type of initialization dependent Lyapunov functions to prove that almost all initial conditions converge to the solution. Finally, we discuss diverse applications of our framework ranging from generative adversarial networks to evolutionary biology.



ANotation and Preliminaries

Neural Information Processing Systems

We use the notation G= (V,E) to represent unweighted graphs, and G= (V,E,w) for weighted graphs. We use lowercase letters u,v to refer to vertices in V, and given a vertex v, we use dG(v) to refer to its degree in graph G. We use capital letters S,T to represent subsets of vertices, and given a vertex set S V, we use |S|to refer to its cardinality, S:= V \S to refer to its complement, and G[S] to refer to the subgraph of Ginduced by vertex set S. Furthermore, given two disjoint vertex sets S,T, we use wG(S,T):= P Given a graph G = (V,E), we use T to refer to a hierarchical clustering (tree) of the vertex set V, and costG(T) to refer to the cost of this clustering in graph G. Without loss of generality, we restrict our attention to just full binary hierarchical clustering trees, since the optimal tree is binary [20].