cycle and spurious equilibria
Poincaré Recurrence, Cycles and Spurious Equilibria in Gradient-Descent-Ascent for Non-Convex Non-Concave Zero-Sum Games
We study a wide class of non-convex non-concave min-max games that generalizes over standard bilinear zero-sum games. In this class, players control the inputs of a smooth function whose output is being applied to a bilinear zero-sum game. This class of games is motivated by the indirect nature of the competition in Generative Adversarial Networks, where players control the parameters of a neural network while the actual competition happens between the distributions that the generator and discriminator capture. We establish theoretically, that depending on the specific instance of the problem gradient-descent-ascent dynamics can exhibit a variety of behaviors antithetical to convergence to the game theoretically meaningful min-max solution. Specifically, different forms of recurrent behavior (including periodicity and Poincar\'{e} recurrence) are possible as well as convergence to spurious (non-min-max) equilibria for a positive measure of initial conditions. At the technical level, our analysis combines tools from optimization theory, game theory and dynamical systems.
Reviews: Poincaré Recurrence, Cycles and Spurious Equilibria in Gradient-Descent-Ascent for Non-Convex Non-Concave Zero-Sum Games
I appreciate the author's taking time to respond to comments from my review. In particular I look forward to see similar techniques applied to multi-agent hidden network zero-sum games as per their response. The action space is given by finite vector spaces, and these map to a lower dimensional space via a smooth function. Payoffs are then zero-sum in this space. Although it is already known that gradient descent is difficult for games (even zero-sum games as those used), the authors show that even in this general dynamic the situation is just as dire.
Reviews: Poincaré Recurrence, Cycles and Spurious Equilibria in Gradient-Descent-Ascent for Non-Convex Non-Concave Zero-Sum Games
Following the author response, consensus on acceptance was easily reached, on the grounds that the paper makes important contributions to gradient dynamics in certain zero-sum games which capture a restricted class of GANs. We encourage the authors to clarify the introduction/motivation to accurately reflect the results.
Poincaré Recurrence, Cycles and Spurious Equilibria in Gradient-Descent-Ascent for Non-Convex Non-Concave Zero-Sum Games
We study a wide class of non-convex non-concave min-max games that generalizes over standard bilinear zero-sum games. In this class, players control the inputs of a smooth function whose output is being applied to a bilinear zero-sum game. This class of games is motivated by the indirect nature of the competition in Generative Adversarial Networks, where players control the parameters of a neural network while the actual competition happens between the distributions that the generator and discriminator capture. We establish theoretically, that depending on the specific instance of the problem gradient-descent-ascent dynamics can exhibit a variety of behaviors antithetical to convergence to the game theoretically meaningful min-max solution. Specifically, different forms of recurrent behavior (including periodicity and Poincar\'{e} recurrence) are possible as well as convergence to spurious (non-min-max) equilibria for a positive measure of initial conditions.
Poincaré Recurrence, Cycles and Spurious Equilibria in Gradient-Descent-Ascent for Non-Convex Non-Concave Zero-Sum Games
Vlatakis-Gkaragkounis, Emmanouil-Vasileios, Flokas, Lampros, Piliouras, Georgios
We study a wide class of non-convex non-concave min-max games that generalizes over standard bilinear zero-sum games. In this class, players control the inputs of a smooth function whose output is being applied to a bilinear zero-sum game. This class of games is motivated by the indirect nature of the competition in Generative Adversarial Networks, where players control the parameters of a neural network while the actual competition happens between the distributions that the generator and discriminator capture. We establish theoretically, that depending on the specific instance of the problem gradient-descent-ascent dynamics can exhibit a variety of behaviors antithetical to convergence to the game theoretically meaningful min-max solution. Specifically, different forms of recurrent behavior (including periodicity and Poincar\'{e} recurrence) are possible as well as convergence to spurious (non-min-max) equilibria for a positive measure of initial conditions.