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 non-convex non-concave zero-sum game


Poincaré Recurrence, Cycles and Spurious Equilibria in Gradient-Descent-Ascent for Non-Convex Non-Concave Zero-Sum Games

Neural Information Processing Systems

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

Neural Information Processing Systems

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

Neural Information Processing Systems

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

Neural Information Processing Systems

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

Neural Information Processing Systems

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.