saddle-point problems

Last-Iterate Convergence of Optimistic Multiplicative Weights Update

Francesco Orabona, Associate Professor, Computer Science

Oct 5, 12:00 - 13:00

B9 R2325

gradient descent operation optimistic gradient descent ascent convex optimization saddle-point problems

This talk will show how OMWU converges asymptotically for smooth convex-concave saddle-point problems, with a small enough constant learning rate.