论文标题

加速的最小算法群

Accelerated Minimax Algorithms Flock Together

论文作者

Yoon, TaeHo, Ryu, Ernest K.

论文摘要

最近发现了最小值优化和定点迭代中的几种新加速方法,有趣的是,它们依赖于与Nesterov基于动量的加速度不同的机制。在这项工作中,我们表明这些加速算法表现出我们所谓的合并路径(MP)属性;这些算法的轨迹迅速合并。使用这种新颖的MP属性,我们建立了现有加速度最小算法的点收敛,并为强率浓度 - 侧面的concove设置和Prox-Grad设置提供了新的最新算法。

Several new accelerated methods in minimax optimization and fixed-point iterations have recently been discovered, and, interestingly, they rely on a mechanism distinct from Nesterov's momentum-based acceleration. In this work, we show that these accelerated algorithms exhibit what we call the merging path (MP) property; the trajectories of these algorithms merge quickly. Using this novel MP property, we establish point convergence of existing accelerated minimax algorithms and derive new state-of-the-art algorithms for the strongly-convex-strongly-concave setup and for the prox-grad setup.

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