An Optimal Multistage Stochastic Gradient Method for Minimax Problems
© 2020 IEEE. In this paper, we study the minimax optimization problem in the smooth and strongly convex-strongly concave setting when we have access to noisy estimates of gradients. In particular, we first analyze the stochastic Gradient Descent Ascent (GDA) method with constant stepsize, and show t...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE)
2022
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| Online Access: | https://hdl.handle.net/1721.1/143824 |