Stochastic Gradient Descent-Ascent and Consensus Optimization for Smooth Games: Convergence Analysis under Expected Co-coercivity.
Nicolas LoizouHugo BerardGauthier GidelIoannis MitliagkasSimon Lacoste-JulienPublished in: NeurIPS (2021)
Keyphrases
- stochastic gradient descent
- convergence analysis
- global convergence
- least squares
- loss function
- matrix factorization
- step size
- support vector machine
- weight vector
- convergence rate
- online algorithms
- random forests
- optimization algorithm
- multiple kernel learning
- regularization parameter
- optimality conditions
- optimization methods
- convergence speed
- nash equilibrium
- machine learning
- global optimization
- optimization method
- linear combination
- optimization problems
- multi objective
- evolutionary algorithm