Simultaneous Transport Evolution for Minimax Equilibria on Measures. (arXiv:2202.06460v2 [cs.LG] UPDATED)

Min-max optimization problems arise in several key machine learning setups,
including adversarial learning and generative modeling. In their general form,
in absence of convexity/concavity assumptions, finding pure equilibria of the
underlying two-player zero-sum game is computationally hard [Daskalakis et al.,
2021]. In this work we focus instead in finding mixed equilibria, and consider
the associated lifted problem in the space of probability measures. By adding
entropic regularization, our main result establishes global convergence towards
the global equilibrium by using simultaneous …

arxiv equilibria evolution minimax