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We study the effect of the stochastic gradient noise on the training of generative adversarial networks (GANs) and show that it can prevent the convergence of standard game optimization methods, while the batch version converges. We address this issue with a novel stochastic variance-reduced extragradient (SVRE) optimization algorithm, which for a large class of games improves upon the previous convergence rates proposed in the literature. We observe empirically that SVRE performs similarly to a batch method on MNIST while being computationally cheaper, and that SVRE yields more stable GAN training on standard datasets.
Author Information
Tatjana Chavdarova (DeepMind & Mila & Idiap & EPFL)
Gauthier Gidel (Mila)
I am a Ph.D student supervised by Simon Lacoste-Julien, I graduated from ENS Ulm and Université Paris-Saclay. I was a visiting PhD student at Sierra. I also worked for 6 months as a freelance Data Scientist for Monsieur Drive (Acquired by Criteo) and I recently co-founded a startup called Krypto. I'm currently pursuing my PhD at Mila. My work focuses on optimization applied to machine learning. More details can be found in my resume. My research is to develop new optimization algorithms and understand the role of optimization in the learning procedure, in short, learn faster and better. I identify to the field of machine learning (NIPS, ICML, AISTATS and ICLR) and optimization (SIAM OP)
François Fleuret (Idiap)
François Fleuret got a PhD in Mathematics from INRIA and the University of Paris VI in 2000, and an Habilitation degree in Mathematics from the University of Paris XIII in 2006. He is Full Professor in the department of Computer Science at the University of Geneva, and Adjunct Professor in the School of Engineering of the École Polytechnique Fédérale de Lausanne. He has published more than 80 papers in peer-reviewed international conferences and journals. He is Associate Editor of the IEEE Transactions on Pattern Analysis and Machine Intelligence, serves as Area Chair for NeurIPS, AAAI, and ICCV, and in the program committee of many top-tier international conferences in machine learning and computer vision. He was or is expert for multiple funding agencies. He is the inventor of several patents in the field of machine learning, and co-founder of Neural Concept SA, a company specializing in the development and commercialization of deep learning solutions for engineering design. His main research interest is machine learning, with a particular focus on computational aspects and sample efficiency.
Simon Lacoste-Julien (Mila, Université de Montréal & SAIL Montreal)
Simon Lacoste-Julien is an associate professor at Mila and DIRO from Université de Montréal, and Canada CIFAR AI Chair holder. He also heads part time the SAIT AI Lab Montreal from Samsung. His research interests are machine learning and applied math, with applications in related fields like computer vision and natural language processing. He obtained a B.Sc. in math., physics and computer science from McGill, a PhD in computer science from UC Berkeley and a post-doc from the University of Cambridge. He spent a few years as a research faculty at INRIA and École normale supérieure in Paris before coming back to his roots in Montreal in 2016 to answer the call from Yoshua Bengio in growing the Montreal AI ecosystem.
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2014 Poster: SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives »
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2013 Poster: Reservoir Boosting : Between Online and Offline Ensemble Learning »
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