Poster
in
Workshop: OPT 2022: Optimization for Machine Learning
Uniform Convergence and Generalization for Nonconvex Stochastic Minimax Problems
Siqi Zhang · Yifan Hu · Liang Zhang · Niao He
Abstract:
This paper studies the uniform convergence and generalization bounds for nonconvex-(strongly)-concave (NC-SC/NC-C) stochastic minimax optimization. We first establish the uniform convergence between the empirical minimax problem and the population minimax problem and show the and sample complexities respectively for the NC-SC and NC-C settings, where is the dimension number and is the condition number. To the best of our knowledge, this is the first uniform convergence result measured by the first-order stationarity in stochastic minimax optimization literature.
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