论文标题
通过操纵光谱形状加速平稳游戏
Accelerating Smooth Games by Manipulating Spectral Shapes
论文作者
论文摘要
我们使用矩阵迭代理论来表征平滑游戏中的加速度。我们将游戏家族的光谱形状定义为包含家族标准梯度动力学的所有特征值。仅限于实际线路的形状代表了众所周知的问题,例如最小化。跨越复杂平面的形状捕获了解决平滑游戏时增加的数值挑战。在此框架中,我们将基于梯度的方法(例如外部)描述为光谱形状的转换。利用此视角,我们为双线性游戏提出了一种最佳算法。对于平滑且强烈的单调操作员,我们确定了凸最小化之间的连续体,在这种凸量最小化之间,使用Polyak的动量可以加速,而最坏的情况是梯度下降是最佳的。最后,除了一阶方法之外,我们提出了共识优化的加速版本。
We use matrix iteration theory to characterize acceleration in smooth games. We define the spectral shape of a family of games as the set containing all eigenvalues of the Jacobians of standard gradient dynamics in the family. Shapes restricted to the real line represent well-understood classes of problems, like minimization. Shapes spanning the complex plane capture the added numerical challenges in solving smooth games. In this framework, we describe gradient-based methods, such as extragradient, as transformations on the spectral shape. Using this perspective, we propose an optimal algorithm for bilinear games. For smooth and strongly monotone operators, we identify a continuum between convex minimization, where acceleration is possible using Polyak's momentum, and the worst case where gradient descent is optimal. Finally, going beyond first-order methods, we propose an accelerated version of consensus optimization.