Minimax Optimization with Smooth Algorithmic AdversariesDownload PDF

29 Sept 2021, 00:35 (modified: 16 Mar 2022, 07:05)ICLR 2022 PosterReaders: Everyone
Keywords: Minimax optimization, two player zero sum games, generative adversarial networks, adversarial training
Abstract: This paper considers minimax optimization $\min_x \max_y f(x, y)$ in the challenging setting where $f$ can be both nonconvex in $x$ and nonconcave in $y$. Though such optimization problems arise in many machine learning paradigms including training generative adversarial networks (GANs) and adversarially robust models, from a theoretical point of view, two fundamental issues remain: (i) the absence of simple and efficiently computable optimality notions, and (ii) cyclic or diverging behavior of existing algorithms. This paper proposes a new theoretical framework for nonconvex-nonconcave minimax optimization that addresses both of the above issues. The starting point of this paper is the observation that, under a computational budget, the max-player can not fully maximize $f(x,\cdot)$ since nonconcave maximization is NP-hard in general. So, we propose a new framework, and a corresponding algorithm, for the min-player to play against \emph{smooth algorithms} deployed by the adversary (i.e., the max-player) instead of against full maximization. Our algorithm is guaranteed to make monotonic progress (thus having no limit cycles or diverging behavior), and to find an appropriate ``stationary point'' in a polynomial number of iterations. Our framework covers practically relevant settings where the smooth algorithms deployed by the adversary are multi-step stochastic gradient ascent, and its accelerated version. We further present experimental results that confirm our theoretical findings and demonstrate the effectiveness of the proposed approach in practice on simple, conceptual settings.
One-sentence Summary: We propose a tractable formulation of minimax optimization by modeling the adversary's algorithm, and present new algorithms which are guaranteed to converge and find appropriate stationary points.
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