Decoupled SGDA for Games with Intermittent Strategy Communication

27 Sept 2024 (modified: 05 Feb 2025)Submitted to ICLR 2025EveryoneRevisionsBibTeXCC BY 4.0
Keywords: optimization, minimax optimization, distributed games, distributed optimization
Abstract: We focus on reducing communication overhead in multiplayer games, where frequently exchanging strategies between players is not feasible and players have noisy or outdated strategies of the other players. We propose \textit{Decoupled SGDA}, an extension of Stochastic Gradient Descent Ascent (SGDA), where players perform independent updates using outdated strategies of opponents, with periodic strategy synchronization. For Strongly-Convex-Strongly-Concave (SCSC) games, we demonstrate that Decoupled SGDA achieves near-optimal communication complexity comparable to the best-known GDA rates. For \emph{weakly coupled} games where the interaction between players is lower relative to non-interactive part of the game, Decoupled SGDA significantly reduces communication costs compared to standard SGDA. Our findings extend to multi-player games. To provide insights into the effect of communication frequency and convergence, we extensively study the convergence of Decoupled SGDA for quadratic minimax problems. Lastly, in settings where the noise over the players is imbalanced, Decoupled SGDA significantly outperforms federated minimax methods.
Primary Area: optimization
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Submission Number: 12030
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