Optimality Conditions for Nonsmooth Nonconvex-Nonconcave Min-Max Problems and Generative Adversarial Networks
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Publication:6136233
Abstract: This paper considers a class of nonsmooth nonconvex-nonconcave min-max problems in machine learning and games. We first provide sufficient conditions for the existence of global minimax points and local minimax points. Next, we establish the first-order and second-order optimality conditions for local minimax points by using directional derivatives. These conditions reduce to smooth min-max problems with Fr{'e}chet derivatives. We apply our theoretical results to generative adversarial networks (GANs) in which two neural networks contest with each other in a game. Examples are used to illustrate applications of the new theory for training GANs.
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Cited in
(8)- Weakly-convex-concave min-max optimization: provable algorithms and applications in machine learning
- Newton and interior-point methods for (constrained) nonconvex-nonconcave minmax optimization with stability and instability guarantees
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