Solving Min-Max Optimization with Hidden Structure via Gradient Descent Ascent
Authors: Emmanouil-Vasileios Vlatakis-Gkaragkounis, Lampros Flokas, Georgios Piliouras
Keywords: Min-max optimization, Lyapunov functions, Stability Analysis, Generative Adversarial Networks, Non-convex optimization
Abstract: Many recent AI architectures are inspired by zero-sum games, however, the behavior of their dynamics is still not well understood. Inspired by this, we study standard gradient descent ascent (GDA) dynamics in a specific class of non-convex non-concave zero-sum games, that we call hidden zero-sum games. In this class, players control the inputs of smooth but possibly non-linear functions whose outputs are being applied as inputs to a convex-concave game. Unlike general min-max games, these games have a well-defined notion of solution; outcomes that implement the von-Neumann equilibrium of the ``hidden convex-concave game. We prove that if the hidden game is strictly convex-concave then vanilla GDA converges not merely to local Nash, but typically to the von-Neumann solution. If the game lacks strict convexity properties, GDA may fail to converge to any equilibrium, however, by applying standard regularization techniques we can prove convergence to a von-Neumann solution of a slightly perturbed min-max game. Our convergence guarantees are non-local, which as far as we know is a first-of-its-kind type of result in non-convex non-concave games. Finally, we discuss connections of our framework with generative adversarial networks.