Fantastic Minimax Problems – What Are Solutions and How to Find Them

26.11.2020 15:00 - 15:45

Michael Sedlmayer

Abstract: Motivated by Generative Adversarial Networks (GANs) – a powerful class of generative models – we will investigate a special type of optimisation problems, so-called minimax or saddle point problems.

First, we will address certain issues when using gradient descent, the most popular solution method for many minimisation problems, in a naïve way, without taking into account the specific minimax structure. Next, we will discuss possible remedies to cope with unwanted behaviour of gradient descent and introduce first-order methods with convergence guarantees. Finally, we will talk about various notions of how to reasonably define solutions in different settings as well as methods to obtain such.

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Vienna School of Mathematics