Stable Nonconvex-Nonconcave Training via Linear Interpolation: Setup

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7 Mar 2024

This paper is available on arxiv under CC 4.0 license.

Authors:

(1) Thomas Pethick, EPFL (LIONS) thomas.pethick@epfl.ch;

(2) Wanyun Xie, EPFL (LIONS) wanyun.xie@epfl.ch;

(3) Volkan Cevher, EPFL (LIONS) volkan.cevher@epfl.ch.

3 Setup

Most relevant in the context of GAN training is that (1) includes constrained minimax problems.

Example 3.1. Consider the following minimax problem

We will rely on the following assumptions (see Appendix B for any missing definitions).

Assumption 3.2. In problem (1),

Remark 3.3. Assumption 3.2(iii) is also known as |ρ|-cohypomonotonicity when ρ < 0, which allows for increasing nonmonotonicity as |ρ| grows. See Appendix B.1 for the relationship with weak MVI.

When only stochastic feedback Fˆ σ(·, ξ) is available we make the following classical assumptions.