Skip to content

TrueNobility303/RAIN

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

15 Commits
 
 
 
 

Repository files navigation

RAIN (Recursive Anchoing IterRation)

Official codes for "Near-optimal algorithms for making the gradient small in stochastic minimax optimization."

We conduct numerical experiments on the following three hard instances:

  • a convex-concave bilinear function (in the folder src/bilinear_func).
  • a convex-concave $(\delta,\nu)$ function with additive Guassian noise (in the folder src/delta_func).
  • a nonconvex-nonconcave function under the comonotonicity condition (in the folder src/rho_func).

To reimplement the expeiments in our paper, please run

exp_gnorm.m

in the corresponding folders.

About

[JMLR 2024] Near-Optimal Algorithms for Making the Gradient Small in Stochastic Minimax Optimization.

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

 
 
 

Contributors

Languages