Pith. sign in

REVIEW 3 cited by

ODE Analysis of Stochastic Gradient Methods with Optimism and Anchoring for Minimax Problems

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 1905.10899 v3 pith:4XGLYLUH submitted 2019-05-26 cs.LG stat.ML

classification cs.LGstat.ML
keywords simgdstochasticconvergenceanalysisgradientgradientsminimaxoptimism
verification ladder T0 review T1 audit T2 compute T3 formal

Signed reviews

No signed human review yet.

0 comments
read the original abstract

Despite remarkable empirical success, the training dynamics of generative adversarial networks (GAN), which involves solving a minimax game using stochastic gradients, is still poorly understood. In this work, we analyze last-iterate convergence of simultaneous gradient descent (simGD) and its variants under the assumption of convex-concavity, guided by a continuous-time analysis with differential equations. First, we show that simGD, as is, converges with stochastic sub-gradients under strict convexity in the primal variable. Second, we generalize optimistic simGD to accommodate an optimism rate separate from the learning rate and show its convergence with full gradients. Finally, we present anchored simGD, a new method, and show convergence with stochastic subgradients.

Discussion (0). Continue with ORCID to comment.

Forward citations

Cited by 3 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Halpern Iteration Achieves $\tilde{\mathcal{O}}(\epsilon^{-1/p})$ $p$th-Order Oracle Complexity for Monotone Variational Inequalities

    math.OC 2026-08 conditional novelty 8.0 of 10

    A large-step inexact Halpern iteration with an anchored tensor method yields tilde-O(epsilon^{-1/p}) p-th order oracle complexity for smooth monotone variational inequalities for all p >= 2.

  2. Direct Acceleration of Stochastic Root-Finding Without Variance Reduction and Regularization

    math.OC 2026-08 accept novelty 7.0 of 10

    A dual-anchor stochastic root-finding algorithm achieves O(epsilon^{-3}) oracle complexity with constant mini-batching and no variance reduction for cocoercive operators.

  3. Last-Iterate Convergence of Single-Loop Stochastic Methods for Constrained Convex-Concave Minimax Problems

    math.OC 2026-07 accept novelty 6.5 of 10

    Perturbed S-EG and S-OGDA achieve O(T^{-1/4}) last-iterate restricted primal-dual gap rates when T is known and O(T^{-1/5}) anytime rates under standard stochastic oracles.

Pith tools