Riemannian ascent--descent for nonconvex nonconcave minimax landscapes: convergence to basin saddle points and applications to distributionally robust optimization

Rishabh Dixit, Pranav Upadrashta, Alex Cloninger

We study a class of distributionally robust optimization (DRO) problems for the statistical risk problem, formulated as minimax problems over the product of a Euclidean space and a…