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math.OC2024
Linear convergence of proximal descent schemes on the Wasserstein space
Razvan-Andrei Lascu, Mateusz B. Majka, David Šiška +1
We investigate proximal descent methods, inspired by the minimizing movement scheme introduced by Jordan, Kinderlehrer and Otto, for optimizing entropy-regularized functionals on t…
math.OC2024
A Fisher-Rao gradient flow for entropic mean-field min-max games
Razvan-Andrei Lascu, Mateusz B. Majka, Łukasz Szpruch
Gradient flows play a substantial role in addressing many machine learning problems. We examine the convergence in continuous-time of a \textit{Fisher-Rao} (Mean-Field Birth-Death)…
math.OC2024
Mirror Descent-Ascent for mean-field min-max problems
Razvan-Andrei Lascu, Mateusz B. Majka, Łukasz Szpruch
We study two variants of the mirror descent-ascent (MDA) algorithm for solving min-max problems on the space of measures: simultaneous and alternating. We work under assumptions of…