1 citations · 2 across the 5 of their papers we have counts for
5 papers
Local convergence of mean-field Langevin dynamics: from gradient flows to linearly monotone games
Guillaume Wang, Lénaïc Chizat
We study the local convergence of diffusive mean-field systems, including Wasserstein gradient flows, min-max dynamics, and multi-species games. We establish exponential local conv…
Annealed Sinkhorn for Optimal Transport: convergence, regularization path and debiasing
Lénaïc Chizat
Sinkhorn's algorithm is a method of choice to solve large-scale optimal transport (OT) problems. In this context, it involves an inverse temperature parameter that determines t…
Mean-Field Langevin Dynamics for Signed Measures via a Bilevel Approach
Guillaume Wang, Alireza Mousavi-Hosseini, Lénaïc Chizat
Mean-field Langevin dynamics (MLFD) is a class of interacting particle methods that tackle convex optimization over probability measures on a manifold, which are scalable, versatil…
Local Convergence of Gradient Methods for Min-Max Games: Partial Curvature Generically Suffices
Guillaume Wang, Lénaïc Chizat
We study the convergence to local Nash equilibria of gradient methods for two-player zero-sum differentiable games. It is well-known that such dynamics converge locally when $S \su…
An Exponentially Converging Particle Method for the Mixed Nash Equilibrium of Continuous Games
Guillaume Wang, Lénaïc Chizat
We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function.…