3 papers
cs.LG2026
Understanding Dynamics of Adam in Zero-Sum Games: An ODE Approach
Yi Feng, Weiming Ou, Xiao Wang
The remarkable success of the Adam in training neural networks has naturally led to the widespread use of its descent-ascent counterpart, Adam-DA, for solving zero-sum games. Despi…
cs.GT2025
Continuous-Time Analysis of Heavy Ball Momentum in Min-Max Games
Yi Feng, Kaito Fujii, Stratis Skoulakis +2
Since Polyak's pioneering work, heavy ball (HB) momentum has been widely studied in minimization. However, its role in min-max games remains largely unexplored. As a key component…
math.OC2025
Langevin Multiplicative Weights Update with Applications in Polynomial Portfolio Management
Yi Feng, Xiao Wang, Tian Xie
We consider nonconvex optimization problem over simplex, and more generally, a product of simplices. We provide an algorithm, Langevin Multiplicative Weights Update (LMWU) for solv…