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cs.LG2024
Two-Timescale Gradient Descent Ascent Algorithms for Nonconvex Minimax Optimization
Tianyi Lin, Chi Jin, Michael. I. Jordan
We provide a unified analysis of two-timescale gradient descent ascent (TTGDA) for solving structured nonconvex minimax optimization problems in the form of $\min_\textbf{x} \max_{…
cs.LG2023
A Specialized Semismooth Newton Method for Kernel-Based Optimal Transport
Tianyi Lin, Marco Cuturi, Michael I. Jordan
Kernel-based optimal transport (OT) estimators offer an alternative, functional estimation procedure to address OT problems from samples. Recent works suggest that these estimators…