Efficient Uncoupled Learning Dynamics with $\tilde{O}\left(T^{-1/4}\right)$ Last-Iterate Convergence in Bilinear Saddle-Point Problems over Convex Sets under Bandit Feedback

Arnab Maiti, Claire Jie Zhang, Kevin Jamieson +3

In this paper, we study last-iterate convergence of learning algorithms in bilinear saddle-point problems, a preferable notion of convergence that captures the day-to-day behavior…