2 papers
cs.GT2023
Convergence analysis and acceleration of the smoothing methods for solving extensive-form games
Keigo Habara, Ellen Hidemi Fukuda, Nobuo Yamashita
The extensive-form game has been studied considerably in recent years. It can represent games with multiple decision points and incomplete information, and hence it is helpful in f…
math.OC2022
A Stochastic Variance Reduced Gradient using Barzilai-Borwein Techniques as Second Order Information
Hardik Tankaria, Nobuo Yamashita
In this paper, we consider to improve the stochastic variance reduce gradient (SVRG) method via incorporating the curvature information of the objective function. We propose to red…