General Procedure to Provide High-Probability Guarantees for Stochastic Saddle Point Problems

Author:

Li Dongyang,Li Haobin,Zhang JunyuORCID

Publisher

Springer Science and Business Media LLC

Reference44 articles.

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3. Beznosikov, A., Sadiev, A., Gasnikov, A.: Gradient-free methods with inexact oracle for convex-concave stochastic saddle-point problem. In: International Conference on Mathematical Optimization Theory and Operations Research, 105–119. Springer, (2020)

4. Chavdarova,T., Gidel, G., Fleuret, F., Lacoste-Julien, S.: Reducing noise in gan training with variance reduced extragradient. Adv. Neural Inf. Proc. Syst. 32, (2019)

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