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Gauthier Gidel

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45 papers
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45

ICLR Conference 2025 Conference Paper

Advantage Alignment Algorithms

  • Juan Agustin Duque
  • Milad Aghajohari
  • Tim Cooijmans
  • Razvan Ciuca
  • Tianyu Zhang
  • Gauthier Gidel
  • Aaron C. Courville

Artificially intelligent agents are increasingly being integrated into human decision-making: from large language model (LLM) assistants to autonomous vehicles. These systems often optimize their individual objective, leading to conflicts, particularly in general-sum games where naive reinforcement learning agents empirically converge to Pareto-suboptimal Nash equilibria. To address this issue, opponent shaping has emerged as a paradigm for finding socially beneficial equilibria in general-sum games. In this work, we introduce Advantage Alignment, a family of algorithms derived from first principles that perform opponent shaping efficiently and intuitively. We achieve this by aligning the advantages of interacting agents, increasing the probability of mutually beneficial actions when their interaction has been positive. We prove that existing opponent shaping methods implicitly perform Advantage Alignment. Compared to these methods, Advantage Alignment simplifies the mathematical formulation of opponent shaping, reduces the computational burden and extends to continuous action domains. We demonstrate the effectiveness of our algorithms across a range of social dilemmas, achieving state-of-the-art cooperation and robustness against exploitation.

NeurIPS Conference 2025 Conference Paper

Dimension-adapted Momentum Outscales SGD

  • Damien Ferbach
  • Katie Everett
  • Gauthier Gidel
  • Elliot Paquette
  • Courtney Paquette

We investigate scaling laws for stochastic momentum algorithms on the power law random features model, parameterized by data complexity, target complexity, and model size. When trained with a stochastic momentum algorithm, our analysis reveals four distinct loss curve shapes determined by varying data-target complexities. While traditional stochastic gradient descent with momentum (SGD-M) yields identical scaling law exponents to SGD, dimension-adapted Nesterov acceleration (DANA) improves these exponents by scaling momentum hyperparameters based on model size and data complexity. This outscaling phenomenon, which also improves compute-optimal scaling behavior, is achieved by DANA across a broad range of data and target complexities, while traditional methods fall short. Extensive experiments on high-dimensional synthetic quadratics validate our theoretical predictions and large-scale text experiments with LSTMs show DANA's improved loss exponents over SGD hold in a practical setting.

ICLR Conference 2025 Conference Paper

Learning Diverse Attacks on Large Language Models for Robust Red-Teaming and Safety Tuning

  • Seanie Lee
  • Minsu Kim 0004
  • Lynn Cherif
  • David Dobre
  • Juho Lee 0001
  • Sung Ju Hwang
  • Kenji Kawaguchi
  • Gauthier Gidel

Red-teaming, or identifying prompts that elicit harmful responses, is a critical step in ensuring the safe and responsible deployment of large language models (LLMs). Developing effective protection against many modes of attack prompts requires discovering diverse attacks. Automated red-teaming typically uses reinforcement learning to fine-tune an attacker language model to generate prompts that elicit undesirable responses from a target LLM, as measured, for example, by an auxiliary toxicity classifier. We show that even with explicit regularization to favor novelty and diversity, existing approaches suffer from mode collapse or fail to generate effective attacks. As a flexible and probabilistically principled alternative, we propose to use GFlowNet fine-tuning, followed by a secondary smoothing phase, to train the attacker model to generate *diverse* and *effective* attack prompts. We find that the attacks generated by our method are effective against a wide range of target LLMs, both with and without safety tuning, and transfer well between target LLMs. Finally, we demonstrate that models safety-tuned using a dataset of red-teaming prompts generated by our method are robust to attacks from other RL-based red-teaming approaches.

ICML Conference 2025 Conference Paper

Self-Play Q-Learners Can Provably Collude in the Iterated Prisoner's Dilemma

  • Quentin Bertrand
  • Juan Agustin Duque
  • Emilio Calvano
  • Gauthier Gidel

A growing body of computational studies shows that simple machine learning agents converge to cooperative behaviors in social dilemmas, such as collusive price-setting in oligopoly markets, raising questions about what drives this outcome. In this work, we provide theoretical foundations for this phenomenon in the context of self-play multi-agent Q-learners in the iterated prisoner’s dilemma. We characterize broad conditions under which such agents provably learn the cooperative Pavlov (win-stay, lose-shift) policy rather than the Pareto-dominated “always defect” policy. We validate our theoretical results through additional experiments, demonstrating their robustness across a broader class of deep learning algorithms.

ICLR Conference 2025 Conference Paper

Solving hidden monotone variational inequalities with surrogate losses

  • Ryan D'Orazio
  • Danilo Vucetic
  • Zichu Liu
  • Junhyung Lyle Kim
  • Ioannis Mitliagkas
  • Gauthier Gidel

Deep learning has proven to be effective in a wide variety of loss minimization problems. However, many applications of interest, like minimizing projected Bellman error and min-max optimization, cannot be modelled as minimizing a scalar loss function but instead correspond to solving a variational inequality (VI) problem. This difference in setting has caused many practical challenges as naive gradient-based approaches from supervised learning tend to diverge and cycle in the VI case. In this work, we propose a principled surrogate-based approach compatible with deep learning to solve VIs. We show that our surrogate-based approach has three main benefits: (1) under assumptions that are realistic in practice (when hidden monotone structure is present, interpolation, and sufficient optimization of the surrogates), it guarantees convergence, (2) it provides a unifying perspective of existing methods, and (3) is amenable to existing deep learning optimizers like ADAM. Experimentally, we demonstrate our surrogate-based approach is effective in min-max optimization and minimizing projected Bellman error. Furthermore, in the deep reinforcement learning case, we propose a novel variant of TD(0) which is more compute and sample efficient.

NeurIPS Conference 2025 Conference Paper

Tight Lower Bounds and Improved Convergence in Performative Prediction

  • Pedram Khorsandi
  • Rushil Gupta
  • Mehrnaz Mofakhami
  • Simon Lacoste-Julien
  • Gauthier Gidel

Performative prediction is a framework accounting for the shift in the data distribution induced by the prediction of a model deployed in the real world. Ensuring convergence to a stable solution—one at which the post‑deployment data distribution no longer changes—is crucial in settings where model predictions can influence future data. This paper, for the first time, extends the Repeated Risk Minimization (RRM) algorithm class by utilizing historical datasets from previous retraining snapshots, yielding a class of algorithms that we call Affine Risk Minimizers that converges to a performatively stable point for a broader class of problems. We introduce a new upper bound for methods that use only the final iteration of the dataset and prove for the first time the tightness of both this new bound and the previous existing bounds within the same regime. We also prove that our new algorithm class can surpass the lower bound for standard RRM, thus breaking the prior lower bound, and empirically observe faster convergence to the stable point on various performative prediction benchmarks. We offer at the same time the first lower bound analysis for RRM within the class of Affine Risk Minimizers, quantifying the potential improvements in convergence speed that could be achieved with other variants in our scheme.

ICML Conference 2024 Conference Paper

A Persuasive Approach to Combating Misinformation

  • Safwan Hossain
  • Andjela Mladenovic
  • Yiling Chen 0001
  • Gauthier Gidel

Bayesian Persuasion is proposed as a tool for social media platforms to combat the spread of misinformation. Since platforms can use machine learning to predict the popularity and misinformation features of to-be-shared posts, and users are largely motivated to share popular content, platforms can strategically signal this informational advantage to change user beliefs and persuade them not to share misinformation. We characterize the optimal signaling scheme with imperfect predictions as a linear program and give sufficient and necessary conditions on the classifier to ensure optimal platform utility is non-decreasing and continuous. Next, this interaction is considered under a performative model, wherein platform intervention affects the user’s future behaviour. The convergence and stability of optimal signaling under this performative process are fully characterized. Lastly, we experimentally validate that our approach significantly reduces misinformation in both the single round and performative setting.

NeurIPS Conference 2024 Conference Paper

Efficient Adversarial Training in LLMs with Continuous Attacks

  • Sophie Xhonneux
  • Alessandro Sordoni
  • Stephan Günnemann
  • Gauthier Gidel
  • Leo Schwinn

Large language models (LLMs) are vulnerable to adversarial attacks that can bypass their safety guardrails. In many domains, adversarial training has proven to be one of the most promising methods to reliably improve robustness against such attacks. Yet, in the context of LLMs, current methods for adversarial training are hindered by the high computational costs required to perform discrete adversarial attacks at each training iteration. We address this problem by instead calculating adversarial attacks in the continuous embedding space of the LLM, which is orders of magnitudes more efficient. We propose a fast adversarial training algorithm (C-AdvUL) composed of two losses: the first makes the model robust on continuous embedding attacks computed on an adversarial behaviour dataset; the second ensures the usefulness of the final model by fine-tuning on utility data. Moreover, we introduce C-AdvIPO, an adversarial variant of IPO that does not require utility data for adversarially robust alignment. Our empirical evaluation on five models from different families (Gemma, Phi3, Mistral, Zephyr, Llama2) and at different scales (2B, 3. 8B, 7B) shows that both algorithms substantially enhance LLM robustness against discrete attacks (GCG, AutoDAN, PAIR), while maintaining utility. Our results demonstrate that robustness to continuous perturbations can extrapolate to discrete threat models. Thereby, we present a path toward scalable adversarial training algorithms for robustly aligning LLMs.

ICLR Conference 2024 Conference Paper

Expected flow networks in stochastic environments and two-player zero-sum games

  • Marco Jiralerspong
  • Bilun Sun
  • Danilo Vucetic
  • Tianyu Zhang
  • Yoshua Bengio
  • Gauthier Gidel
  • Nikolay Malkin

Generative flow networks (GFlowNets) are sequential sampling models trained to match a given distribution. GFlowNets have been successfully applied to various structured object generation tasks, sampling a diverse set of high-reward objects quickly. We propose expected flow networks (EFlowNets), which extend GFlowNets to stochastic environments. We show that EFlowNets outperform other GFlowNet formulations in stochastic tasks such as protein design. We then extend the concept of EFlowNets to adversarial environments, proposing adversarial flow networks (AFlowNets) for two-player zero-sum games. We show that AFlowNets learn to find above 80% of optimal moves in Connect-4 via self-play and outperform AlphaZero in tournaments. Code: https://github.com/GFNOrg/AdversarialFlowNetworks.

ICML Conference 2024 Conference Paper

High-Probability Convergence for Composite and Distributed Stochastic Minimization and Variational Inequalities with Heavy-Tailed Noise

  • Eduard Gorbunov
  • Abdurakhmon Sadiev
  • Marina Danilova
  • Samuel Horváth
  • Gauthier Gidel
  • Pavel E. Dvurechensky
  • Alexander V. Gasnikov
  • Peter Richtárik

High-probability analysis of stochastic first-order optimization methods under mild assumptions on the noise has been gaining a lot of attention in recent years. Typically, gradient clipping is one of the key algorithmic ingredients to derive good high-probability guarantees when the noise is heavy-tailed. However, if implemented naively, clipping can spoil the convergence of the popular methods for composite and distributed optimization (Prox-SGD/Parallel SGD) even in the absence of any noise. Due to this reason, many works on high-probability analysis consider only unconstrained non-distributed problems, and the existing results for composite/distributed problems do not include some important special cases (like strongly convex problems) and are not optimal. To address this issue, we propose new stochastic methods for composite and distributed optimization based on the clipping of stochastic gradient differences and prove tight high-probability convergence results (including nearly optimal ones) for the new methods. In addition, we also develop new methods for composite and distributed variational inequalities and analyze the high-probability convergence of these methods.

ICML Conference 2024 Conference Paper

Iterated Denoising Energy Matching for Sampling from Boltzmann Densities

  • Tara Akhound-Sadegh
  • Jarrid Rector-Brooks
  • Avishek Joey Bose
  • Sarthak Mittal
  • Pablo Lemos
  • Cheng-Hao Liu
  • Marcin Sendera
  • Siamak Ravanbakhsh

Efficiently generating statistically independent samples from an unnormalized probability distribution, such as equilibrium samples of many-body systems, is a foundational problem in science. In this paper, we propose Iterated Denoising Energy Matching (iDEM), an iterative algorithm that uses a novel stochastic score matching objective leveraging solely the energy function and its gradient—and no data samples—to train a diffusion-based sampler. Specifically, iDEM alternates between (I) sampling regions of high model density from a diffusion-based sampler and (II) using these samples in our stochastic matching objective to further improve the sampler. iDEM is scalable to high dimensions as the inner matching objective, is simulation-free, and requires no MCMC samples. Moreover, by leveraging the fast mode mixing behavior of diffusion, iDEM smooths out the energy landscape enabling efficient exploration and learning of an amortized sampler. We evaluate iDEM on a suite of tasks ranging from standard synthetic energy functions to invariant $n$-body particle systems. We show that the proposed approach achieves state-of-the-art performance on all metrics and trains $2-5\times$ faster, which allows it to be the first method to train using energy on the challenging $55$-particle Lennard-Jones system.

IROS Conference 2024 Conference Paper

Local Linearity is All You Need (in Data-Driven Teleoperation)

  • Michael Przystupa
  • Gauthier Gidel
  • Matthew E. Taylor
  • Martin Jägersand
  • Justus H. Piater
  • Samuele Tosatto

One of the critical aspects of assistive robotics is to provide a control system of a high-dimensional robot from a low-dimensional user input (i. e. a 2D joystick). Data-driven teleoperation seeks to provide an intuitive user interface called an action map to map the low dimensional input to robot velocities from human demonstrations. Action maps are machine learning models trained on robotic demonstration data to map user input directly to desired movements as opposed to aspects of robot pose ("move to cup or pour content" vs. "move along x- or y-axis"). Many works have investigated nonlinear action maps with multi-layer perceptrons, but recent work suggests that local-linear neural approximations provide better control of the system. However, local linear models assume actions exist on a linear subspace and may not capture nuanced motions in training data. In this work, we hypothesize that local-linear neural networks are effective because they make the action map odd w. r. t. the user input, enhancing the intuitiveness of the controller. Based on this assumption, we propose two nonlinear means of encoding odd behavior that do not constrain the action map to a local linear function. However, our analysis reveals that these models effectively behave like local linear models for relevant mappings between user joysticks and robot movements. We support this claim in simulation, and show on a realworld use case that there is no statistical benefit of using non-linear maps, according to the users experience. These negative results suggest that further investigation into model architectures beyond local linear models may offer diminishing returns for improving user experience in data-driven teleoperation systems.

NeurIPS Conference 2024 Conference Paper

On the Scalability of Certified Adversarial Robustness with Generated Data

  • Thomas Altstidl
  • David Dobre
  • Arthur Kosmala
  • Björn Eskofier
  • Gauthier Gidel
  • Leo Schwinn

Certified defenses against adversarial attacks offer formal guarantees on the robustness of a model, making them more reliable than empirical methods such as adversarial training, whose effectiveness is often later reduced by unseen attacks. Still, the limited certified robustness that is currently achievable has been a bottleneck for their practical adoption. Gowal et al. and Wang et al. have shown that generating additional training data using state-of-the-art diffusion models can considerably improve the robustness of adversarial training. In this work, we demonstrate that a similar approach can substantially improve deterministic certified defenses but also reveal notable differences in the scaling behavior between certified and empirical methods. In addition, we provide a list of recommendations to scale the robustness of certified training approaches. Our approach achieves state-of-the-art deterministic robustness certificates on CIFAR-10 for the $\ell_2$ ($\epsilon = 36/255$) and $\ell_{\infty}$ ($\epsilon = 8/255$) threat models, outperforming the previous results by $+3. 95$ and $+1. 39$ percentage points, respectively. Furthermore, we report similar improvements for CIFAR-100.

ICLR Conference 2024 Conference Paper

On the Stability of Iterative Retraining of Generative Models on their own Data

  • Quentin Bertrand
  • Avishek Joey Bose
  • Alexandre Duplessis
  • Marco Jiralerspong
  • Gauthier Gidel

Deep generative models have made tremendous progress in modeling complex data, often exhibiting generation quality that surpasses a typical human's ability to discern the authenticity of samples. Undeniably, a key driver of this success is enabled by the massive amounts of web-scale data consumed by these models. Due to these models' striking performance and ease of availability, the web will inevitably be increasingly populated with synthetic content. Such a fact directly implies that future iterations of generative models will be trained on both clean and artificially generated data from past models. In this paper, we develop a framework to rigorously study the impact of training generative models on mixed datasets---from classical training on real data to self-consuming generative models trained on purely synthetic data. We first prove the stability of iterative training under the condition that the initial generative models approximate the data distribution well enough and the proportion of clean training data (w.r.t. synthetic data) is large enough. We empirically validate our theory on both synthetic and natural images by iteratively training normalizing flows and state-of-the-art diffusion models on CIFAR10 and FFHQ.

ICML Conference 2024 Conference Paper

Sarah Frank-Wolfe: Methods for Constrained Optimization with Best Rates and Practical Features

  • Aleksandr Beznosikov
  • David Dobre
  • Gauthier Gidel

The Frank-Wolfe (FW) method is a popular approach for solving optimization problems with structured constraints that arise in machine learning applications. In recent years, stochastic versions of FW have gained popularity, motivated by large datasets for which the computation of the full gradient is prohibitively expensive. In this paper, we present two new variants of the FW algorithms for stochastic finite-sum minimization. Our algorithms have the best convergence guarantees of existing stochastic FW approaches for both convex and non-convex objective functions. Our methods do not have the issue of permanently collecting large batches, which is common to many stochastic projection-free approaches. Moreover, our second approach does not require either large batches or full deterministic gradients, which is a typical weakness of many techniques for finite-sum problems. The faster theoretical rates of our approaches are confirmed experimentally.

NeurIPS Conference 2024 Conference Paper

Self-Consuming Generative Models with Curated Data Provably Optimize Human Preferences

  • Damien Ferbach
  • Quentin Bertrand
  • Avishek J. Bose
  • Gauthier Gidel

The rapid progress in generative models has resulted in impressive leaps in generation quality, blurring the lines between synthetic and real data. Web-scale datasets are now prone to the inevitable contamination by synthetic data, directly impacting the training of future generated models. Already, some theoretical results on self-consuming generative models (a. k. a. , iterative retraining) have emerged in the literature, showcasing that either model collapse or stability could be possible depending on the fraction of generated data used at each retraining step. However, in practice, synthetic data is often subject to human feedback and curated by users before being used and uploaded online. For instance, many interfaces of popular text-to-image generative models, such as Stable Diffusion or Midjourney, produce several variations of an image for a given query which can eventually be curated by the users. In this paper, we theoretically study the impact of data curation on iterated retraining of generative models and show that it can be seen as an implicit preference optimization mechanism. However, unlike standard preference optimization, the generative model does not have access to the reward function or negative samples needed for pairwise comparisons. Moreover, our study doesn't require access to the density function, only to samples. We prove that, if the data is curated according to a reward model, then the expected reward of the iterative retraining procedure is maximized. We further provide theoretical results on the stability of the retraining loop when using a positive fraction of real data at each step. Finally, we conduct illustrative experiments on both synthetic datasets and on CIFAR10 showing that such a procedure amplifies biases of the reward model.

NeurIPS Conference 2024 Conference Paper

Soft Prompt Threats: Attacking Safety Alignment and Unlearning in Open-Source LLMs through the Embedding Space

  • Leo Schwinn
  • David Dobre
  • Sophie Xhonneux
  • Gauthier Gidel
  • Stephan Günnemann

Current research in adversarial robustness of LLMs focuses on \textit{discrete} input manipulations in the natural language space, which can be directly transferred to \textit{closed-source} models. However, this approach neglects the steady progression of \textit{open-source} models. As open-source models advance in capability, ensuring their safety becomes increasingly imperative. Yet, attacks tailored to open-source LLMs that exploit full model access remain largely unexplored. We address this research gap and propose the \textit{embedding space attack}, which directly attacks the \textit{continuous} embedding representation of input tokens. We find that embedding space attacks circumvent model alignments and trigger harmful behaviors more efficiently than discrete attacks or model fine-tuning. Additionally, we demonstrate that models compromised by embedding attacks can be used to create discrete jailbreaks in natural language. Lastly, we present a novel threat model in the context of unlearning and show that embedding space attacks can extract supposedly deleted information from unlearned LLMs across multiple datasets and models. Our findings highlight embedding space attacks as an important threat model in open-source LLMs.

ICLR Conference 2024 Conference Paper

Synaptic Weight Distributions Depend on the Geometry of Plasticity

  • Roman Pogodin
  • Jonathan Cornford
  • Arna Ghosh
  • Gauthier Gidel
  • Guillaume Lajoie
  • Blake A. Richards

A growing literature in computational neuroscience leverages gradient descent and learning algorithms that approximate it to study synaptic plasticity in the brain. However, the vast majority of this work ignores a critical underlying assumption: the choice of distance for synaptic changes - i.e. the geometry of synaptic plasticity. Gradient descent assumes that the distance is Euclidean, but many other distances are possible, and there is no reason that biology necessarily uses Euclidean geometry. Here, using the theoretical tools provided by mirror descent, we show that the distribution of synaptic weights will depend on the geometry of synaptic plasticity. We use these results to show that experimentally-observed log-normal weight distributions found in several brain areas are not consistent with standard gradient descent (i.e. a Euclidean geometry), but rather with non-Euclidean distances. Finally, we show that it should be possible to experimentally test for different synaptic geometries by comparing synaptic weight distributions before and after learning. Overall, our work shows that the current paradigm in theoretical work on synaptic plasticity that assumes Euclidean synaptic geometry may be misguided and that it should be possible to experimentally determine the true geometry of synaptic plasticity in the brain.

TMLR Journal 2024 Journal Article

When is Momentum Extragradient Optimal? A Polynomial-Based Analysis

  • Junhyung Lyle Kim
  • Gauthier Gidel
  • Anastasios Kyrillidis
  • Fabian Pedregosa

The extragradient method has gained popularity due to its robust convergence properties for differentiable games. Unlike single-objective optimization, game dynamics involve complex interactions reflected by the eigenvalues of the game vector field's Jacobian scattered across the complex plane. This complexity can cause the simple gradient method to diverge, even for bilinear games, while the extragradient method achieves convergence. Building on the recently proven accelerated convergence of the momentum extragradient method for bilinear games \citep{azizian2020accelerating}, we use a polynomial-based analysis to identify three distinct scenarios where this method exhibits further accelerated convergence. These scenarios encompass situations where the eigenvalues reside on the (positive) real line, lie on the real line alongside complex conjugates, or exist solely as complex conjugates. Furthermore, we derive the hyperparameters for each scenario that achieve the fastest convergence rate.

ICLR Conference 2023 Conference Paper

A General Framework For Proving The Equivariant Strong Lottery Ticket Hypothesis

  • Damien Ferbach
  • Christos Tsirigotis
  • Gauthier Gidel
  • Avishek Joey Bose

The Strong Lottery Ticket Hypothesis (SLTH) stipulates the existence of a subnetwork within a sufficiently overparameterized (dense) neural network that---when initialized randomly and without any training---achieves the accuracy of a fully trained target network. Recent works by Da Cunha et. al 2022, Burkholz 2022 demonstrate that the SLTH can be extended to translation equivariant networks---i.e. CNNs---with the same level of overparametrization as needed for the SLTs in dense networks. However, modern neural networks are capable of incorporating more than just translation symmetry, and developing general equivariant architectures such as rotation and permutation has been a powerful design principle. In this paper, we generalize the SLTH to functions that preserve the action of the group $G$---i.e. $G$-equivariant network---and prove, with high probability, that one can approximate any $G$-equivariant network of fixed width and depth by pruning a randomly initialized overparametrized $G$-equivariant network to a $G$-equivariant subnetwork. We further prove that our prescribed overparametrization scheme is optimal and provide a lower bound on the number of effective parameters as a function of the error tolerance. We develop our theory for a large range of groups, including subgroups of the Euclidean $\text{E}(2)$ and Symmetric group $G \leq \mathcal{S}_n$---allowing us to find SLTs for MLPs, CNNs, $\text{E}(2)$-steerable CNNs, and permutation equivariant networks as specific instantiations of our unified framework. Empirically, we verify our theory by pruning overparametrized $\text{E}(2)$-steerable CNNs, $k$-order GNNs, and message passing GNNs to match the performance of trained target networks.

ICML Conference 2023 Conference Paper

Convergence of Proximal Point and Extragradient-Based Methods Beyond Monotonicity: the Case of Negative Comonotonicity

  • Eduard Gorbunov
  • Adrien B. Taylor
  • Samuel Horváth
  • Gauthier Gidel

Algorithms for min-max optimization and variational inequalities are often studied under monotonicity assumptions. Motivated by non-monotone machine learning applications, we follow the line of works (Diakonikolas et al. , 2021; Lee & Kim, 2021; Pethick et al. , 2022; Bohm, 2022) aiming at going beyond monotonicity by considering the weaker negative comonotonicity assumption. In this work, we provide tight complexity analyses for the Proximal Point (PP), Extragradient (EG), and Optimistic Gradient (OG) methods in this setup, closing several questions on their working guarantees beyond monotonicity. In particular, we derive the first non-asymptotic convergence rates for PP under negative comonotonicity and star-negative comonotonicity and show their tightness via constructing worst-case examples; we also relax the assumptions for the last-iterate convergence guarantees for EG and OG and prove the tightness of the existing best-iterate guarantees for EG and OG via constructing counter-examples.

NeurIPS Conference 2023 Conference Paper

Feature Likelihood Divergence: Evaluating the Generalization of Generative Models Using Samples

  • Marco Jiralerspong
  • Joey Bose
  • Ian Gemp
  • Chongli Qin
  • Yoram Bachrach
  • Gauthier Gidel

The past few years have seen impressive progress in the development of deep generative models capable of producing high-dimensional, complex, and photo-realistic data. However, current methods for evaluating such models remain incomplete: standard likelihood-based metrics do not always apply and rarely correlate with perceptual fidelity, while sample-based metrics, such as FID, are insensitive to overfitting, i. e. , inability to generalize beyond the training set. To address these limitations, we propose a new metric called the Feature Likelihood Divergence (FLD), a parametric sample-based score that uses density estimation to provide a comprehensive trichotomic evaluation accounting for novelty (i. e. , different from the training samples), fidelity, and diversity of generated samples. We empirically demonstrate the ability of FLD to identify specific overfitting problem cases, where previously proposed metrics fail. We also extensively evaluate FLD on various image datasets and model classes, demonstrating its ability to match intuitions of previous metrics like FID while offering a more comprehensive evaluation of generative models.

ICML Conference 2023 Conference Paper

High-Probability Bounds for Stochastic Optimization and Variational Inequalities: the Case of Unbounded Variance

  • Abdurakhmon Sadiev
  • Marina Danilova
  • Eduard Gorbunov
  • Samuel Horváth
  • Gauthier Gidel
  • Pavel E. Dvurechensky
  • Alexander V. Gasnikov
  • Peter Richtárik

During the recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of the main reasons for this is that high-probability complexity bounds are more accurate and less studied than in-expectation ones. However, SOTA high-probability non-asymptotic convergence results are derived under strong assumptions such as boundedness of the gradient noise variance or of the objective’s gradient itself. In this paper, we propose several algorithms with high-probability convergence results under less restrictive assumptions. In particular, we derive new high-probability convergence results under the assumption that the gradient/operator noise has bounded central $\alpha$-th moment for $\alpha \in (1, 2]$ in the following setups: (i) smooth non-convex / Polyak-Lojasiewicz / convex / strongly convex / quasi-strongly convex minimization problems, (ii) Lipschitz / star-cocoercive and monotone / quasi-strongly monotone variational inequalities. These results justify the usage of the considered methods for solving problems that do not fit standard functional classes studied in stochastic optimization.

ICML Conference 2023 Conference Paper

Nesterov Meets Optimism: Rate-Optimal Separable Minimax Optimization

  • Chris Junchi Li
  • Huizhuo Yuan
  • Gauthier Gidel
  • Quanquan Gu
  • Michael I. Jordan

We propose a new first-order optimization algorithm — AcceleratedGradient-OptimisticGradient (AG-OG) Descent Ascent—for separable convex-concave minimax optimization. The main idea of our algorithm is to carefully leverage the structure of the minimax problem, performing Nesterov acceleration on the individual component and optimistic gradient on the coupling component. Equipped with proper restarting, we show that AG-OG achieves the optimal convergence rate (up to a constant) for a variety of settings, including bilinearly coupled strongly convex-strongly concave minimax optimization (bi-SC-SC), bilinearly coupled convex-strongly concave minimax optimization (bi-C-SC), and bilinear games. We also extend our algorithm to the stochastic setting and achieve the optimal convergence rate in both bi-SC-SC and bi-C-SC settings. AG-OG is the first single-call algorithm with optimal convergence rates in both deterministic and stochastic settings for bilinearly coupled minimax optimization problems.

NeurIPS Conference 2023 Conference Paper

Optimal Extragradient-Based Algorithms for Stochastic Variational Inequalities with Separable Structure

  • Angela Yuan
  • Chris Junchi Li
  • Gauthier Gidel
  • Michael Jordan
  • Quanquan Gu
  • Simon S. Du

We consider the problem of solving stochastic monotone variational inequalities with a separable structure using a stochastic first-order oracle. Building on standard extragradient for variational inequalities we propose a novel algorithm---stochastic \emph{accelerated gradient-extragradient} (AG-EG)---for strongly monotone variational inequalities (VIs). Our approach combines the strengths of extragradient and Nesterov acceleration. By showing that its iterates remain in a bounded domain and applying scheduled restarting, we prove that AG-EG has an optimal convergence rate for strongly monotone VIs. Furthermore, when specializing to the particular case of bilinearly coupled strongly-convex-strongly-concave saddle-point problems, including bilinear games, our algorithm achieves fine-grained convergence rates that match the respective lower bounds, with the stochasticity being characterized by an additive statistical error term that is optimal up to a constant prefactor.

ICLR Conference 2023 Conference Paper

Variance Reduction is an Antidote to Byzantines: Better Rates, Weaker Assumptions and Communication Compression as a Cherry on the Top

  • Eduard Gorbunov
  • Samuel Horváth
  • Peter Richtárik
  • Gauthier Gidel

Byzantine-robustness has been gaining a lot of attention due to the growth of the interest in collaborative and federated learning. However, many fruitful directions, such as the usage of variance reduction for achieving robustness and communication compression for reducing communication costs, remain weakly explored in the field. This work addresses this gap and proposes Byz-VR-MARINA -- a new Byzantine-tolerant method with variance reduction and compression. A key message of our paper is that variance reduction is key to fighting Byzantine workers more effectively. At the same time, communication compression is a bonus that makes the process more communication efficient. We derive theoretical convergence guarantees for Byz-VR-MARINA outperforming previous state-of-the-art for general non-convex and Polyak-Lojasiewicz loss functions. Unlike the concurrent Byzantine-robust methods with variance reduction and/or compression, our complexity results are tight and do not rely on restrictive assumptions such as boundedness of the gradients or limited compression. Moreover, we provide the first analysis of a Byzantine-tolerant method supporting non-uniform sampling of stochastic gradients. Numerical experiments corroborate our theoretical findings.

NeurIPS Conference 2022 Conference Paper

Beyond L1: Faster and Better Sparse Models with skglm

  • Quentin Bertrand
  • Quentin Klopfenstein
  • Pierre-Antoine Bannier
  • Gauthier Gidel
  • Mathurin Massias

We propose a new fast algorithm to estimate any sparse generalized linear model with convex or non-convex separable penalties. Our algorithm is able to solve problems with millions of samples and features in seconds, by relying on coordinate descent, working sets and Anderson acceleration. It handles previously unaddressed models, and is extensively shown to improve state-of-art algorithms. We provide a flexible, scikit-learn compatible package, which easily handles customized datafits and penalties.

NeurIPS Conference 2022 Conference Paper

Clipped Stochastic Methods for Variational Inequalities with Heavy-Tailed Noise

  • Eduard Gorbunov
  • Marina Danilova
  • David Dobre
  • Pavel Dvurechenskii
  • Alexander Gasnikov
  • Gauthier Gidel

Stochastic first-order methods such as Stochastic Extragradient (SEG) or Stochastic Gradient Descent-Ascent (SGDA) for solving smooth minimax problems and, more generally, variational inequality problems (VIP) have been gaining a lot of attention in recent years due to the growing popularity of adversarial formulations in machine learning. While high-probability convergence bounds are known to more accurately reflect the actual behavior of stochastic methods, most convergence results are provided in expectation. Moreover, the only known high-probability complexity results have been derived under restrictive sub-Gaussian (light-tailed) noise and bounded domain assumptions [Juditsky et al. , 2011]. In this work, we prove the first high-probability complexity results with logarithmic dependence on the confidence level for stochastic methods for solving monotone and structured non-monotone VIPs with non-sub-Gaussian (heavy-tailed) noise and unbounded domains. In the monotone case, our results match the best known ones in the light-tails case [Juditsky et al. , 2011], and are novel for structured non-monotone problems such as negative comonotone, quasi-strongly monotone, and/or star-cocoercive ones. We achieve these results by studying SEG and SGDA with clipping. In addition, we numerically validate that the gradient noise of many practical GAN formulations is heavy-tailed and show that clipping improves the performance of SEG/SGDA.

ICLR Conference 2022 Conference Paper

Generalized Natural Gradient Flows in Hidden Convex-Concave Games and GANs

  • Andjela Mladenovic
  • Iosif Sakos
  • Gauthier Gidel
  • Georgios Piliouras

Game-theoretic formulations in machine learning have recently risen in prominence, whereby entire modeling paradigms are best captured as zero-sum games. Despite their popularity, however, their dynamics are still poorly understood. This lack of theory is often substantiated with painful empirical observations of volatile training dynamics and even divergence. Such results highlight the need to develop an appropriate theory with convergence guarantees that are powerful enough to inform practice. This paper studies the generalized Gradient Descent-Ascent (GDA) flow in a large class of non-convex non-concave Zero-Sum games dubbed Hidden Convex-Concave games, a class of games that includes GANs. We focus on two specific geometries: a novel geometry induced by the hidden convex-concave structure that we call the hidden mapping geometry and the Fisher information geometry. For the hidden mapping geometry, we prove global convergence under mild assumptions. In the case of Fisher information geometry, we provide a complete picture of the dynamics in an interesting special setting of team competition via invariant function analysis.

NeurIPS Conference 2022 Conference Paper

Last-Iterate Convergence of Optimistic Gradient Method for Monotone Variational Inequalities

  • Eduard Gorbunov
  • Adrien Taylor
  • Gauthier Gidel

The Past Extragradient (PEG) [Popov, 1980] method, also known as the Optimistic Gradient method, has known a recent gain in interest in the optimization community with the emergence of variational inequality formulations for machine learning. Recently, in the unconstrained case, Golowich et al. [2020] proved that a $O(1/N)$ last-iterate convergence rate in terms of the squared norm of the operator can be achieved for Lipschitz and monotone operators with a Lipchitz Jacobian. In this work, by introducing a novel analysis through potential functions, we show that (i) this $O(1/N)$ last-iterate convergence can be achieved without any assumption on the Jacobian of the operator, and (ii) it can be extended to the constrained case, which was not derived before even under Lipschitzness of the Jacobian. The proof is significantly different from the one known from Golowich et al. [2020], and its discovery was computer-aided. Those results close the open question of the last iterate convergence of PEG for monotone variational inequalities.

ICLR Conference 2022 Conference Paper

Online Adversarial Attacks

  • Andjela Mladenovic
  • Avishek Joey Bose
  • Hugo Berard
  • William L. Hamilton
  • Simon Lacoste-Julien
  • Pascal Vincent
  • Gauthier Gidel

Adversarial attacks expose important vulnerabilities of deep learning models, yet little attention has been paid to settings where data arrives as a stream. In this paper, we formalize the online adversarial attack problem, emphasizing two key elements found in real-world use-cases: attackers must operate under partial knowledge of the target model, and the decisions made by the attacker are irrevocable since they operate on a transient data stream. We first rigorously analyze a deterministic variant of the online threat model by drawing parallels to the well-studied $k$-secretary problem in theoretical computer science and propose Virtual+, a simple yet practical online algorithm. Our main theoretical result shows Virtual+ yields provably the best competitive ratio over all single-threshold algorithms for $k<5$---extending the previous analysis of the $k$-secretary problem. We also introduce the \textit{stochastic $k$-secretary}---effectively reducing online blackbox transfer attacks to a $k$-secretary problem under noise---and prove theoretical bounds on the performance of Virtual+ adapted to this setting. Finally, we complement our theoretical results by conducting experiments on MNIST, CIFAR-10, and Imagenet classifiers, revealing the necessity of online algorithms in achieving near-optimal performance and also the rich interplay between attack strategies and online attack selection, enabling simple strategies like FGSM to outperform stronger adversaries.

ICML Conference 2022 Conference Paper

Only tails matter: Average-Case Universality and Robustness in the Convex Regime

  • Leonardo Cunha
  • Gauthier Gidel
  • Fabian Pedregosa
  • Damien Scieur
  • Courtney Paquette

The recently developed average-case analysis of optimization methods allows a more fine-grained and representative convergence analysis than usual worst-case results. In exchange, this analysis requires a more precise hypothesis over the data generating process, namely assuming knowledge of the expected spectral distribution (ESD) of the random matrix associated with the problem. This work shows that the concentration of eigenvalues near the edges of the ESD determines a problem’s asymptotic average complexity. This a priori information on this concentration is a more grounded assumption than complete knowledge of the ESD. This approximate concentration is effectively a middle ground between the coarseness of the worst-case scenario convergence and the restrictive previous average-case analysis. We also introduce the Generalized Chebyshev method, asymptotically optimal under a hypothesis on this concentration and globally optimal when the ESD follows a Beta distribution. We compare its performance to classical optimization algorithms, such as gradient descent or Nesterov’s scheme, and we show that, in the average-case context, Nesterov’s method is universally nearly optimal asymptotically.

NeurIPS Conference 2022 Conference Paper

The Curse of Unrolling: Rate of Differentiating Through Optimization

  • Damien Scieur
  • Gauthier Gidel
  • Quentin Bertrand
  • Fabian Pedregosa

Computing the Jacobian of the solution of an optimization problem is a central problem in machine learning, with applications in hyperparameter optimization, meta-learning, optimization as a layer, and dataset distillation, to name a few. Unrolled differentiation is a popular heuristic that approximates the solution using an iterative solver and differentiates it through the computational path. This work provides a non-asymptotic convergence-rate analysis of this approach on quadratic objectives for gradient descent and the Chebyshev method. We show that to ensure convergence of the Jacobian, we can either 1) choose a large learning rate leading to a fast asymptotic convergence but accept that the algorithm may have an arbitrarily long burn-in phase or 2) choose a smaller learning rate leading to an immediate but slower convergence. We refer to this phenomenon as the curse of unrolling. Finally, we discuss open problems relative to this approach, such as deriving a practical update rule for the optimal unrolling strategy and making novel connections with the field of Sobolev orthogonal polynomials.

NeurIPS Conference 2021 Conference Paper

A single gradient step finds adversarial examples on random two-layers neural networks

  • Sebastien Bubeck
  • Yeshwanth Cherapanamjeri
  • Gauthier Gidel
  • Remi Tachet des Combes

Daniely and Schacham recently showed that gradient descent finds adversarial examples on random undercomplete two-layers ReLU neural networks. The term “undercomplete” refers to the fact that their proof only holds when the number of neurons is a vanishing fraction of the ambient dimension. We extend their result to the overcomplete case, where the number of neurons is larger than the dimension (yet also subexponential in the dimension). In fact we prove that a single step of gradient descent suffices. We also show this result for any subexponential width random neural network with smooth activation function.

AAMAS Conference 2021 Conference Paper

Pick Your Battles: Interaction Graphs as Population-Level Objectives for Strategic Diversity

  • Marta Garnelo
  • Wojciech Marian Czarnecki
  • Siqi Liu
  • Dhruva Tirumala
  • Junhyuk Oh
  • Gauthier Gidel
  • Hado van Hasselt
  • David Balduzzi

Strategic diversity is often essential in games: in multi-player games, for example, evaluating a player against a diverse set of strategies will yield a more accurate estimate of its performance. Furthermore, in games with non-transitivities diversity allows a player to cover several winning strategies. However, despite the significance of strategic diversity, training agents that exhibit diverse behaviour remains a challenge. In this paper we study how to construct diverse populations of agents by carefully structuring how individuals within a population interact. Our approach is based on interaction graphs, which control the flow of information between agents during training and can encourage agents to specialise on different strategies, leading to improved overall performance. We provide evidence for the importance of diversity in multi-agent training and analyse the effect of applying different interaction graphs on the training trajectories, diversity and performance of populations in a range of games.

NeurIPS Conference 2021 Conference Paper

Stochastic Gradient Descent-Ascent and Consensus Optimization for Smooth Games: Convergence Analysis under Expected Co-coercivity

  • Nicolas Loizou
  • Hugo Berard
  • Gauthier Gidel
  • Ioannis Mitliagkas
  • Simon Lacoste-Julien

Two of the most prominent algorithms for solving unconstrained smooth games are the classical stochastic gradient descent-ascent (SGDA) and the recently introduced stochastic consensus optimization (SCO) [Mescheder et al. , 2017]. SGDA is known to converge to a stationary point for specific classes of games, but current convergence analyses require a bounded variance assumption. SCO is used successfully for solving large-scale adversarial problems, but its convergence guarantees are limited to its deterministic variant. In this work, we introduce the expected co-coercivity condition, explain its benefits, and provide the first last-iterate convergence guarantees of SGDA and SCO under this condition for solving a class of stochastic variational inequality problems that are potentially non-monotone. We prove linear convergence of both methods to a neighborhood of the solution when they use constant step-size, and we propose insightful stepsize-switching rules to guarantee convergence to the exact solution. In addition, our convergence guarantees hold under the arbitrary sampling paradigm, and as such, we give insights into the complexity of minibatching.

ICLR Conference 2020 Conference Paper

A Closer Look at the Optimization Landscapes of Generative Adversarial Networks

  • Hugo Berard
  • Gauthier Gidel
  • Amjad Almahairi
  • Pascal Vincent
  • Simon Lacoste-Julien

Generative adversarial networks have been very successful in generative modeling, however they remain relatively challenging to train compared to standard deep neural networks. In this paper, we propose new visualization techniques for the optimization landscapes of GANs that enable us to study the game vector field resulting from the concatenation of the gradient of both players. Using these visualization techniques we try to bridge the gap between theory and practice by showing empirically that the training of GANs exhibits significant rotations around LSSP, similar to the one predicted by theory on toy examples. Moreover, we provide empirical evidence that GAN training seems to converge to a stable stationary point which is a saddle point for the generator loss, not a minimum, while still achieving excellent performance.

NeurIPS Conference 2020 Conference Paper

Adversarial Example Games

  • Joey Bose
  • Gauthier Gidel
  • Hugo Berard
  • Andre Cianflone
  • Pascal Vincent
  • Simon Lacoste-Julien
  • Will Hamilton

The existence of adversarial examples capable of fooling trained neural network classifiers calls for a much better understanding of possible attacks to guide the development of safeguards against them. This includes attack methods in the challenging {\em non-interactive blackbox} setting, where adversarial attacks are generated without any access, including queries, to the target model. Prior attacks in this setting have relied mainly on algorithmic innovations derived from empirical observations (e. g. , that momentum helps), lacking principled transferability guarantees. In this work, we provide a theoretical foundation for crafting transferable adversarial examples to entire hypothesis classes. We introduce \textit{Adversarial Example Games} (AEG), a framework that models the crafting of adversarial examples as a min-max game between a generator of attacks and a classifier. AEG provides a new way to design adversarial examples by adversarially training a generator and a classifier from a given hypothesis class (e. g. , architecture). We prove that this game has an equilibrium, and that the optimal generator is able to craft adversarial examples that can attack any classifier from the corresponding hypothesis class. We demonstrate the efficacy of AEG on the MNIST and CIFAR-10 datasets, outperforming prior state-of-the-art approaches with an average relative improvement of $29. 9\%$ and $47. 2\%$ against undefended and robust models (Table \ref{table: q2} \& \ref{table: q3}) respectively.

ICML Conference 2020 Conference Paper

Linear Lower Bounds and Conditioning of Differentiable Games

  • Adam Ibrahim
  • Waïss Azizian
  • Gauthier Gidel
  • Ioannis Mitliagkas

Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we approach the question of fundamental iteration complexity by providing lower bounds to complement the linear (i. e. geometric) upper bounds observed in the literature on a wide class of problems. We cast saddle-point and min-max problems as 2-player games. We leverage tools from single-objective convex optimisation to propose new linear lower bounds for convex-concave games. Notably, we give a linear lower bound for $n$-player differentiable games, by using the spectral properties of the update operator. We then propose a new definition of the condition number arising from our lower bound analysis. Unlike past definitions, our condition number captures the fact that linear rates are possible in games, even in the absence of strong convexity or strong concavity in the variables.

NeurIPS Conference 2020 Conference Paper

Real World Games Look Like Spinning Tops

  • Wojciech M. Czarnecki
  • Gauthier Gidel
  • Brendan Tracey
  • Karl Tuyls
  • Shayegan Omidshafiei
  • David Balduzzi
  • Max Jaderberg

This paper investigates the geometrical properties of real world games (e. g. Tic-Tac-Toe, Go, StarCraft II). We hypothesise that their geometrical structure resembles a spinning top, with the upright axis representing transitive strength, and the radial axis representing the non-transitive dimension, which corresponds to the number of cycles that exist at a particular transitive strength. We prove the existence of this geometry for a wide class of real world games by exposing their temporal nature. Additionally, we show that this unique structure also has consequences for learning - it clarifies why populations of strategies are necessary for training of agents, and how population size relates to the structure of the game. Finally, we empirically validate these claims by using a selection of nine real world two-player zero-sum symmetric games, showing 1) the spinning top structure is revealed and can be easily reconstructed by using a new method of Nash clustering to measure the interaction between transitive and cyclical strategy behaviour, and 2) the effect that population size has on the convergence of learning in these games.

NeurIPS Conference 2019 Conference Paper

Implicit Regularization of Discrete Gradient Dynamics in Linear Neural Networks

  • Gauthier Gidel
  • Francis Bach
  • Simon Lacoste-Julien

When optimizing over-parameterized models, such as deep neural networks, a large set of parameters can achieve zero training error. In such cases, the choice of the optimization algorithm and its respective hyper-parameters introduces biases that will lead to convergence to specific minimizers of the objective. Consequently, this choice can be considered as an implicit regularization for the training of over-parametrized models. In this work, we push this idea further by studying the discrete gradient dynamics of the training of a two-layer linear network with the least-squares loss. Using a time rescaling, we show that, with a vanishing initialization and a small enough step size, this dynamics sequentially learns the solutions of a reduced-rank regression with a gradually increasing rank.

NeurIPS Conference 2019 Conference Paper

Non-normal Recurrent Neural Network (nnRNN): learning long time dependencies while improving expressivity with transient dynamics

  • Giancarlo Kerg
  • Kyle Goyette
  • Maximilian Puelma Touzel
  • Gauthier Gidel
  • Eugene Vorontsov
  • Yoshua Bengio
  • Guillaume Lajoie

A recent strategy to circumvent the exploding and vanishing gradient problem in RNNs, and to allow the stable propagation of signals over long time scales, is to constrain recurrent connectivity matrices to be orthogonal or unitary. This ensures eigenvalues with unit norm and thus stable dynamics and training. However this comes at the cost of reduced expressivity due to the limited variety of orthogonal transformations. We propose a novel connectivity structure based on the Schur decomposition and a splitting of the Schur form into normal and non-normal parts. This allows to parametrize matrices with unit-norm eigenspectra without orthogonality constraints on eigenbases. The resulting architecture ensures access to a larger space of spectrally constrained matrices, of which orthogonal matrices are a subset. This crucial difference retains the stability advantages and training speed of orthogonal RNNs while enhancing expressivity, especially on tasks that require computations over ongoing input sequences.

NeurIPS Conference 2019 Conference Paper

Painless Stochastic Gradient: Interpolation, Line-Search, and Convergence Rates

  • Sharan Vaswani
  • Aaron Mishkin
  • Issam Laradji
  • Mark Schmidt
  • Gauthier Gidel
  • Simon Lacoste-Julien

Recent works have shown that stochastic gradient descent (SGD) achieves the fast convergence rates of full-batch gradient descent for over-parameterized models satisfying certain interpolation conditions. However, the step-size used in these works depends on unknown quantities and SGD's practical performance heavily relies on the choice of this step-size. We propose to use line-search techniques to automatically set the step-size when training models that can interpolate the data. In the interpolation setting, we prove that SGD with a stochastic variant of the classic Armijo line-search attains the deterministic convergence rates for both convex and strongly-convex functions. Under additional assumptions, SGD with Armijo line-search is shown to achieve fast convergence for non-convex functions. Furthermore, we show that stochastic extra-gradient with a Lipschitz line-search attains linear convergence for an important class of non-convex functions and saddle-point problems satisfying interpolation. To improve the proposed methods' practical performance, we give heuristics to use larger step-sizes and acceleration. We compare the proposed algorithms against numerous optimization methods on standard classification tasks using both kernel methods and deep networks. The proposed methods result in competitive performance across all models and datasets, while being robust to the precise choices of hyper-parameters. For multi-class classification using deep networks, SGD with Armijo line-search results in both faster convergence and better generalization.

NeurIPS Conference 2019 Conference Paper

Reducing Noise in GAN Training with Variance Reduced Extragradient

  • Tatjana Chavdarova
  • Gauthier Gidel
  • François Fleuret
  • Simon Lacoste-Julien

We study the effect of the stochastic gradient noise on the training of generative adversarial networks (GANs) and show that it can prevent the convergence of standard game optimization methods, while the batch version converges. We address this issue with a novel stochastic variance-reduced extragradient (SVRE) optimization algorithm, which for a large class of games improves upon the previous convergence rates proposed in the literature. We observe empirically that SVRE performs similarly to a batch method on MNIST while being computationally cheaper, and that SVRE yields more stable GAN training on standard datasets.

ICML Conference 2018 Conference Paper

Adaptive Three Operator Splitting

  • Fabian Pedregosa
  • Gauthier Gidel

We propose and analyze a novel adaptive step size variant of the Davis-Yin three operator splitting, a method that can solve optimization problems composed of a sum of a smooth term for which we have access to its gradient and an arbitrary number of potentially non-smooth terms for which we have access to their proximal operator. The proposed method leverages local information of the objective function, allowing for larger step sizes while preserving the convergence properties of the original method. It only requires two extra function evaluations per iteration and does not depend on any step size hyperparameter besides an initial estimate. We provide a convergence rate analysis of this method, showing sublinear convergence rate for general convex functions and linear convergence under stronger assumptions, matching the best known rates of its non adaptive variant. Finally, an empirical comparison with related methods on 6 different problems illustrates the computational advantage of the adaptive step size strategy.

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