Gradient Descent-Ascent Provably Converges to Strict Local Minmax Equilibria with a Finite Timescale
summary
Claim: gradient descent–ascent with a constructed finite tau_star provably makes the only locally attracting fixed points the strict local minimax (local Stackelberg) equilibria. Proof uses the continuous‑time limit, local linearization via the game Jacobian, Schur complements and Lyapunov criteria, plus a polynomial guard map built from Kronecker sums to find the exact tau threshold. Consequences: spurious attractors become unstable as tau grows, a concrete convergence rate for small step size, and almost‑sure local convergence under stochastic (noisy gradient) feedback.
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chapters (20)
- 0:00Intro
- 0:38Games as Abstractions for ML/OPT Problems
- 1:48Local Min-Max & Zero-Sum Continuous Games
- 3:44Do First Order Methods Provably Converge?
- 4:36The Punchline: Yes, they do!
- 6:09Local Equilibrium Notions and Optimality Conditio
- 8:31Properties and Taxonomy
- 9:46Analyzing T-GDA via Limiting CT Dynamical Syste !
- 11:41Understanding Locally Stability of Equilibria via J.
- 12:56Answer Q1: Differential Stackelberg Unstable for 1- Q1. Do unstable differential Stackelberg for T = 1 become stable as 7 grows? Yes!
- 14:27Answer to Q2: Spurious Stable Points Become Unst Q2. Do spurious stable points of 1-GDA become unstable for finite r? Yes!
- 15:33Summarizing Warm-Up: What's it Mean?
- 17:20Constructing T via Guardian Map
- 19:04Answer Q1: Yet, becomes stable for 7 2
- 20:14Polynomial to Guard the Open Left Half Complex P Intuition via Lyapunov
- 23:36Critical points w/o game theoretic meaning are unst
- 24:26CT Stability Implies DT Convergence
- 24:39T-GDA Convergence Rate
- 25:42Extensions: Implications for Online Learning online learning r* results combine with
- 27:59Take-Aways
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