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Record W4378499052 · doi:10.48550/arxiv.2305.15653

Alternating Subgradient Methods for Convex-Concave Saddle-Point Problems

2023· preprint· en· W4378499052 on OpenAlexfundno aff
Hui Ouyang

Bibliographic record

VenuearXiv (Cornell University) · 2023
Typepreprint
Languageen
FieldDecision Sciences
TopicAdvanced Bandit Algorithms Research
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsSubgradient methodMathematicsIterated functionSequence (biology)Saddle pointConvex functionMathematical optimizationRegular polygonConvex optimizationSaddleBounded functionLinear matrix inequalityRate of convergenceApplied mathematicsMathematical analysisComputer scienceGeometry

Abstract

fetched live from OpenAlex

We propose an alternating subgradient method with non-constant step sizes for solving convex-concave saddle-point problems associated with general convex-concave functions. We assume that the sequence of our step sizes is not summable but square summable. Then under the popular assumption of uniformly bounded subgradients, we prove that a sequence of convex combinations of function values over our iterates converges to the value of the function at a saddle-point. Additionally, based on our result regarding the boundedness of the sequence of our iterates, we show that a sequence of the function evaluated at convex combinations of our iterates also converges to the value of the function over a saddle-point. We implement our algorithms in examples of a linear program in inequality form, a least-squares problem with $\ell_{1}$ regularization, a matrix game, and a robust Markowitz portfolio construction problem. To accelerate convergence, we reorder the sequence of step sizes in descending order, which turned out to work very-well in our examples. Our convergence results are confirmed by our numerical experiments. Moreover, we also numerically compare our iterate scheme with iterates schemes associated with constant step sizes. Our numerical results support our choice of step sizes. Additionally, we observe the convergence of the sequence of function values over our iterates in multiple experiments, which currently lacks theoretical support.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.006
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.003
Threshold uncertainty score0.016

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.006
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0010.001
Open science0.0020.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0020.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.539
GPT teacher head0.411
Teacher spread0.129 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2023
Admission routes1
Has abstractyes

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