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A Fisher-Rao gradient flow for entropic mean-field min-max games by Lascu, Razvan-Andrei; Majka, Mateusz B.; Szpruch, Łukasz is a scholarly article available to read on EtoBox.

What is A Fisher-Rao gradient flow for entropic mean-field min-max games about?

Gradient flows play a substantial role in addressing many machine learning problems. We examine the convergence in continuous-time of a \textit{Fisher-Rao} (Mean-Field Birth-Death) gradient flow in the context of solving convex-concave min-max games with entropy regularization. We propose appropriate Lyapunov functions to demonstrate convergence with explicit rates to the unique mixed Nash equilibrium.

Author

Lascu, Razvan-Andrei; Majka, Mateusz B.; Szpruch, Łukasz

Published

2024

Language

EN