On the Convergence of Stochastic Extragradient for Bilinear Games using Restarted Iteration Averaging

Chris Junchi Li, Yaodong Yu, Nicolas Loizou, Gauthier Gidel, Yi Ma 0001, Nicolas Le Roux, Michael I. Jordan. On the Convergence of Stochastic Extragradient for Bilinear Games using Restarted Iteration Averaging. In Gustau Camps-Valls, Francisco J. R. Ruiz, Isabel Valera, editors, International Conference on Artificial Intelligence and Statistics, AISTATS 2022, 28-30 March 2022, Virtual Event. Volume 151 of Proceedings of Machine Learning Research, pages 9793-9826, PMLR, 2022. [doi]

@inproceedings{LiYLG0RJ22,
  title = {On the Convergence of Stochastic Extragradient for Bilinear Games using Restarted Iteration Averaging},
  author = {Chris Junchi Li and Yaodong Yu and Nicolas Loizou and Gauthier Gidel and Yi Ma 0001 and Nicolas Le Roux and Michael I. Jordan},
  year = {2022},
  url = {https://proceedings.mlr.press/v151/junchi-li22a.html},
  researchr = {https://researchr.org/publication/LiYLG0RJ22},
  cites = {0},
  citedby = {0},
  pages = {9793-9826},
  booktitle = {International Conference on Artificial Intelligence and Statistics, AISTATS 2022, 28-30 March 2022, Virtual Event},
  editor = {Gustau Camps-Valls and Francisco J. R. Ruiz and Isabel Valera},
  volume = {151},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}