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Damien Scieur

Visiteur de recherche indépendant - Samsung SAIT
Superviseur⋅e principal⋅e

Publications

Only tails matter: Average-Case Universality and Robustness in the Convex Regime
Leonardo Cunha
Fabian Pedregosa
Damien Scieur
Only Tails Matter: Average-Case Universality and Robustness in the Convex Regime
Leonardo Cunha
Fabian Pedregosa
Damien Scieur
Accelerating Smooth Games by Manipulating Spectral Shapes
Accelerating Smooth Games by Manipulating Spectral Shapes
We use matrix iteration theory to characterize acceleration in smooth games. We define the spectral shape of a family of games as the set co… (voir plus)ntaining all eigenvalues of the Jacobians of standard gradient dynamics in the family. Shapes restricted to the real line represent well-understood classes of problems, like minimization. Shapes spanning the complex plane capture the added numerical challenges in solving smooth games. In this framework, we describe gradient-based methods, such as extragradient, as transformations on the spectral shape. Using this perspective, we propose an optimal algorithm for bilinear games. For smooth and strongly monotone operators, we identify a continuum between convex minimization, where acceleration is possible using Polyak's momentum, and the worst case where gradient descent is optimal. Finally, going beyond first-order methods, we propose an accelerated version of consensus optimization.