2024
Jointly Improving the Sample and Communication Complexities in Decentralized Stochastic Minimax Optimization
AAAI 2024technical
We propose a novel single-loop decentralized algorithm, DGDA-VR, for solving the stochastic nonconvex strongly-concave minimax problems over a connected network of agents, which are equipped with stochastic first-order oracles to estimate their local gradients. DGDA-VR, incorporating variance reduct…