Abstract
Save for some special cases, current training methods for Generative Adversarial Networks (GANs) are at best guaranteed to converge to a ‘local Nash equilibrium’ (LNE). Such LNEs, however, can be arbitrarily far from an actual Nash equilibrium (NE), which implies that there are no guarantees on the quality of the found generator or classifier. This paper proposes to model GANs explicitly as finite games in mixed strategies, thereby ensuring that every LNE is an NE. We use the Parallel Nash Memory as a solution method, which is proven to monotonically converge to a resource-bounded Nash equilibrium. We empirically demonstrate that our method is less prone to typical GAN problems such as mode collapse and produces solutions that are less exploitable than those produced by GANs and MGANs.
This paper is based on a prior arXiv paper which contains further details [31].
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Notes
- 1.
Note that in game theory the term ‘saddle point’ is used to denote a ‘global’ saddle point which corresponds to a Nash equilibrium: there is no profitable deviation near or far away from the current point. In contrast, in machine learning, the term ‘saddle point’ typically denotes a ‘local’ saddle point: no player can improve its payoff by making a small step from the current joint strategy.
- 2.
Some results on the existence of saddle points in infinite action games are known, but they require properties like convexity and concavity of utility functions [5], which we cannot apply as they would need to hold w.r.t. the neural network parameters.
- 3.
By relying on Glicksberg’s theorem, we think it would be possible to extend our formulation to the continuous setting.
- 4.
Therefore, our finite GANGs have the same representational capacity as normal GANs that are implemented using floating point arithmetic.
- 5.
For an explanation of the precise meaning of monotonic here, we refer to [29]. Roughly, we will be ‘secure’ against more strategies of the other agent with each iteration. This does not imply that the worst case payoff for an agent also improves monotonically. The latter property, while desirable, is not possible with an approach that incrementally constructs sub-games of the full game, as considered here: there might always be a part of the game we have not seen yet, but which we might discover in the future that will lead to a very poor worst case payoff for one of the agents.
- 6.
By changing the termination criterion of line 8 in Algorithm 1 into a criterion for including the newly found strategies. See the formulation in [29] for more details.
- 7.
During training the RBBR functions will be used many times. However, the goal of the RB-NE is to provide a characterization of the end point of training.
- 8.
This measure of exploitability was used to quantify convergence in PNM [29], and also has been used in the optimization literature [26]. It was in the context of GANs in [30], and further motivated for this purpose in [31]. Additionally, an empirical evaluation of exploitability as a measure for GANs was performed in the meantime [16], suggesting that this is a useful measure to quantify sample quality and mode collapse.
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Acknowledgments
This research made use of a GPU donated by NVIDIA. F.A.O. is funded by EPSRC First Grant EP/R001227/1. This project had received funding from the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (grant agreement No. 758824—INFLUENCE).
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Oliehoek, F.A., Savani, R., Gallego, J., van der Pol, E., Groß, R. (2019). Beyond Local Nash Equilibria for Adversarial Networks. In: Atzmueller, M., Duivesteijn, W. (eds) Artificial Intelligence. BNAIC 2018. Communications in Computer and Information Science, vol 1021. Springer, Cham. https://doi.org/10.1007/978-3-030-31978-6_7
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