# Decentralized Riemannian Algorithm for Nonconvex Minimax Problems

arXiv: https://arxiv.org/abs/2302.03825 · HTML: https://mlsanity.com/paper/2302.03825/

## Key facts

- Cited by 7 papers in the map (data through 14 Oct 2026).
- Builds on 20 of its 39 references that are in the map.
- First posted on arXiv 8 Feb 2023.

## Builds on (most cited first, 20 of 20)

- [Can Decentralized Algorithms Outperform Centralized Algorithms? A Case Study for Decentralized Parallel Stochastic Gradient Descent](https://mlsanity.com/paper/1705.09056/) (2017)
- [On Gradient Descent Ascent for Nonconvex-Concave Minimax Problems](https://mlsanity.com/paper/1906.00331/) (2019)
- [Orthogonal Convolutional Neural Networks](https://mlsanity.com/paper/1911.12207/) (2019)
- [Near-Optimal Algorithms for Minimax Optimization](https://mlsanity.com/paper/2002.02417/) (2020)
- [Orthogonal Weight Normalization: Solution to Optimization over Multiple Dependent Stiefel Manifolds in Deep Neural Networks](https://mlsanity.com/paper/1709.06079/) (2017)
- [Subspace Robust Wasserstein Distances](https://mlsanity.com/paper/1901.08949/) (2019)
- [Stochastic Recursive Gradient Descent Ascent for Stochastic Nonconvex-Strongly-Concave Minimax Problems](https://mlsanity.com/paper/2001.03724/) (2020)
- [Riemannian SVRG: Fast Stochastic Optimization on Riemannian Manifolds](https://mlsanity.com/paper/1605.07147/) (2016)
- [Global rates of convergence for nonconvex optimization on manifolds](https://mlsanity.com/paper/1605.08101/) (2016)
- [Faster Adaptive Federated Learning](https://mlsanity.com/paper/2212.00974/) (2022)
- [Decentralized Riemannian Gradient Descent on the Stiefel Manifold](https://mlsanity.com/paper/2102.07091/) (2021)
- [Adversarial Weight Perturbation Improves Generalization in Graph Neural Networks](https://mlsanity.com/paper/2212.04983/) (2022)
- [RetrievalGuard: Provably Robust 1-Nearest Neighbor Image Retrieval](https://mlsanity.com/paper/2206.11225/) (2022)
- [AdaGDA: Faster Adaptive Gradient Descent Ascent Methods for Minimax Optimization](https://mlsanity.com/paper/2106.16101/) (2021)
- [Riemannian Hamiltonian methods for min-max optimization on manifolds](https://mlsanity.com/paper/2204.11418/) (2022)
- [D-SPIDER-SFO: A Decentralized Optimization Algorithm with Faster Convergence Rate for Nonconvex Problems](https://mlsanity.com/paper/1911.12665/) (2019)
- [First-Order Algorithms for Min-Max Optimization in Geodesic Metric Spaces](https://mlsanity.com/paper/2206.02041/) (2022)
- [Proximal Stochastic Recursive Momentum Methods for Nonconvex Composite Decentralized Optimization](https://mlsanity.com/paper/2211.11954/) (2022)
- [Distributed Optimization on Riemannian Manifolds for multi-agent networks](https://mlsanity.com/paper/1711.11196/) (2017)
- [Orthogonal Wasserstein GANs](https://mlsanity.com/paper/1911.13060/) (2019)

## Built on by (most cited first, 7 of 7)

- [Solving a Class of Non-Convex Minimax Optimization in Federated Learning](https://mlsanity.com/paper/2310.03613/) (2023)
- [Stability and Generalization of the Decentralized Stochastic Gradient Descent Ascent Algorithm](https://mlsanity.com/paper/2310.20369/) (2023)
- [Robust Decentralized Learning with Local Updates and Gradient Tracking](https://mlsanity.com/paper/2405.00965/) (2024)
- [Enhance Diffusion to Improve Robust Generalization](https://mlsanity.com/paper/2306.02618/) (2023)
- [Serverless Federated AUPRC Optimization for Multi-Party Collaborative Imbalanced Data Mining](https://mlsanity.com/paper/2308.03035/) (2023)
- [Performance and Energy Consumption of Parallel Machine Learning Algorithms](https://mlsanity.com/paper/2305.00798/) (2023)
- [Federated Classification in Hyperbolic Spaces via Secure Aggregation of Convex Hulls](https://mlsanity.com/paper/2308.06895/) (2023)

## Abstract (arXiv)

The minimax optimization over Riemannian manifolds (possibly nonconvex constraints) has been actively applied to solve many problems, such as robust dimensionality reduction and deep neural networks with orthogonal weights (Stiefel manifold). Although many optimization algorithms for minimax problems have been developed in the Euclidean setting, it is difficult to convert them into Riemannian cases, and algorithms for nonconvex minimax problems with nonconvex constraints are even rare. On the other hand, to address the big data challenges, decentralized (serverless) training techniques have recently been emerging since they can reduce communications overhead and avoid the bottleneck problem on the server node. Nonetheless, the algorithm for decentralized Riemannian minimax problems has not been studied. In this paper, we study the distributed nonconvex-strongly-concave minimax optimization problem over the Stiefel manifold and propose both deterministic and stochastic minimax methods. The Steifel manifold is a non-convex set. The global function is represented as the finite sum of local functions. For the deterministic setting, we propose DRGDA and prove that our deterministic method achieves a gradient complexity of O( ε-2) under mild conditions. For the stochastic setting, we propose DRSGDA and prove that our stochastic method achieves a gradient complexity of O(ε-4). The DRGDA and DRSGDA are the first algorithms for distributed minimax optimization with nonconvex constraints with exact convergence. Extensive experimental results on the Deep Neural Networks (DNNs) training over the Stiefel manifold demonstrate the efficiency of our algorithms.
