# Symmetric Mean-field Langevin Dynamics for Distributional Minimax Problems

arXiv: https://arxiv.org/abs/2312.01127 · HTML: https://mlsanity.com/paper/2312.01127/

## Key facts

- Cited by 11 papers in the map (data through 14 Oct 2026).
- Builds on 27 of its 51 references that are in the map.
- First posted on arXiv 2 Dec 2023.

## Builds on (most cited first, 27 of 27)

- [Towards Deep Learning Models Resistant to Adversarial Attacks](https://mlsanity.com/paper/1706.06083/) (2017)
- [Generative Adversarial Networks](https://mlsanity.com/paper/2203.00667/) (2022)
- [A Mean Field View of the Landscape of Two-Layers Neural Networks](https://mlsanity.com/paper/1804.06561/) (2018)
- [On the Global Convergence of Gradient Descent for Over-parameterized Models using Optimal Transport](https://mlsanity.com/paper/1805.09545/) (2018)
- [Certifying Some Distributional Robustness with Principled Adversarial Training](https://mlsanity.com/paper/1710.10571/) (2017)
- [Last-Iterate Convergence: Zero-Sum Games and Constrained Min-Max Optimization](https://mlsanity.com/paper/1807.04252/) (2018)
- [Last-iterate Convergence of Decentralized Optimistic Gradient Descent/Ascent in Infinite-horizon Competitive Markov Games](https://mlsanity.com/paper/2102.04540/) (2021)
- [A Unified Approach to Reinforcement Learning, Quantal Response Equilibria, and Two-Player Zero-Sum Games](https://mlsanity.com/paper/2206.05825/) (2022)
- [Fast Policy Extragradient Methods for Competitive Games with Entropy Regularization](https://mlsanity.com/paper/2105.15186/) (2021)
- [Mean-Field Langevin Dynamics: Exponential Convergence and Annealing](https://mlsanity.com/paper/2202.01009/) (2022)
- [Convex Analysis of the Mean Field Langevin Dynamics](https://mlsanity.com/paper/2201.10469/) (2022)
- [Mean-Field Langevin Dynamics and Energy Landscape of Neural Networks](https://mlsanity.com/paper/1905.07769/) (2019)
- [Finding Mixed Nash Equilibria of Generative Adversarial Networks](https://mlsanity.com/paper/1811.02002/) (2018)
- [A mean-field analysis of two-player zero-sum games](https://mlsanity.com/paper/2002.06277/) (2020)
- [Faster Last-iterate Convergence of Policy Optimization in Zero-Sum Markov Games](https://mlsanity.com/paper/2210.01050/) (2022)
- [Uniform-in-time propagation of chaos for mean field Langevin dynamics](https://mlsanity.com/paper/2212.03050/) (2022)
- [Particle Dual Averaging: Optimization of Mean Field Neural Networks with Global Convergence Rate Analysis](https://mlsanity.com/paper/2012.15477/) (2020)
- [Quantitative Propagation of Chaos for SGD in Wide Neural Networks](https://mlsanity.com/paper/2007.06352/) (2020)
- [Convergence of mean-field Langevin dynamics: Time and space discretization, stochastic gradient, and variance reduction](https://mlsanity.com/paper/2306.07221/) (2023)
- [First-order Conditions for Optimization in the Wasserstein Space](https://mlsanity.com/paper/2209.12197/) (2022)
- [Regularized Gradient Descent Ascent for Two-Player Zero-Sum Markov Games](https://mlsanity.com/paper/2205.13746/) (2022)
- [Two-Scale Gradient Descent Ascent Dynamics Finds Mixed Nash Equilibria of Continuous Games: A Mean-Field Perspective](https://mlsanity.com/paper/2212.08791/) (2022)
- [Entropic Fictitious Play for Mean Field Optimization Problem](https://mlsanity.com/paper/2202.05841/) (2022)
- [Provably convergent quasistatic dynamics for mean-field two-player zero-sum games](https://mlsanity.com/paper/2202.10947/) (2022)
- [Game on Random Environment, Mean-field Langevin System and Neural Networks](https://mlsanity.com/paper/2004.02457/) (2020)
- [Revisiting SGD with Increasingly Weighted Averaging: Optimization and Generalization Perspectives](https://mlsanity.com/paper/2003.04339/) (2020)
- [Gradient Descent Averaging and Primal-dual Averaging for Strongly Convex Optimization](https://mlsanity.com/paper/2012.14558/) (2020)

## Built on by (most cited first, 11 of 11)

- [Transformers Learn Nonlinear Features In Context: Nonconvex Mean-field Dynamics on the Attention Landscape](https://mlsanity.com/paper/2402.01258/) (2024)
- [Particle Semi-Implicit Variational Inference](https://mlsanity.com/paper/2407.00649/) (2024)
- [Provably Neural Active Learning Succeeds via Prioritizing Perplexing Samples](https://mlsanity.com/paper/2406.03944/) (2024)
- [Analysis of Kernel Mirror Prox for Measure Optimization](https://mlsanity.com/paper/2403.00147/) (2024)
- [A Fisher-Rao gradient flow for entropic mean-field min-max games](https://mlsanity.com/paper/2405.15834/) (2024)
- [Mirror Descent-Ascent for mean-field min-max problems](https://mlsanity.com/paper/2402.08106/) (2024)
- [Convergence of two-timescale gradient descent ascent dynamics: finite-dimensional and mean-field perspectives](https://mlsanity.com/paper/2501.17122/) (2025)
- [Convergence of Time-Averaged Mean Field Gradient Descent Dynamics for Continuous Multi-Player Zero-Sum Games](https://mlsanity.com/paper/2505.07642/) (2025)
- [Non-convex entropic mean-field optimization via Best Response flow](https://mlsanity.com/paper/2505.22760/) (2025)
- [Iterative Sampling Methods for Sinkhorn Distributionally Robust Optimization](https://mlsanity.com/paper/2512.12550/) (2025)
- [Local exponential stability of mean-field Langevin descent-ascent and associated particle system](https://mlsanity.com/paper/2602.01564/) (2026)

## Abstract (arXiv)

In this paper, we extend mean-field Langevin dynamics to minimax optimization over probability distributions for the first time with symmetric and provably convergent updates. We propose mean-field Langevin averaged gradient (MFL-AG), a single-loop algorithm that implements gradient descent ascent in the distribution spaces with a novel weighted averaging, and establish average-iterate convergence to the mixed Nash equilibrium. We also study both time and particle discretization regimes and prove a new uniform-in-time propagation of chaos result which accounts for the dependency of the particle interactions on all previous distributions. Furthermore, we propose mean-field Langevin anchored best response (MFL-ABR), a symmetric double-loop algorithm based on best response dynamics with linear last-iterate convergence. Finally, we study applications to zero-sum Markov games and conduct simulations demonstrating long-term optimality.
