/RAIN

Primary LanguageMATLAB

RAIN (Recursive Anchoing IterRation)

codes for Near-optimal algorithms for making the gradient small in stochastic minimax optimization.

We conduct numerical experiments on a bilinear function and a $(\delta,\nu)$ function with additive Guassian noise.

To reimplement the expeiments in our paper, please run

exp_gnorm.m