Stability and Generalization of Stochastic Gradient Methods for Minimax
Problems
Yunwen Lei * 1 Zhenhuan Yang * 2 Tianbao Yang 3 Yiming Ying 2
Abstract ing (Goodfellow et al., 2014), robust optimization (Chen
Many machine learning problems can be formu- et al., 2017; Namkoong & Duchi, 2017), reinforcement
lated as minimax problems such as Generative learning (Dai et al., 2018; Du et al., 2017) and AUC max-
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