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jax-cgd

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jax-cgd

JAX implementation of Competitive Gradient Descent algorithms

1.0.4
pipPyPI
Maintainers
1

JAX-CGD

JAX implementation of Competitive Gradient Descent algorithms for minimax optimization problems.

Features

  • ACGD (Adaptive Competitive Gradient Descent): An adaptive variant of competitive gradient descent with momentum
  • BCGD (Basic Competitive Gradient Descent): Standard competitive gradient descent algorithm
  • Flexible Solvers: Support for different linear algebra solvers (CG, GMRES)
  • JAX Integration: Built on JAX for automatic differentiation and JIT compilation

Installation

pip install jax-cgd

Algorithms

ACGD (Adaptive Competitive Gradient Descent)

  • Includes momentum and adaptive learning rates
  • Better convergence properties for complex minimax problems
  • Configurable exponential decay rate (beta) and numerical stability (eps)

BCGD (Basic Competitive Gradient Descent)

  • Standard competitive gradient descent
  • Simpler implementation for basic minimax optimization

Requirements

  • Python >= 3.10
  • JAX >= 0.5.1
  • NumPy
  • Flax >= 1.10.0

License

MIT License

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

Keywords

jax

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