Type AdditiveExternalRegretOptimizer
Namespace tensorflow.contrib.constrained_optimization
Parent _ExternalRegretOptimizer
Interfaces IAdditiveExternalRegretOptimizer
A `ConstrainedOptimizer` based on external-regret minimization. This `ConstrainedOptimizer` uses the given `tf.compat.v1.train.Optimizer`s to
jointly minimize over the model parameters, and maximize over Lagrange
multipliers, with the latter maximization using additive updates and an
algorithm that minimizes external regret. For more specifics, please refer to: > Cotter, Jiang and Sridharan. "Two-Player Games for Efficient Non-Convex
> Constrained Optimization".
> [https://arxiv.org/abs/1804.06500](https://arxiv.org/abs/1804.06500) The formulation used by this optimizer--which is simply the usual Lagrangian
formulation--can be found in Definition 1, and is discussed in Section 3. It
is most similar to Algorithm 3 in Appendix C.3, with the two differences being
that it uses proxy constraints (if they're provided) in the update of the
model parameters, and uses `tf.compat.v1.train.Optimizer`s, instead of SGD,
for the "inner" updates.