Mirror Descent Strikes Again: Optimal Stochastic Convex Optimization
under Infinite Noise Variance

Mirror Descent Strikes Again: Optimal Stochastic Convex Optimization under Infinite Noise Variance

23 February 2022

Nuri Mert Vural

Krishnakumar Balasubramanian

Murat A. Erdogdu

Papers citing "Mirror Descent Strikes Again: Optimal Stochastic Convex Optimization under Infinite Noise Variance"

13 / 13 papers shown

Title
Heavy-tailed Streaming Statistical Estimation Che-Ping Tsai Adarsh Prasad Sivaraman Balakrishnan Pradeep Ravikumar 49 10 0 25 Aug 2021
Convergence Rates of Stochastic Gradient Descent under Infinite Noise Variance Hongjian Wang Mert Gurbuzbalaban Lingjiong Zhu Umut cSimcsekli Murat A. Erdogdu 52 42 0 20 Feb 2021
On Monte-Carlo methods in convex stochastic optimization Daniel Bartl S. Mendelson 38 8 0 19 Jan 2021
On the Heavy-Tailed Theory of Stochastic Gradient Descent for Deep Neural Networks Umut Simsekli Mert Gurbuzbalaban T. H. Nguyen G. Richard Levent Sagun 61 58 0 29 Nov 2019
Algorithms of Robust Stochastic Optimization Based on Mirror Descent Method A. Juditsky A. Nazin A. S. Nemirovsky Alexandre B. Tsybakov 34 64 0 05 Jul 2019
Mean estimation and regression under heavy-tailed distributions--a survey Gabor Lugosi S. Mendelson 90 242 0 10 Jun 2019
A Tail-Index Analysis of Stochastic Gradient Noise in Deep Neural Networks Umut Simsekli Levent Sagun Mert Gurbuzbalaban 82 247 0 18 Jan 2019
An Introductory Guide to Fano's Inequality with Applications in Statistical Estimation Jonathan Scarlett Volkan Cevher 75 40 0 02 Jan 2019
Mean Estimation with Sub-Gaussian Rates in Polynomial Time Samuel B. Hopkins 45 80 0 19 Sep 2018
Online estimation of the geometric median in Hilbert spaces : non asymptotic confidence balls H. Cardot P. Cénac Antoine Godichon 119 55 0 27 Jan 2015
Optimal rates for first-order stochastic convex optimization under Tsybakov noise condition Aaditya Ramdas Aarti Singh 50 31 0 12 Jul 2012
Ergodic Mirror Descent John C. Duchi Alekh Agarwal M. Johansson Michael I. Jordan 168 125 0 24 May 2011
Information-theoretic lower bounds on the oracle complexity of stochastic convex optimization Alekh Agarwal Peter L. Bartlett Pradeep Ravikumar Martin J. Wainwright 177 250 0 03 Sep 2010