General Tail Bounds for Non-Smooth Stochastic Mirror Descent

12 December 2023

Papers citing "General Tail Bounds for Non-Smooth Stochastic Mirror Descent"

14 / 14 papers shown

Title
Nonlinear Stochastic Gradient Descent and Heavy-tailed Noise: A Unified Framework and High-probability Guarantees Aleksandar Armacki Shuhua Yu Pranay Sharma Gauri Joshi Dragana Bajović D. Jakovetić S. Kar 101 2 0 17 Oct 2024
High Probability Convergence of Stochastic Gradient Methods Zijian Liu Ta Duy Nguyen Thien Hai Nguyen Alina Ene Huy Le Nguyen 55 44 0 28 Feb 2023
High Probability Bounds for Stochastic Subgradient Schemes with Heavy Tailed Noise D. A. Parletta Andrea Paudice Massimiliano Pontil Saverio Salzo 103 10 0 17 Aug 2022
Mirror Descent Strikes Again: Optimal Stochastic Convex Optimization under Infinite Noise Variance Nuri Mert Vural Lu Yu Krishnakumar Balasubramanian S. Volgushev Murat A. Erdogdu 45 23 0 23 Feb 2022
Stochastic Saddle Point Problems with Decision-Dependent Distributions Killian Wood E. Dall’Anese 48 19 0 07 Jan 2022
Nonconvex Stochastic Scaled-Gradient Descent and Generalized Eigenvector Problems C. J. Li Michael I. Jordan 59 2 0 29 Dec 2021
Stochastic Optimization with Heavy-Tailed Noise via Accelerated Gradient Clipping Eduard A. Gorbunov Marina Danilova Alexander Gasnikov 64 123 0 21 May 2020
Sharp Concentration Results for Heavy-Tailed Distributions Milad Bakhshizadeh A. Maleki Víctor Pena 53 23 0 30 Mar 2020
Algorithms of Robust Stochastic Optimization Based on Mirror Descent Method A. Juditsky A. Nazin A. S. Nemirovsky Alexandre B. Tsybakov 52 64 0 05 Jul 2019
Sub-Weibull distributions: generalizing sub-Gaussian and sub-Exponential properties to heavier-tailed distributions M. Vladimirova Stéphane Girard Hien Nguyen Julyan Arbel 73 92 0 13 May 2019
Tight Analyses for Non-Smooth Stochastic Gradient Descent Nicholas J. A. Harvey Christopher Liaw Y. Plan Sikander Randhawa 57 138 0 13 Dec 2018
Moving Beyond Sub-Gaussianity in High-Dimensional Statistics: Applications in Covariance Estimation and Linear Regression Arun K. Kuchibhotla Abhishek Chakrabortty 64 108 0 08 Apr 2018
Stochastic Gradient Descent for Non-smooth Optimization: Convergence Results and Optimal Averaging Schemes Ohad Shamir Tong Zhang 162 576 0 08 Dec 2012
Exponential inequalities for self-normalized martingales with applications Bernard Bercu A. Touati 143 124 0 25 Jul 2007