Stochastic Optimization with Heavy-Tailed Noise via Accelerated Gradient Clipping.

Eduard A. Gorbunov Marina Danilova Alexander V. Gasnikov

Published in: NeurIPS (2020)

Keyphrases

stochastic optimization
heavy tailed
multistage
noise level
generalized gaussian
heavy tails
noisy data
signal to noise ratio
noise reduction
feature extraction
graphical models
missing data
noise free
robust optimization