Breaking the Heavy-Tailed Noise Barrier in Stochastic Optimization Problems.
Nikita PuchkinEduard GorbunovNikolay KutuzovAlexander V. GasnikovPublished in: CoRR (2023)
Keyphrases
- heavy tailed
- stochastic optimization problems
- random variables
- heavy tails
- control policies
- generalized gaussian
- noise level
- optimization problems
- noise reduction
- signal to noise ratio
- noisy data
- noise free
- objective function
- learning algorithm
- noisy images
- markov chain
- gaussian noise
- control system
- feature vectors
- pairwise
- multiscale