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First Exit Time Analysis of Stochastic Gradient Descent Under Heavy-Tailed Gradient Noise.
Thanh Huy Nguyen
Umut Simsekli
Mert Gürbüzbalaban
Gaël Richard
Published in:
CoRR (2019)
Keyphrases
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stochastic gradient descent
heavy tailed
loss function
optical flow
support vector machine
least squares