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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:
NeurIPS (2019)
Keyphrases
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heavy tailed
stochastic gradient descent
loss function
machine learning
image processing
active learning
least squares
matrix factorization