arXiv:2606. 03769v1 Announce Type: cross Abstract: We study the robustness of stochastic mirror descent (SMD) under heavy-tailed noise, focusing on whether the method retains its convergence guarantees when run with infinite-variance stochastic gradient input.
arXiv:2606. 00520v1 Announce Type: cross Abstract: Many stochastic gradient methods are believed not to converge when the noise in stochastic gradients has only a finite $p$-th moment for $p\in\left(1,2\right)$, a setting known as the heavy-tailed noise assumption.
arXiv:2602. 05657v2 Announce Type: replace Abstract: The study of tail behaviour of SGD-induced processes has been attracting a lot of interest, due to offering strong guarantees with respect to individual runs of an algorithm.
arXiv:2606. 26316v1 Announce Type: new Abstract: We study first-order methods for smooth objectives satisfying the Polyak-\L{}ojasiewicz (PL) condition when gradient samples are generated by an exogenous Markov chain.
arXiv:2608. 03001v1 Announce Type: cross Abstract: Unit excitation (UE) is a common assumption in stochastic saddle avoidance: the stochastic error must have a uniformly positive component along every direction, in expectation.
arXiv:2607. 16384v1 Announce Type: new Abstract: For stochastic gradient descent (SGD) with a constant stepsize $\alpha$, the invariant law of the iterates, centered at a minimizer, describes the behavior of the algorithm over long time horizons.
arXiv:2607. 09097v1 Announce Type: cross Abstract: We study stochastic fixed-point equations $\mathbf{T}(\mathbf{x}) = \mathbf{x}$ over normed spaces $(\mathcal{E}, \|\cdot\|)$, where the operator $\mathbf{T}$ is nonexpansive or contractive and is accessed only through unbiased stochastic evaluations with bounded second central moment.
arXiv:2608. 05460v1 Announce Type: cross Abstract: This work introduces a proximal stochastic subgradient method for minimizing the sum of an expected cost, whose integrand is potentially nonsmooth and nonconvex, and a lower semicontinuous, prox-bounded function.
Unit excitation (UE) is a common assumption in stochastic saddle avoidance: the stochastic error must have a uniformly positive component along every direction, in expectation. This condition gives a direct way to rule out convergence to strict saddles, but it also oversimplifies the actual noise structure, and does not match many stochastic optimization regimes.
arXiv:2606. 32005v1 Announce Type: cross Abstract: Stochastic Gradient Descent ($\textsf{SGD}$) is one of the most classical optimization algorithms with favorable theoretical guarantees, yet the practical implementation of $\textsf{SGD}$ differs subtly from its well-known form and is often referred to as Shuffling Stochastic Gradient Descent ($\textsf{Shuffling SGD}$).
arXiv:2607. 27073v1 Announce Type: new Abstract: We study online convex optimization (OCO) in non-stationary environments under heavy-tailed noise, where the stochastic gradient oracle admits only a finite $p$-th central moment for some $p \in (1, 2]$.
arXiv:2606. 24981v1 Announce Type: new Abstract: We study linear TD(0) under Markovian sampling, where data are generated along a single trajectory.
arXiv:2607. 27383v1 Announce Type: new Abstract: We establish the first convergence guarantees for the plain vector-form \emph{Adam} optimizer under heavy-tailed stochastic noise.