arXiv:2604. 10727v2 Announce Type: replace-cross Abstract: Classical information-theoretic learning bounds typically rely on KL mutual information and moment-generating-function (MGF) arguments, which are well matched to bounded or sub-Gaussian losses but can be ineffective when losses or rewards are heavy-tailed.
By Huiming Zhang, Binghan Li, Wan Tian, Qiang Sun
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.
By Aleksandar Armacki, Dragana Bajovi\'c, Du\v{s}an Jakoveti\'c, Soummya Kar, Ali H. Sayed
arXiv:2602. 20971v3 Announce Type: replace-cross Abstract: Bubeck and Selke (2021) propose the connection between the Law of Robustness and robust generalization error as an open problem.
By Mihir More, Aritra Das, Jaee Ponde, Himadri Mandal, Vishnu Varadarajan, Debayan Gupta
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.
By Zijian Liu
arXiv:2605. 26000v2 Announce Type: replace-cross Abstract: Stochastic gradient descent (SGD) is foundational to large-scale statistical learning and stochastic optimization.
By Jose Blanchet, Peter Glynn, Wenhao Yang
arXiv:2608. 08662v1 Announce Type: cross Abstract: The single-selection prophet inequality is a canonical Bayesian online selection problem in which independent nonnegative values arrive sequentially and the decision-maker must irrevocably select at most one.
By Patrick Loiseau, Mathieu Molina, Vianney Perchet, Sebastian Perez-Salazar, Victor Verdugo