arXiv:2505.13299v2 Announce Type: replace-cross
Abstract: This paper considers the estimation of quantiles via a smoothed version of the stochastic gradient descent (SGD) algorithm. By smoothing the...
By Likai Chen, Georg Keilbar, Wei Biao Wu
arXiv:2502. 09884v4 Announce Type: replace-cross Abstract: We consider linear two-time-scale stochastic approximation algorithms driven by martingale noise.
By Seo Taek Kong, Sihan Zeng, Thinh T. Doan, R. Srikant
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:2505.20817v3 Announce Type: replace-cross
Abstract: Gradient clipping is widely used in language-model training to control heavy-tailed gradient noise and can improve convergence guarantees ove...
By Taha El Bakkali El Kadi, Savelii Chezhegov, Aleksandr Beznosikov, Samuel Horv\'ath, Eduard Gorbunov
arXiv:2606. 00293v1 Announce Type: new Abstract: Tuning algorithms such as stochastic gradient descent (SGD) and stochastic gradient Langevin dynamics (SGLD) for approximate sampling and uncertainty quantification remains challenging, particularly in the practically relevant settings when the batch size is large or the model is misspecified.
By Yu Wang, Jie Ding, Jonathan H. Huggins
arXiv:2608. 12009v1 Announce Type: cross Abstract: Bregman proximal stochastic gradient (BPSG) methods bring variance-reduced composite optimization to objectives whose geometry is poorly captured by Euclidean smoothness.
By Chenhan Jin, Shengze Xu, Binghui Xie, Kaiwen Zhou, Fan Jia, James Cheng, Tieyong Zeng