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We introduce a general framework for nonlinear stochastic gradient descent (SGD) for the scenarios when gradient noise exhibits heavy tails. The proposed framework subsumes several popular nonlinearity choices, like clipped, normalized,…

Optimization and Control · Mathematics 2022-04-07 Dusan Jakovetic , Dragana Bajovic , Anit Kumar Sahu , Soummya Kar , Nemanja Milosevic , Dusan Stamenkovic

In existing distributed stochastic optimization studies, it is usually assumed that the gradient noise has a bounded variance. However, recent research shows that the heavy-tailed noise, which allows an unbounded variance, is closer to…

Optimization and Control · Mathematics 2025-05-15 Jun Hu , Chao Sun , Bo Chen , Jianzheng Wang , Zheming Wang

We propose robust sparse reduced rank regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex relaxation of a rank- and sparsity-constrained non-convex…

Machine Learning · Statistics 2019-04-16 Kean Ming Tan , Qiang Sun , Daniela Witten

Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…

Machine Learning · Statistics 2017-01-25 Mahdi Teimouri , Saeid Rezakhah , Adel Mohammdpour

We study high-probability convergence in online learning, in the presence of heavy-tailed noise. To combat the heavy tails, a general framework of nonlinear SGD methods is considered, subsuming several popular nonlinearities like sign,…

Machine Learning · Computer Science 2025-03-24 Aleksandar Armacki , Shuhua Yu , Pranay Sharma , Gauri Joshi , Dragana Bajovic , Dusan Jakovetic , Soummya Kar

Scaling deep reinforcement learning networks is challenging and often results in degraded performance, yet the root causes of this failure mode remain poorly understood. Several recent works have proposed mechanisms to address this, but…

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

Neural network compression techniques have become increasingly popular as they can drastically reduce the storage and computation requirements for very large networks. Recent empirical studies have illustrated that even simple pruning…

Machine Learning · Statistics 2021-06-08 Melih Barsbey , Milad Sefidgaran , Murat A. Erdogdu , Gaël Richard , Umut Şimşekli

In recent works on the theory of machine learning, it has been observed that heavy tail properties of Stochastic Gradient Descent (SGD) can be studied in the probabilistic framework of stochastic recursions. In particular,…

Machine Learning · Statistics 2024-03-22 Ewa Damek , Sebastian Mentemeier

We suggest a robust nearest-neighbor approach to classifying high-dimensional data. The method enhances sensitivity by employing a threshold and truncates to a sequence of zeros and ones in order to reduce the deleterious impact of…

Statistics Theory · Mathematics 2009-09-02 Yao-ban Chan , Peter Hall

In the era of large-scale neural network models, optimization algorithms often struggle with generalization due to an overreliance on training loss. One key insight widely accepted in the machine learning community is the idea that wide…

Machine Learning · Computer Science 2025-09-01 Bodu Gong , Gustavo Enrique Batista , Pierre Lafaye de Micheaux

High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…

Statistics Theory · Mathematics 2023-05-11 Yinan Shen , Jingyang Li , Jian-Feng Cai , Dong Xia

Heavy-tailed noise is pervasive in modern machine learning applications, arising from data heterogeneity, outliers, and non-stationary stochastic environments. While second-order methods can significantly accelerate convergence in…

Optimization and Control · Mathematics 2025-10-14 Abdurakhmon Sadiev , Peter Richtárik , Ilyas Fatkhullin

This paper studies the distributed optimization problem under the influence of heavy-tailed gradient noises. Here, a heavy-tailed noise means that the noise does not necessarily satisfy the bounded variance assumption. Instead, it satisfies…

Optimization and Control · Mathematics 2025-05-12 Chao Sun , Huiming Zhang , Bo Chen , Li Yu

With the rise of deep neural networks, the challenge of explaining the predictions of these networks has become increasingly recognized. While many methods for explaining the decisions of deep neural networks exist, there is currently no…

Machine Learning · Computer Science 2022-07-13 Ian E. Nielsen , Dimah Dera , Ghulam Rasool , Nidhal Bouaynaya , Ravi P. Ramachandran

In this work, we explore the capabilities of multiplexed gradient descent (MGD), a scalable and efficient perturbative zeroth-order training method for estimating the gradient of a loss function in hardware and training it via stochastic…

Machine Learning · Computer Science 2025-05-01 Bakhrom G. Oripov , Andrew Dienstfrey , Adam N. McCaughan , Sonia M. Buckley

Distributed gradient descent (DGD) is an efficient way of implementing gradient descent (GD), especially for large data sets, by dividing the computation tasks into smaller subtasks and assigning to different computing servers (CSs) to be…

Information Theory · Computer Science 2018-11-29 Emre Ozfatura , Deniz Gunduz , Sennur Ulukus

Throughout the past five years, the susceptibility of neural networks to minimal adversarial perturbations has moved from a peculiar phenomenon to a core issue in Deep Learning. Despite much attention, however, progress towards more robust…

Machine Learning · Statistics 2019-12-13 Wieland Brendel , Jonas Rauber , Matthias Kümmerer , Ivan Ustyuzhaninov , Matthias Bethge

Gradient clipping is a fundamental tool in Deep Learning, improving the high-probability convergence of stochastic first-order methods like SGD, AdaGrad, and Adam under heavy-tailed noise, which is common in training large language models.…

Machine Learning · Computer Science 2025-09-30 Saleh Vatan Khah , Savelii Chezhegov , Shahrokh Farahmand , Samuel Horváth , Eduard Gorbunov