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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

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

Existing decentralized stochastic optimization methods assume the lower-level loss function is strongly convex and the stochastic gradient noise has finite variance. These strong assumptions typically are not satisfied in real-world machine…

Machine Learning · Computer Science 2026-05-26 Xinwen Zhang , Yihan Zhang , Heng Liang , Hongchang Gao

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a noisy gradient of its own objective function, and can communicate with its neighbors via a network. To handle this…

Optimization and Control · Mathematics 2025-06-19 Yuchen Yang , Kaihong Lu , Long Wang

We consider a standard distributed optimization problem in which networked nodes collaboratively minimize the sum of their locally known convex costs. For this setting, we address for the first time the fundamental problem of design and…

Optimization and Control · Mathematics 2025-06-02 Manojlo Vukovic , Dusan Jakovetic , Dragana Bajovic , Soummya Kar

We study the distributed stochastic optimization (DSO) problem under a heavy-tailed noise condition by utilizing a multi-agent system. Despite the extensive research on DSO algorithms used to solve DSO problems under light-tailed noise…

Optimization and Control · Mathematics 2025-09-23 Zhan Yu , Lan Liao , Deming Yuan , Daniel W. C. Ho , Ding-Xuan Zhou

Heavy-tailed stochastic gradient noise, commonly observed in transformer models, can destabilize the optimization process. Recent works mainly focus on developing and understanding approaches to address heavy-tailed noise in the centralized…

Machine Learning · Computer Science 2026-02-23 Junfei Sun , Dixi Yao , Xuchen Gong , Tahseen Rabbani , Manzil Zaheer , Tian Li

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

While stochastic gradient descent (SGD) is still the \emph{de facto} algorithm in deep learning, adaptive methods like Clipped SGD/Adam have been observed to outperform SGD across important tasks, such as attention models. The settings…

Optimization and Control · Mathematics 2020-10-26 Jingzhao Zhang , Sai Praneeth Karimireddy , Andreas Veit , Seungyeon Kim , Sashank J Reddi , Sanjiv Kumar , Suvrit Sra

Motivated by understanding and analysis of large-scale machine learning under heavy-tailed gradient noise, we study decentralized optimization with gradient clipping, i.e., in which certain clipping operators are applied to the gradients or…

Optimization and Control · Mathematics 2024-11-12 Shuhua Yu , Dusan Jakovetic , Soummya Kar

Many tasks in modern machine learning are observed to involve heavy-tailed gradient noise during the optimization process. To manage this realistic and challenging setting, new mechanisms, such as gradient clipping and gradient…

Optimization and Control · Mathematics 2026-05-19 Zijian Liu

Methods with adaptive stepsizes, such as AdaGrad and Adam, are essential for training modern Deep Learning models, especially Large Language Models. Typically, the noise in the stochastic gradients is heavy-tailed for the later ones.…

Heavy-tailed noise in nonconvex stochastic optimization has garnered increasing research interest, as empirical studies, including those on training attention models, suggest it is a more realistic gradient noise condition. This paper…

Optimization and Control · Mathematics 2026-04-17 Shuhua Yu , Dusan Jakovetic , Soummya Kar

In the realm of edge computing, the increasing demand for high Quality of Service (QoS), particularly in dynamic multimedia streaming applications (e.g., Augmented Reality/Virtual Reality and online gaming), has prompted the need for…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-12-29 Cheng Zhang , Yinuo Deng , Hailiang Zhao , Tianlv Chen , Shuiguang Deng

Gradient clipping is a commonly used technique to stabilize the training process of neural networks. A growing body of studies has shown that gradient clipping is a promising technique for dealing with the heavy-tailed behavior that emerged…

Machine Learning · Computer Science 2023-07-26 Shaojie Li , Yong Liu

We investigate high-dimensional sparse regression when both the noise and the design matrix exhibit heavy-tailed behavior. Standard algorithms typically fail in this regime, as heavy-tailed covariates distort the empirical risk geometry. We…

Methodology · Statistics 2026-01-12 Kaiyuan Zhou , Xiaoyu Zhang , Wenyang Zhang , Di Wang

Long-tailed learning has attracted much attention recently, with the goal of improving generalisation for tail classes. Most existing works use supervised learning without considering the prevailing noise in the training dataset. To move…

Machine Learning · Computer Science 2021-08-27 Tong Wei , Jiang-Xin Shi , Wei-Wei Tu , Yu-Feng Li

In this paper, we propose a new accelerated stochastic first-order method called clipped-SSTM for smooth convex stochastic optimization with heavy-tailed distributed noise in stochastic gradients and derive the first high-probability…

Optimization and Control · Mathematics 2020-10-26 Eduard Gorbunov , Marina Danilova , Alexander Gasnikov

This paper studies decentralized stochastic nonconvex optimization problem over row-stochastic networks. We consider the heavy-tailed gradient noise which is empirically observed in many popular real-world applications. Specifically, we…

Optimization and Control · Mathematics 2026-01-19 Menglian Wang , Zhuanghua Liu , Luo Luo

Recently, the study of heavy-tailed noises in first-order nonconvex stochastic optimization has gotten a lot of attention since it was recognized as a more realistic condition as suggested by many empirical observations. Specifically, the…

Optimization and Control · Mathematics 2025-05-30 Zijian Liu , Zhengyuan Zhou
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