Related papers: Stability and Generalization of Nonconvex Optimiza…
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…
Understanding the generalization properties of optimization algorithms under heavy-tailed noise has gained growing attention. However, the existing theoretical results mainly focus on stochastic gradient descent (SGD) and the analysis of…
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…
Recent studies have shown that heavy tails can emerge in stochastic optimization and that the heaviness of the tails have links to the generalization error. While these studies have shed light on interesting aspects of the generalization…
Recent empirical evidence indicates that many machine learning applications involve heavy-tailed gradient noise, which challenges the standard assumptions of bounded variance in stochastic optimization. Gradient clipping has emerged as a…
This paper considers the problem of asynchronous stochastic nonconvex optimization with heavy-tailed gradient noise and arbitrarily heterogeneous computation times across workers. We propose an asynchronous normalized stochastic gradient…
We study stochastic nonconvex optimization under heavy-tailed noise. In this setting, the stochastic gradients only have bounded $p$-th central moment ($p$-BCM) for some $p \in (1,2]$. Building on the foundational work of Arjevani et al.…
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…
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…
Learning with a {\it convex loss} function has been a dominating paradigm for many years. It remains an interesting question how non-convex loss functions help improve the generalization of learning with broad applicability. In this paper,…
Recently, several studies consider the stochastic optimization problem but in a heavy-tailed noise regime, i.e., the difference between the stochastic gradient and the true gradient is assumed to have a finite $p$-th moment (say being upper…
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…
An influential line of recent work has focused on the generalization properties of unregularized gradient-based learning procedures applied to separable linear classification with exponentially-tailed loss functions. The ability of such…
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…
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…
We develop a worst-case complexity theory for stochastically preconditioned stochastic gradient descent (SPSGD) and its accelerated variants under heavy-tailed noise, a setting that encompasses widely used adaptive methods such as Adam,…
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…
In this work we study high probability bounds for stochastic subgradient methods under heavy tailed noise. In this setting the noise is only assumed to have finite variance as opposed to a sub-Gaussian distribution for which it is known…
We consider stochastic optimization problems with heavy-tailed noise with structured density. For such problems, we show that it is possible to get faster rates of convergence than $\mathcal{O}(K^{-2(\alpha - 1)/\alpha})$, when the…
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…