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math.OC2020
Recent Theoretical Advances in Non-Convex Optimization
Marina Danilova, Pavel Dvurechensky, Alexander Gasnikov +4
Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in dat…
math.OC2020
Stochastic Optimization with Heavy-Tailed Noise via Accelerated Gradient Clipping
Eduard Gorbunov, Marina Danilova, Alexander Gasnikov
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 stoch…