2 papers
cs.LG2025
Natural Gradient VI: Guarantees for Non-Conjugate Models
Fangyuan Sun, Ilyas Fatkhullin, Niao He
Stochastic Natural Gradient Variational Inference (NGVI) is a widely used method for approximating posterior distribution in probabilistic models. Despite its empirical success and…
math.OC2025
Second-order Optimization under Heavy-Tailed Noise: Hessian Clipping and Sample Complexity Limits
Abdurakhmon Sadiev, Peter Richtárik, Ilyas Fatkhullin
Heavy-tailed noise is pervasive in modern machine learning applications, arising from data heterogeneity, outliers, and non-stationary stochastic environments. While second-order m…