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math.OC2024
Median Clipping for Zeroth-order Non-Smooth Convex Optimization and Multi-Armed Bandit Problem with Heavy-tailed Symmetric Noise
Nikita Kornilov, Yuriy Dorn, Aleksandr Lobanov +5
In this paper, we consider non-smooth convex optimization with a zeroth-order oracle corrupted by symmetric stochastic noise. Unlike the existing high-probability results requiring…
math.OC2023
Breaking the Heavy-Tailed Noise Barrier in Stochastic Optimization Problems
Nikita Puchkin, Eduard Gorbunov, Nikolay Kutuzov +1
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…