2 papers
math.OC2026
New Bounds for the Last Iterate of the Stochastic subGradient Method
Guglielmo Beretta, Tommaso Cesari, Roberto Colomboni +1
We study the last iterate of the stochastic subgradient method for one-dimensional convex Lipschitz objectives. For a fixed horizon , we consider the standard fixed stepsizes $η…
math.OC2024
An Improved Analysis of the Clipped Stochastic subGradient Method under Heavy-Tailed Noise
Daniela Angela Parletta, Andrea Paudice, Saverio Salzo
In this paper, we provide novel optimal (or near optimal) convergence rates for a clipped version of the stochastic subgradient method. We consider nonsmooth convex problems over p…