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math.OC2021★ 10 cited
Convergence Rates of Stochastic Gradient Descent under Infinite Noise Variance
Hongjian Wang, Mert Gürbüzbalaban, Lingjiong Zhu +2
Recent studies have provided both empirical and theoretical evidence illustrating that heavy tails can emerge in stochastic gradient descent (SGD) in various scenarios. Such heavy…
math.OC2018
Convergence Rate of Block-Coordinate Maximization Burer-Monteiro Method for Solving Large SDPs
Murat A. Erdogdu, Asuman Ozdaglar, Pablo A. Parrilo +1
Semidefinite programming (SDP) with diagonal constraints arise in many optimization problems, such as Max-Cut, community detection and group synchronization. Although SDPs can be s…