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clipped sgd

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dicesgd (1) projected clipped sgd (pcsgd) (1) sensitivity of data distribution (1) stationarity bias (1) stochastic bias (1) median of mean (1) heavy-tailed noise (1) gradient clipping (1) convergence rate (1) complexity bound (1)

Papers

Clipped SGD Algorithms for Performative Prediction: Tight Bounds for Stochastic Bias and Remedies ICML 2025 Breaking the Heavy-Tailed Noise Barrier in Stochastic Optimization Problems AISTATS 2024