Algorithmic Stability of Heavy-Tailed Stochastic Gradient Descent on Least Squares

Anant Raj, Melih Barsbey, Mert Gürbüzbalaban, Lingjiong Zhu, Umut Simsekli. Algorithmic Stability of Heavy-Tailed Stochastic Gradient Descent on Least Squares. In Shipra Agrawal 0001, Francesco Orabona, editors, International Conference on Algorithmic Learning Theory, February 20-23, 2023, Singapore. Volume 201 of Proceedings of Machine Learning Research, pages 1292-1342, PMLR, 2023. [doi]

@inproceedings{RajBGZS23,
  title = {Algorithmic Stability of Heavy-Tailed Stochastic Gradient Descent on Least Squares},
  author = {Anant Raj and Melih Barsbey and Mert Gürbüzbalaban and Lingjiong Zhu and Umut Simsekli},
  year = {2023},
  url = {https://proceedings.mlr.press/v201/raj23a.html},
  researchr = {https://researchr.org/publication/RajBGZS23},
  cites = {0},
  citedby = {0},
  pages = {1292-1342},
  booktitle = {International Conference on Algorithmic Learning Theory, February 20-23, 2023, Singapore},
  editor = {Shipra Agrawal 0001 and Francesco Orabona},
  volume = {201},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}