Algorithmic Stability of Heavy-Tailed SGD with General Loss Functions

Anant Raj, Lingjiong Zhu, Mert Gürbüzbalaban, Umut Simsekli. Algorithmic Stability of Heavy-Tailed SGD with General Loss Functions. In Andreas Krause 0001, Emma Brunskill, KyungHyun Cho, Barbara Engelhardt, Sivan Sabato, Jonathan Scarlett, editors, International Conference on Machine Learning, ICML 2023, 23-29 July 2023, Honolulu, Hawaii, USA. Volume 202 of Proceedings of Machine Learning Research, pages 28578-28597, PMLR, 2023. [doi]

@inproceedings{RajZGS23,
  title = {Algorithmic Stability of Heavy-Tailed SGD with General Loss Functions},
  author = {Anant Raj and Lingjiong Zhu and Mert Gürbüzbalaban and Umut Simsekli},
  year = {2023},
  url = {https://proceedings.mlr.press/v202/raj23a.html},
  researchr = {https://researchr.org/publication/RajZGS23},
  cites = {0},
  citedby = {0},
  pages = {28578-28597},
  booktitle = {International Conference on Machine Learning, ICML 2023, 23-29 July 2023, Honolulu, Hawaii, USA},
  editor = {Andreas Krause 0001 and Emma Brunskill and KyungHyun Cho and Barbara Engelhardt and Sivan Sabato and Jonathan Scarlett},
  volume = {202},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}