Mirror Descent Strikes Again: Optimal Stochastic Convex Optimization under Infinite Noise Variance

Nuri Mert Vural, Lu Yu, Krishnakumar Balasubramanian, Stanislav Volgushev, Murat A. Erdogdu. Mirror Descent Strikes Again: Optimal Stochastic Convex Optimization under Infinite Noise Variance. In Po-Ling Loh, Maxim Raginsky, editors, Conference on Learning Theory, 2-5 July 2022, London, UK. Volume 178 of Proceedings of Machine Learning Research, pages 65-102, PMLR, 2022. [doi]

Abstract

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