no code implementations • NeurIPS 2021 • Eduard Gorbunov, Marina Danilova, Innokentiy Andreevich Shibaev, Pavel Dvurechensky, Alexander Gasnikov
In our paper, we resolve this issue and derive the first high-probability convergence results with logarithmical dependence on the confidence level for non-smooth convex stochastic optimization problems with non-sub-Gaussian (heavy-tailed) noise.