Search Results for author: Innokentiy Andreevich Shibaev

Found 1 papers, 0 papers with code

Gradient Clipping Helps in Non-Smooth Stochastic Optimization with Heavy-Tailed Noise

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.

Stochastic Optimization

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