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Improved Convergence in High Probability of Clipped Gradient Methods with Heavy Tailed Noise

Ta Duy Nguyen · Thien H Nguyen · Alina Ene · Huy Nguyen

Great Hall & Hall B1+B2 (level 1) #1210
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[ Paper [ Poster [ OpenReview
Thu 14 Dec 8:45 a.m. PST — 10:45 a.m. PST

Abstract: In this work, we study the convergence in high probability of clipped gradient methods when the noise distribution has heavy tails, i.e., with bounded $p$th moments, for some $1

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