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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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0111 · May 202219922001200920172026
12 results for Clipped-SGD

Improved Clipped-SGD achieves near-optimal heavy-tailed statistical estimation in streaming settings.

problem High-dimensional heavy-tailed statistical estimation in streaming with memory constraints.
method Stochastic convex optimization with Clipped-SGD, proving near-optimal sub-Gaussian statistical rates.
result Clipped-SGD achieves an error of Tr(Σ)+Tr(Σ)Σ2log(log(T)δ)T\sqrt{\frac{\mathsf{Tr}(Σ)+\sqrt{\mathsf{Tr}(Σ)\|Σ\|_2}\log(\frac{\log(T)}δ)}{T}} with probability 1δ1-δ.

New UCB-type algorithms reduce regret bounds for stochastic bandits with heavy and super heavy noise.

problem Improving regret bounds for stochastic bandits with heavy-tailed noise.
method General convex optimization methods with an inexact oracle, Clipped-SGD-UCB algorithm.
result Achieved an O(logTKTlogT)O(\log T\sqrt{KT\log T}) regret bound for symmetric noise, better than general lower bounds.

Study on gradient clipping in SGD for high-dimensional problems.

problem Understanding and optimizing gradient clipping in high-dimensional machine learning models.
method Theoretical analysis of streaming SGD with gradient clipping in a least squares problem, focusing on large intrinsic dimensionality.
result Developed a deterministic equation to describe the loss evolution in clipped SGD, showing benefits under certain conditions.

Improved analysis for clipped gradient methods in nonsmooth convex optimization under heavy-tailed noise.

problem Optimization under heavy-tailed noise in nonsmooth convex problems.
method Refined analysis of Clipped Stochastic Gradient Descent (Clipped SGD) with new rates and improved utilization of Freedman's inequality.
result New rates O(σldmeff1/2pln11/p(1/δ)T1/p1){\cal O}(σ_{\frak l}d_{ m eff}^{-1/2{\frak p}}\ln^{1-1/{\frak p}}(1/δ)T^{1/{\frak p}-1}) and O(σl2dmeff1/pln22/p(1/δ)T2/p2){\cal O}(σ_{\frak l}^2d_{ m eff}^{-1/{\frak p}}\ln^{2-2/{\frak p}}(1/δ)T^{2/{\frak p}-2}) for nonsmooth convex and strongly convex problems, respectively.

This paper analyzes convergence of DP-SGD with adaptive quantile clipping.

problem Empirical success of adaptive clipping methods lacks theoretical understanding.
method Comprehensive convergence analysis of SGD with quantile clipping (QC-SGD).
result Establishes theoretical guarantees for DP-QC-SGD, revealing relationships between quantile selection, step size, and convergence.

This paper improves convergence guarantees for gradient clipping in deep learning.

problem Improving convergence guarantees for gradient clipping in deep learning models.
method Analyzes and provides precise convergence guarantees for arbitrary clipping thresholds.
result Shows tight convergence guarantees for clipped stochastic gradient descent.

Paper proposes DP-SGD and DP-NSGD for differentially private non-convex optimization.

problem Mitigating privacy risks in large model learning.
method Clip or normalize per-sample gradients and add noise for differential privacy.
result Achieved convergence rate of gradient norm for non-convex optimization.

New theory explains why normalization is preferred in SGD under heavy-tailed noise.

problem Understanding why normalization is preferred in stochastic gradient descent (SGD) under heavy-tailed noise.
method Developed a worst-case complexity theory for stochastically preconditioned SGD and its variants.
result Normalization guarantees convergence at optimal rates, while clipping may fail in the worst case.