WIAS, Germany; Mila & UdeM, Canada; Canada CIFAR AI Chair; MIPT, Russia; Mila & UdeM, Canada; MBZUAI, UAEM; MIPT, Russia; HSE University, Russia; IITP RAS, Russia; Mila & UdeM, Canada; MIPT, Russia
Eduard Gorbunov, Marina Danilova, David Dobre, Pavel Dvurechenskii, Alexander Gasnikov, Gauthier Gidel
heavy-tailed noise;variational inequalities;extragradient method;gradient descent-ascent;high-probability bounds;clipping
Clipped Stochastic Methods for Variational Inequalities with Heavy-Tailed Noise