MIPT, ISP RAS; HSE University, ISP RAS; Weizmann Institute of Science; MBZUAI; MIPT, IITP RAS; MIPT, SkolTech; MIPT, ISP RAS, SkolTech
Nikita Kornilov, Ohad Shamir, Aleksandr Lobanov, Darina Dvinskikh, Alexander Gasnikov, Innokentiy Shibaev, Eduard Gorbunov, Samuel Horváth
stochastic optimization;gradient-free optimization;zero-order oracle;gradient clipping;infinite variance
Accelerated Zeroth-order Method for Non-Smooth Stochastic Convex Optimization Problem with Infinite Variance