INRIA & ENS – PSL Research University; Florida State University; Rutgers University; Carnegie Mellon University; University of Toronto & Vector Institute
Hongjian Wang, Mert Gurbuzbalaban, Lingjiong Zhu, Umut Simsekli, Murat Erdogdu
SGD;heavy tailed noise;infinite variance;Polyak-Ruppert averaging
Convergence Rates of Stochastic Gradient Descent under Infinite Noise Variance