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- W3164644672 abstract "Under data distributions which may be heavy-tailed, many stochastic gradient-based learning algorithms are driven by feedback queried at points with almost no performance guarantees on their own. Here we explore a modified anytime online-to-batch mechanism which for smooth objectives admits high-probability error bounds while requiring only lower-order moment bounds on the stochastic gradients. Using this conversion, we can derive a wide variety of anytime robust procedures, for which the task of performance analysis can be effectively reduced to regret control, meaning that existing regret bounds (for the bounded gradient case) can be robustified and leveraged in a straightforward manner. As a direct takeaway, we obtain an easily implemented stochastic gradient-based algorithm for which all queried points formally enjoy sub-Gaussian error bounds, and in practice show noteworthy gains on real-world data applications." @default.
- W3164644672 created "2021-06-07" @default.
- W3164644672 creator A5070612925 @default.
- W3164644672 date "2021-05-24" @default.
- W3164644672 modified "2023-09-27" @default.
- W3164644672 title "Robust learning with anytime-guaranteed feedback." @default.
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