Parameter-free Regret in High Probability with Heavy Tails

Authors: Jiujia Zhang, Ashok Cutkosky

NeurIPS 2022 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Theoretical We present new algorithms for online convex optimization over unbounded domains that obtain parameter-free regret in high-probability given access only to potentially heavy-tailed subgradient estimates. Previous work in unbounded domains considers only in-expectation results for sub-exponential subgradients. Unlike in the bounded domain case, we cannot rely on straight-forward martingale concentration due to exponentially large iterates produced by the algorithm. We develop new regularization techniques to overcome these problems. Overall, with probability at most δ, for all comparators u our algorithm achieves regret O(kuk T 1/p log(1/δ)) for subgradients with bounded pth moments for some p 2 (1, 2].
Researcher Affiliation Academia Jiujia Zhang Electrical and Computer Engineering Boston University jiujiaz@bu.edu Ashok Cutkosky Electrical and Computer Engineering Boston University ashok@cutkosky.com
Pseudocode Yes Algorithm 1 Sub-exponential Noisy Gradients with Optimistic Online Learning; Algorithm 2 Gradient clipping for (σ, G) Heavy tailed gradients; Algorithm 3 Unit Ball Gradient clipping with FTRL; Algorithm 4 Dimension-free Gradient clipping for (σ, G) Heavy-tailed gradients
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