2025
Non-Asymptotic and Non-Lipschitzian Bounds on Optimal Values in Stochastic Optimization Under Heavy Tails
ICML 2025poster
This paper focuses on non-asymptotic confidence bounds (CB) for the optimal values of stochastic optimization (SO) problems. Existing approaches often rely on two conditions that may be restrictive: The need for a global Lipschitz constant and the assumption of light-tailed distributions. Beyond eit…