Langqi Liu

High-Probability Bound for Non-Smooth Non-Convex Stochastic Optimization with Heavy Tails

Recently, Cutkosky et al. introduce the online-to-non-convex framework, which utilizes online learning methods to solve non-smooth non-convex optimization problems, and achieves an $\mathcal{O}(\epsilon^{-3}\delta^{-1})$ gradient complexity for finding $(\delta,\epsilon)$-stationary points. However,…