2026
Bregman meets Lévy: Stochastic Mirror Descent with Heavy-Tailed Noise in Continuous and Discrete Time
ICML 2026poster
We study the robustness of stochastic mirror descent (SMD) under heavy-tailed noise, focusing on whether the method retains its convergence guarantees when run with infinite-variance stochastic gradient input. To address this question in a principled manner, we begin by introducing a continuous-time…