2024
Near-Optimal Streaming Heavy-Tailed Statistical Estimation with Clipped SGD
NeurIPS 2024poster
$\newcommand{\Tr}{\mathsf{Tr}}$ We consider the problem of high-dimensional heavy-tailed statistical estimation in the streaming setting, which is much harder than the traditional batch setting due to memory constraints. We cast this problem as stochastic convex optimization with heavy tailed stocha…