Establishes maximal concentration bounds for stochastic approximation under heavy-tailed Markovian noise, with tails ranging from sub-Gaussian to heavier than Weibull depending on step sizes and contractivity properties, plus a truncation argument for unbounded noise.
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Scion is a new stochastic LMO-based optimizer family that unifies existing methods, supports unconstrained problems, and delivers hyperparameter transferability plus speedups on nanoGPT training.
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Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise
Establishes maximal concentration bounds for stochastic approximation under heavy-tailed Markovian noise, with tails ranging from sub-Gaussian to heavier than Weibull depending on step sizes and contractivity properties, plus a truncation argument for unbounded noise.
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Training Deep Learning Models with Norm-Constrained LMOs
Scion is a new stochastic LMO-based optimizer family that unifies existing methods, supports unconstrained problems, and delivers hyperparameter transferability plus speedups on nanoGPT training.