Stochastic approximation with heavy tailed noise
- đ¤ Speaker: Vivek Borkar (Indian Institute of Technology Bombay)
- đ Date & Time: Thursday 25 April 2024, 11:45 - 12:30
- đ Venue: External
Abstract
This talk will first review the so-called `ODE’ (for `Ordinary Differential Equations’) approach for the analysis of stochastic approximation algorithms of which stochastic gradient descent is a special case. Using that as a backdrop, certain analogous results will be presented for a class of algorithms with heavy tailed noise. This is joint work with V. Anantharam of Uni. of California at Berkeley.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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Vivek Borkar (Indian Institute of Technology Bombay)
Thursday 25 April 2024, 11:45-12:30