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 Statistical Learning




First Exit Time Analysis of Stochastic Gradient Descent Under Heavy-Tailed Gradient Noise

Neural Information Processing Systems

In this study, we provide formal theoretical analysis where we derive explicit conditions for the step-size such that the metastability behavior of the discrete-time system is similar to its continuous-time limit.








Generalization Bounds in the Predict-then-Optimize Framework

Neural Information Processing Systems

The predict-then-optimize framework is fundamental in many practical settings: predict the unknown parameters of an optimization problem, and then solve the problem using the predicted values of the parameters.