Author

Qi-Jun Tong

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#machine learning Preprint Sep 2026

High-Probability Guarantees for SGD under $\beta$-Heavy-Tailed Gradient Noise

This work model SGD gradient noise by adopting a Young function that preserves the finiteness of all polynomial moments while allowing tails heavier than sub-Weibull, including lognormal distributions, and establishes concentration inequalities for $\beta$-heavy-tailed noise.

Qi-Jun Tong, Masahiro Ikeda, Ryota Kawasumi · 0 citations