Improved Convergence in High Probability of Clipped Gradient Methods with Heavy Tailed Noise
Main Conference Track
Authors: Ta Duy Nguyen, Thien H Nguyen, Alina Ene, Huy Nguyen

In this work, we study the convergence in high probability of clipped gradient methods when the noise distribution has heavy tails, i.e., with bounded $p$th moments, for some $1