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arXiv (Cornell University)
Stochastic Adaptive Optimization with Unreliable Inputs: A Unified Framework for High-Probability Complexity Analysis
November 2025 • Scheinberg, Katya, Xie, Miaolan
We consider an unconstrained continuous optimization problem where, in each iteration, gradient estimates may be arbitrarily corrupted with a probability greater than 1/2. Additionally, function value estimates may exhibit heavy-tailed noise. This setting captures challenging scenarios where both gradient and function value estimates can be unreliable, making it applicable to many real-world problems, which can have outliers and data anomalies. We introduce an algorithmic and analytical framework that provides hig…
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