2 problems
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Worse dependence or non-convergence of AdaGrad under infinite-variance noise
Consider AdaGrad applied to smooth convex optimization problems with stochastic gradient noise whose bounded -th moment satisfies , and let denote the adapt…
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Sequential convergence of AdaGrad for convex objectives with locally Lipschitz gradient
AdaGrad local-Lipschitz conjecture. Our sequential convergence result should still hold for convex objectives with full domain and locally Lipschitz gradient.