Fractional Underdamped Langevin Dynamics Retargeting SGD with Momentum under Heavy-Tailed Gradient Noise

FractionalUnderdampedLangevinDynamics:RetargetingSGDwithMomentumunderHeavy-TailedGradientNoiseUmutS¸ims¸ekli12LingjiongZhu3YeeWhyeTeh2MertGu¨rbu¨zbalaban4Abstract1.IntroductionStochasticgradien...