Fractional underdamped Langevin dynamics: retargeting SGD with momentum under heavy-tailed gradient noise

@inproceedings{simsekli2020fractional,
  title   = {Fractional underdamped Langevin dynamics: retargeting SGD with momentum under heavy-tailed gradient noise},
  author  = {Umut Şimşekli and Lingjiong Zhu and Yee Whye Teh and Mert Gürbüzbalaban},
  year    = {2020},
  booktitle = {International Conference on Machine Learning (ICML)},
  series  = {Proceedings of Machine Learning Research},
  volume  = {119},
  pages   = {8970--8980},
  url     = {http://proceedings.mlr.press/v119/simsekli20a.html},
  note    = {arXiv:2002.05685},
}