نسخة أولية وصول مفتوح
Asymptotic Analysis of Empirical Risk Minimization on Entry-wise i.i.d. Heavy-Tailed Data
Many real-world datasets exhibit unusually large values far more frequently than predicted by Gaussian models. Heavy-tailed distributions capture this behavior, yet evaluating learning performance under them remains challenging because rare, large feature entries retain non-vanishing effects even in high dimensions. Ev …