Author

Henry Lam

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Preprint Aug 2026

Safe Start: Configuring Optimization Algorithms for Decision-Making under Extreme Risks

This work argues that, in the presence of a simulation model, natural attempts to integrate variance reduction into optimization, even executed in a reasonable adaptive fashion, encounter fundamental challenges in guaranteeing realistic runtime when using common stochastic gradient descent algorithms.

Henry Lam, Wasin Meesena · 1 citation