Have you tried fitting a Student's t distribution? The nice thing about that distribution is the nu parameter completely controls the shape of the tails and is equivalent to the gaussian where nu is infinite; this would allow you to plot a cool graph of nu against checkpoint steps to get an easy visualisation of exactly how the shape of the tails changes over time.
Have you tried fitting a Student's t distribution? The nice thing about that distribution is the nu parameter completely controls the shape of the tails and is equivalent to the gaussian where nu is infinite; this would allow you to plot a cool graph of nu against checkpoint steps to get an easy visualisation of exactly how the shape of the tails changes over time.