Stochastic Optimization

Stochastic Optimization is the task of optimizing certain objective functional by generating and using stochastic random variables. Usually the Stochastic Optimization is an iterative process of generating random variables that progressively finds out the minima or the maxima of the objective functional. Stochastic Optimization is usually applied in the non-convex functional spaces where the usual deterministic optimization such as linear or quadratic programming or their variants cannot be used.

Source: ASOC: An Adaptive Parameter-free Stochastic Optimization Techinique for Continuous Variables

Papers

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Showing 226–250 of 1387 papers

Title	Date	Tasks	Status
Beyond Suspension: A Two-phase Methodology for Concluding Sports Leagues	Mar 29, 2024	SchedulingStochastic Optimization	—Unverified
Beyond variance reduction: Understanding the true impact of baselines on policy optimization	Aug 31, 2020	Reinforcement Learning (RL)Stochastic Optimization	—Unverified
Beyond Volumetric Albedo -- A Surface Optimization Framework for Non-Line-Of-Sight Imaging	Jun 1, 2019	Stochastic Optimization	—Unverified
BFE and AdaBFE: A New Approach in Learning Rate Automation for Stochastic Optimization	Jul 6, 2022	Stochastic Optimization	—Unverified
A Local Convergence Theory for the Stochastic Gradient Descent Method in Non-Convex Optimization With Non-isolated Local Minima	Mar 21, 2022	Stochastic Optimization	—Unverified
Biased Stochastic First-Order Methods for Conditional Stochastic Optimization and Applications in Meta Learning	Feb 25, 2020	Causal InferenceMeta-Learning	—Unverified
AlphaZero Based Post-Storm Repair Crew Dispatch for Distribution Grid Restoration	Oct 14, 2020	NavigateStochastic Optimization	—Unverified
A Stochastic Approach to Bi-Level Optimization for Hyperparameter Optimization and Meta Learning	Oct 14, 2024	Few-Shot LearningHyperparameter Optimization	—Unverified
ALS: Augmented Lagrangian Sketching Methods for Linear Systems	Aug 12, 2022	Stochastic Optimization	—Unverified
A Machine Learning Approach for Prosumer Management in Intraday Electricity Markets	Mar 11, 2022	BIG-bench Machine LearningManagement	—Unverified
A State-Space Approach for Optimal Traffic Monitoring via Network Flow Sampling	Jun 24, 2013	Stochastic Optimization	—Unverified
Adaptive Sampling Strategies for Stochastic Optimization	Oct 30, 2017	regressionStochastic Optimization	—Unverified
Conjugate-gradient-based Adam for stochastic optimization and its application to deep learning	Feb 29, 2020	ClassificationGeneral Classification	—Unverified
ADMM without a Fixed Penalty Parameter: Faster Convergence with New Adaptive Penalization	Dec 1, 2017	Stochastic Optimization	—Unverified
Block stochastic gradient iteration for convex and nonconvex optimization	Aug 12, 2014	regressionStochastic Optimization	—Unverified
A Mean-Field Theory for Learning the Schönberg Measure of Radial Basis Functions	Jun 23, 2020	ClusteringImage Retrieval	—Unverified
Boost K-Means	Oct 8, 2016	ClusteringImage Clustering	—Unverified
A Modular Analysis of Adaptive (Non-)Convex Optimization: Optimism, Composite Objectives, and Variational Bounds	Sep 8, 2017	Stochastic Optimization	—Unverified
Branching model with state dependent offspring distribution for Chlamydia spread	Jun 5, 2023	FormStochastic Optimization	—Unverified
Breaking (Global) Barriers in Parallel Stochastic Optimization with Wait-Avoiding Group Averaging	Apr 30, 2020	Deep Reinforcement LearningMachine Translation	—Unverified
Faster Stochastic Variance Reduction Methods for Compositional MiniMax Optimization	Aug 18, 2023	Stochastic Optimization	—Unverified
Adaptive Shells for Efficient Neural Radiance Field Rendering	Nov 16, 2023	Novel View SynthesisStochastic Optimization	—Unverified
Breaking the Lower Bound with (Little) Structure: Acceleration in Non-Convex Stochastic Optimization with Heavy-Tailed Noise	Feb 14, 2023	Stochastic Optimization	—Unverified
Adaptive Gradient Regularization: A Faster and Generalizable Optimization Technique for Deep Neural Networks	Jul 24, 2024	image-classificationImage Classification	—Unverified
Assessment of Reinforcement Learning Algorithms for Nuclear Power Plant Fuel Optimization	May 9, 2023	Combinatorial OptimizationDeep Reinforcement Learning	—Unverified

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All datasets CIFAR-100 WRN-28-10 - 200 Epochs CIFAR-10 WRN-28-10 - 200 Epochs CIFAR-10 ResNet-18 - 200 Epochs ImageNet ResNet-50 - 90 Epochs Penn Treebank (Character Level) 3x1000 LSTM - 500 Epochs CIFAR-10 CIFAR-100 ImageNet ResNet-50 - 50 Epochs ImageNet ResNet-50 - 60 Epochs AG News CoLA MNIST

Benchmark Results

#	Model	Metric	Claimed	Verified	Status
1	AvaGrad	Accuracy	81.24	—	Unverified
2	AdaShift	Accuracy	81.12	—	Unverified
3	Adam (eps-adjusted)	Accuracy	81.04	—	Unverified
4	SGD	Accuracy	80.95	—	Unverified
5	AdamW	Accuracy	79.87	—	Unverified
6	AdaBound	Accuracy	77.24	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	Adam (eps-adjusted)	Accuracy	96.36	—	Unverified
2	AvaGrad	Accuracy	96.2	—	Unverified
3	SGD	Accuracy	96.14	—	Unverified
4	AdaShift	Accuracy	95.92	—	Unverified
5	AdamW	Accuracy	95.89	—	Unverified
6	AdaBound	Accuracy	94.6	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	SGD - cosine LR schedule	Accuracy	95.55	—	Unverified
2	Lookahead	Accuracy	95.27	—	Unverified
3	SGD	Accuracy	95.23	—	Unverified
4	ADAM	Accuracy	94.84	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	AvaGrad	Top 1 Accuracy	76.51	—	Unverified
2	SGD	Top 1 Accuracy	75.99	—	Unverified
3	AdamW	Top 1 Accuracy	72.9	—	Unverified
4	AdaBound	Top 1 Accuracy	72.01	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	AdaBound	Bit per Character (BPC)	2.86	—	Unverified
2	AdaShift	Bit per Character (BPC)	1.27	—	Unverified
3	AdamW	Bit per Character (BPC)	1.23	—	Unverified
4	AvaGrad	Bit per Character (BPC)	1.18	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	Resnet18	Accuracy (max)	86.85	—	Unverified
2	Resnet34	Accuracy (max)	86.14	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	Resnet18	Accuracy (max)	58.48	—	Unverified
2	Resnet34	Accuracy (max)	54.5	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	SGD	Top 5 Accuracy	92.15	—	Unverified
2	Lookahead	Top 1 Accuracy	75.13	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	Lookahead	Top 1 Accuracy	75.49	—	Unverified
2	SGD	Top 1 Accuracy	75.15	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	Bert	Accuracy (max)	93.99	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	Bert	Accuracy (max)	86.34	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	MLP	NLL	0.05	—	Unverified