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

Recently Added Most Hyped Most Active Needs Verification Most Verified

Showing 276–300 of 1387 papers

Title	Date	Tasks	Status	Score
Communication Efficient Distributed Optimization using an Approximate Newton-type Method	Dec 30, 2013	Distributed OptimizationStochastic Optimization	CodeCode Available	5
DADAM: A Consensus-based Distributed Adaptive Gradient Method for Online Optimization	Jan 25, 2019	Stochastic Optimization	CodeCode Available	5
DeepType: Multilingual Entity Linking by Neural Type System Evolution	Feb 3, 2018	Entity DisambiguationEntity Embeddings	CodeCode Available	5
Coupled generator decomposition for fusion of electro- and magnetoencephalography data	Mar 2, 2024	EEGStochastic Optimization	CodeCode Available	5
Comparing Two Samples Through Stochastic Dominance: A Graphical Approach	Mar 15, 2022	Stochastic OptimizationVocal Bursts Valence Prediction	CodeCode Available	5
Cauchy noise loss for stochastic optimization of random matrix models via free deterministic equivalents	Apr 9, 2018	parameter estimationStochastic Optimization	CodeCode Available	5
End-to-End Learning for Stochastic Optimization: A Bayesian Perspective	Jun 7, 2023	Stochastic Optimization	CodeCode Available	5
Estimate-Then-Optimize versus Integrated-Estimation-Optimization versus Sample Average Approximation: A Stochastic Dominance Perspective	Apr 13, 2023	Stochastic Optimization	CodeCode Available	5
Eve: A Gradient Based Optimization Method with Locally and Globally Adaptive Learning Rates	Nov 4, 2016	General Classificationimage-classification	CodeCode Available	5
Coupling Adaptive Batch Sizes with Learning Rates	Dec 15, 2016	image-classificationImage Classification	CodeCode Available	5
CoolMomentum: A Method for Stochastic Optimization by Langevin Dynamics with Simulated Annealing	May 29, 2020	global-optimizationPhysical Simulations	CodeCode Available	5
A Nearly Optimal Single Loop Algorithm for Stochastic Bilevel Optimization under Unbounded Smoothness	Dec 28, 2024	Bilevel OptimizationMeta-Learning	CodeCode Available	5
Better SGD using Second-order Momentum	Mar 4, 2021	Stochastic Optimization	CodeCode Available	5
CProp: Adaptive Learning Rate Scaling from Past Gradient Conformity	Dec 24, 2019	SchedulingStochastic Optimization	CodeCode Available	5
A Contrastive Divergence for Combining Variational Inference and MCMC	May 10, 2019	Stochastic OptimizationVariational Inference	CodeCode Available	5
Stochastic regularized majorization-minimization with weakly convex and multi-convex surrogates	Jan 5, 2022	Dictionary LearningImage Deep Networks	CodeCode Available	5
From Predictive to Prescriptive Analytics	Feb 22, 2014	ManagementStochastic Optimization	CodeCode Available	5
A PID Controller Approach for Stochastic Optimization of Deep Networks	Jun 1, 2018	Stochastic Optimization	CodeCode Available	5
Generalization Bounds for Heavy-Tailed SDEs through the Fractional Fokker-Planck Equation	Feb 12, 2024	Generalization BoundsStochastic Optimization	CodeCode Available	5
Convex Optimization: Algorithms and Complexity	May 20, 2014	Stochastic Optimization	CodeCode Available	5
Continual Multi-task Gaussian Processes	Oct 31, 2019	Bayesian InferenceContinual Learning	CodeCode Available	5
Data-Pooling in Stochastic Optimization	Jun 1, 2019	ManagementStochastic Optimization	CodeCode Available	5
Greedy Step Averaging: A parameter-free stochastic optimization method	Nov 11, 2016	Stochastic Optimization	CodeCode Available	5
AdaSub: Stochastic Optimization Using Second-Order Information in Low-Dimensional Subspaces	Oct 30, 2023	ManagementSecond-order methods	CodeCode Available	5
Continuous-time Models for Stochastic Optimization Algorithms	Oct 5, 2018	Stochastic Optimization	CodeCode Available	5

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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