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 301–325 of 1387 papers

Title	Date	Tasks	Status	Score
Langevin dynamics based algorithm e-THO POULA for stochastic optimization problems with discontinuous stochastic gradient	Oct 24, 2022	Portfolio OptimizationQuantization	CodeCode Available	5
Large-scale Stochastic Optimization of NDCG Surrogates for Deep Learning with Provable Convergence	Feb 24, 2022	Information RetrievalRetrieval	CodeCode Available	5
Continual Multi-task Gaussian Processes	Oct 31, 2019	Bayesian InferenceContinual Learning	CodeCode Available	5
A deep generative model for gene expression profiles from single-cell RNA sequencing	Sep 7, 2017	Stochastic OptimizationVariational Inference	CodeCode Available	5
Learning-Rate-Free Stochastic Optimization over Riemannian Manifolds	Jun 4, 2024	Stochastic Optimization	CodeCode Available	5
Continuous-time Models for Stochastic Optimization Algorithms	Oct 5, 2018	Stochastic Optimization	CodeCode Available	5
Likelihood-based inference and forecasting for trawl processes: a stochastic optimization approach	Aug 30, 2023	parameter estimationStochastic Optimization	CodeCode Available	5
Limited-Memory Matrix Adaptation for Large Scale Black-box Optimization	May 18, 2017	Stochastic Optimization	CodeCode Available	5
Decision-Dependent Stochastic Optimization: The Role of Distribution Dynamics	Mar 10, 2025	Recommendation SystemsStochastic Optimization	CodeCode Available	5
Stochastic regularized majorization-minimization with weakly convex and multi-convex surrogates	Jan 5, 2022	Dictionary LearningImage Deep Networks	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
DADAM: A Consensus-based Distributed Adaptive Gradient Method for Online Optimization	Jan 25, 2019	Stochastic Optimization	CodeCode Available	5
Maximizing Invariant Data Perturbation with Stochastic Optimization	Jul 12, 2018	General Classificationimage-classification	CodeCode Available	5
MDPGT: Momentum-based Decentralized Policy Gradient Tracking	Dec 6, 2021	Multi-agent Reinforcement LearningPolicy Gradient Methods	CodeCode Available	5
A Distributed Data-Parallel PyTorch Implementation of the Distributed Shampoo Optimizer for Training Neural Networks At-Scale	Sep 12, 2023	GPUStochastic Optimization	CodeCode Available	5
Mining the manifolds of deep generative models for multiple data-consistent solutions of ill-posed tomographic imaging problems	Feb 10, 2022	Generative Adversarial NetworkStochastic Optimization	CodeCode Available	5
CProp: Adaptive Learning Rate Scaling from Past Gradient Conformity	Dec 24, 2019	SchedulingStochastic Optimization	CodeCode Available	5
Cyanure: An Open-Source Toolbox for Empirical Risk Minimization for Python, C++, and soon more	Dec 17, 2019	Stochastic Optimization	CodeCode Available	5
Coupled generator decomposition for fusion of electro- and magnetoencephalography data	Mar 2, 2024	EEGStochastic Optimization	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
An Efficient Stochastic Algorithm for Decentralized Nonconvex-Strongly-Concave Minimax Optimization	Dec 5, 2022	Stochastic Optimization	CodeCode Available	5
CYCLADES: Conflict-free Asynchronous Machine Learning	May 31, 2016	BIG-bench Machine LearningStochastic Optimization	CodeCode Available	5
Better SGD using Second-order Momentum	Mar 4, 2021	Stochastic Optimization	CodeCode Available	5
Disjoint principal component analysis by constrained binary particle swarm optimization	Apr 22, 2020	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