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 426–450 of 1387 papers

Title	Date	Tasks	Status	Hype
Zeroth-Order Hard-Thresholding: Gradient Error vs. Expansivity	Oct 11, 2022	Portfolio OptimizationSparse Learning	—Unverified	0
On Adaptivity in Non-stationary Stochastic Optimization With Bandit Feedback	Oct 11, 2022	Stochastic Optimization	—Unverified	0
Rieoptax: Riemannian Optimization in JAX	Oct 10, 2022	CPUGPU	CodeCode Available	0
Stochastic optimization on matrices and a graphon McKean-Vlasov limit	Oct 2, 2022	Stochastic Optimization	—Unverified	0
META-STORM: Generalized Fully-Adaptive Variance Reduced SGD for Unbounded Functions	Sep 29, 2022	Stochastic Optimization	—Unverified	0
Exploring the Algorithm-Dependent Generalization of AUPRC Optimization with List Stability	Sep 27, 2022	Generalization BoundsImage Retrieval	CodeCode Available	0
Feature-based Learning for Diverse and Privacy-Preserving Counterfactual Explanations	Sep 27, 2022	counterfactualDiversity	CodeCode Available	0
Two-Tailed Averaging: Anytime, Adaptive, Once-in-a-While Optimal Weight Averaging for Better Generalization	Sep 26, 2022	Stochastic Optimization	—Unverified	0
Stochastic Gradient Descent Captures How Children Learn About Physics	Sep 25, 2022	Stochastic Optimization	CodeCode Available	1
Stochastic Optimization of 3D Non-Cartesian Sampling Trajectory (SNOPY)	Sep 22, 2022	Stochastic Optimization	—Unverified	0
On the Theoretical Properties of Noise Correlation in Stochastic Optimization	Sep 19, 2022	Stochastic Optimization	—Unverified	0
Efficiency Ordering of Stochastic Gradient Descent	Sep 15, 2022	Stochastic Optimization	—Unverified	0
Private Stochastic Optimization With Large Worst-Case Lipschitz Parameter	Sep 15, 2022	Stochastic Optimization	—Unverified	0
Concealing Sensitive Samples against Gradient Leakage in Federated Learning	Sep 13, 2022	Federated LearningStochastic Optimization	CodeCode Available	0
Annealing Optimization for Progressive Learning with Stochastic Approximation	Sep 6, 2022	reinforcement-learningReinforcement Learning (RL)	CodeCode Available	0
A risk measurement approach from risk-averse stochastic optimization of score functions	Aug 31, 2022	regressionStochastic Optimization	—Unverified	0
Practical Operator Sketching Framework for Accelerating Iterative Data-Driven Solutions in Inverse Problems	Aug 31, 2022	DenoisingDimensionality Reduction	—Unverified	0
Minimax AUC Fairness: Efficient Algorithm with Provable Convergence	Aug 22, 2022	Decision MakingFairness	CodeCode Available	0
Minimum Cost Adaptive Submodular Cover	Aug 17, 2022	MarketingStochastic Optimization	—Unverified	0
ALS: Augmented Lagrangian Sketching Methods for Linear Systems	Aug 12, 2022	Stochastic Optimization	—Unverified	0
Near-Optimal Algorithms for Making the Gradient Small in Stochastic Minimax Optimization	Aug 11, 2022	Stochastic Optimization	CodeCode Available	0
Adaptive Learning Rates for Faster Stochastic Gradient Methods	Aug 10, 2022	DiversityStochastic Optimization	—Unverified	0
Quantization enabled Privacy Protection in Decentralized Stochastic Optimization	Aug 7, 2022	global-optimizationQuantization	—Unverified	0
SGEM: stochastic gradient with energy and momentum	Aug 3, 2022	Stochastic Optimization	CodeCode Available	0
Formal guarantees for heuristic optimization algorithms used in machine learning	Jul 31, 2022	BIG-bench Machine LearningStochastic Optimization	—Unverified	0

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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