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 1001–1050 of 1387 papers

Title	Date	Tasks	Status	Hype
Accelerating Minibatch Stochastic Gradient Descent using Typicality Sampling	Mar 11, 2019	Reinforcement LearningReinforcement Learning (RL)	—Unverified	0
An Empirical Study of Large-Batch Stochastic Gradient Descent with Structured Covariance Noise	Feb 21, 2019	Stochastic Optimization	—Unverified	0
Active Probabilistic Inference on Matrices for Pre-Conditioning in Stochastic Optimization	Feb 20, 2019	Stochastic Optimization	CodeCode Available	0
Stochastic Conditional Gradient++	Feb 19, 2019	Stochastic Optimization	—Unverified	0
Quantized Frank-Wolfe: Faster Optimization, Lower Communication, and Projection Free	Feb 17, 2019	Distributed OptimizationQuantization	—Unverified	0
Evolutionary Algorithms for the Chance-Constrained Knapsack Problem	Feb 13, 2019	Evolutionary AlgorithmsStochastic Optimization	—Unverified	0
The Complexity of Making the Gradient Small in Stochastic Convex Optimization	Feb 13, 2019	Stochastic Optimization	—Unverified	0
Extreme Tensoring for Low-Memory Preconditioning	Feb 12, 2019	Stochastic Optimization	—Unverified	0
An adaptive stochastic optimization algorithm for resource allocation	Feb 12, 2019	Stochastic Optimization	—Unverified	0
Cyclical Stochastic Gradient MCMC for Bayesian Deep Learning	Feb 11, 2019	Bayesian InferenceDeep Learning	CodeCode Available	1
Progressive Focus Search for the Static and Stochastic VRPTW with both Random Customers and Reveal Times	Feb 8, 2019	Stochastic Optimization	—Unverified	0
Distribution-Dependent Analysis of Gibbs-ERM Principle	Feb 5, 2019	Stochastic Optimization	—Unverified	0
Stochastic Zeroth-order Discretizations of Langevin Diffusions for Bayesian Inference	Feb 4, 2019	Bayesian InferenceStochastic Optimization	—Unverified	0
Uniform-in-Time Weak Error Analysis for Stochastic Gradient Descent Algorithms via Diffusion Approximation	Feb 2, 2019	Stochastic Optimization	—Unverified	0
Agnostic Federated Learning	Feb 1, 2019	Cloud ComputingDomain Adaptation	CodeCode Available	1
Multilevel Monte Carlo Variational Inference	Feb 1, 2019	Stochastic OptimizationVariational Inference	—Unverified	0
Decentralized Stochastic Optimization and Gossip Algorithms with Compressed Communication	Feb 1, 2019	Stochastic Optimization	CodeCode Available	0
Sharp Analysis for Nonconvex SGD Escaping from Saddle Points	Feb 1, 2019	Stochastic Optimization	—Unverified	0
Reparameterizable Subset Sampling via Continuous Relaxations	Jan 29, 2019	feature selectionStochastic Optimization	CodeCode Available	0
Personalized Treatment Selection using Causal Heterogeneity	Jan 29, 2019	Stochastic Optimization	CodeCode Available	0
Stochastic Frank-Wolfe for Composite Convex Minimization	Jan 29, 2019	Stochastic Optimization	CodeCode Available	0
Surrogate Losses for Online Learning of Stepsizes in Stochastic Non-Convex Optimization	Jan 25, 2019	Stochastic Optimization	CodeCode Available	0
Estimate Sequences for Stochastic Composite Optimization: Variance Reduction, Acceleration, and Robustness to Noise	Jan 25, 2019	Stochastic Optimization	—Unverified	0
DADAM: A Consensus-based Distributed Adaptive Gradient Method for Online Optimization	Jan 25, 2019	Stochastic Optimization	CodeCode Available	0
New nonasymptotic convergence rates of stochastic proximal pointalgorithm for convex optimization problems	Jan 22, 2019	Stochastic Optimization	—Unverified	0
Block-Randomized Stochastic Proximal Gradient for Low-Rank Tensor Factorization	Jan 16, 2019	Stochastic Optimization	—Unverified	0
Stochastic Approximation Algorithms for Principal Component Analysis	Jan 7, 2019	Computational EfficiencyDimensionality Reduction	—Unverified	0
SPI-Optimizer: an integral-Separated PI Controller for Stochastic Optimization	Dec 29, 2018	Stochastic Optimization	CodeCode Available	0
Latent Dirichlet Allocation in Generative Adversarial Networks	Dec 17, 2018	Image Generationmultimodal generation	—Unverified	0
Stochastic Gradient Descent for Spectral Embedding with Implicit Orthogonality Constraint	Dec 13, 2018	ClusteringGraph Clustering	—Unverified	0
On Uncensored Mean First-Passage-Time Performance Experiments with Multiwalk in R^p: a New Stochastic Optimization Algorithm	Dec 6, 2018	Stochastic Optimization	—Unverified	0
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case	Dec 6, 2018	Stochastic Optimization	—Unverified	0
Stochastic Model Pruning via Weight Dropping Away and Back	Dec 5, 2018	Model CompressionStochastic Optimization	—Unverified	0
Adaptive Methods for Nonconvex Optimization	Dec 1, 2018	Stochastic Optimization	CodeCode Available	0
Third-order Smoothness Helps: Faster Stochastic Optimization Algorithms for Finding Local Minima	Dec 1, 2018	Stochastic Optimization	—Unverified	0
Bandit Learning in Concave N-Person Games	Dec 1, 2018	Stochastic Optimization	—Unverified	0
Zeroth-order (Non)-Convex Stochastic Optimization via Conditional Gradient and Gradient Updates	Dec 1, 2018	Stochastic Optimization	—Unverified	0
SPIDER: Near-Optimal Non-Convex Optimization via Stochastic Path-Integrated Differential Estimator	Dec 1, 2018	Stochastic Optimization	—Unverified	0
Stochastic Optimization for DC Functions and Non-smooth Non-convex Regularizers with Non-asymptotic Convergence	Nov 28, 2018	Stochastic Optimization	—Unverified	0
Inexact SARAH Algorithm for Stochastic Optimization	Nov 25, 2018	Stochastic Optimization	—Unverified	0
Dissimilarity Coefficient based Weakly Supervised Object Detection	Nov 25, 2018	Objectobject-detection	—Unverified	0
A Sufficient Condition for Convergences of Adam and RMSProp	Nov 23, 2018	Stochastic Optimization	—Unverified	0
Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization	Nov 23, 2018	Stochastic Optimization	—Unverified	0
HyperAdam: A Learnable Task-Adaptive Adam for Network Training	Nov 22, 2018	Stochastic Optimization	CodeCode Available	0
Physics-aware Deep Generative Models for Creating Synthetic Microstructures	Nov 21, 2018	Stochastic Optimization	—Unverified	0
R-SPIDER: A Fast Riemannian Stochastic Optimization Algorithm with Curvature Independent Rate	Nov 10, 2018	Stochastic Optimization	—Unverified	0
Scalable Robust Kidney Exchange	Nov 8, 2018	Combinatorial OptimizationFairness	CodeCode Available	0
Fast determinantal point processes via distortion-free intermediate sampling	Nov 8, 2018	Data SummarizationPoint Processes	—Unverified	0
Janossy Pooling: Learning Deep Permutation-Invariant Functions for Variable-Size Inputs	Nov 5, 2018	Stochastic Optimization	CodeCode Available	0
Using Large Ensembles of Control Variates for Variational Inference	Oct 30, 2018	Stochastic OptimizationVariational Inference	—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