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 626–650 of 1387 papers

Title	Date	Tasks	Status
Nys-Newton: Nyström-Approximated Curvature for Stochastic Optimization	Oct 16, 2021	Stochastic Optimization	—Unverified
Robust Generalized Method of Moments: A Finite Sample Viewpoint	Oct 6, 2021	Econometricsregression	—Unverified
KKT Conditions, First-Order and Second-Order Optimization, and Distributed Optimization: Tutorial and Survey	Oct 5, 2021	Distributed OptimizationMultiobjective Optimization	—Unverified
Stochastic Anderson Mixing for Nonconvex Stochastic Optimization	Oct 4, 2021	image-classificationImage Classification	—Unverified
Global Convergence and Stability of Stochastic Gradient Descent	Oct 4, 2021	Stochastic Optimization	—Unverified
Inexact bilevel stochastic gradient methods for constrained and unconstrained lower-level problems	Oct 1, 2021	BIG-bench Machine LearningBilevel Optimization	CodeCode Available
SGDEM: stochastic gradient descent with energy and momentum	Sep 29, 2021	Stochastic Optimization	—Unverified
Neural Markov Controlled SDE: Stochastic Optimization for Continuous-Time Data	Sep 29, 2021	Stochastic OptimizationTime Series	—Unverified
A Class of Short-term Recurrence Anderson Mixing Methods and Their Applications	Sep 29, 2021	image-classificationImage Classification	—Unverified
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning	Sep 29, 2021	Reinforcement Learning (RL)Stochastic Optimization	—Unverified
How to Improve Sample Complexity of SGD over Highly Dependent Data?	Sep 29, 2021	Stochastic Optimization	—Unverified
Compositional Training for End-to-End Deep AUC Maximization	Sep 29, 2021	image-classificationImage Classification	—Unverified
Learning to Schedule Learning rate with Graph Neural Networks	Sep 29, 2021	Benchmarkingimage-classification	—Unverified
Adaptive Sampling Quasi-Newton Methods for Zeroth-Order Stochastic Optimization	Sep 24, 2021	Reinforcement Learning (RL)Stochastic Optimization	—Unverified
On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods	Sep 22, 2021	Stochastic Optimization	—Unverified
Minimizing AoI in Resource-Constrained Multi-Source Relaying Systems with Stochastic Arrivals	Sep 10, 2021	Stochastic Optimization	—Unverified
COCO Denoiser: Using Co-Coercivity for Variance Reduction in Stochastic Convex Optimization	Sep 7, 2021	Stochastic Optimization	CodeCode Available
Urban Fire Station Location Planning using Predicted Demand and Service Quality Index	Sep 5, 2021	Stochastic Optimization	—Unverified
Application of Monte Carlo Stochastic Optimization (MOST) to Deep Learning	Sep 2, 2021	Deep LearningStochastic Optimization	—Unverified
The Minimax Complexity of Distributed Optimization	Sep 1, 2021	Distributed OptimizationStochastic Optimization	—Unverified
Approximating Pandora's Box with Correlations	Aug 30, 2021	Stochastic Optimization	—Unverified
Deep learning based dictionary learning and tomographic image reconstruction	Aug 26, 2021	Computed Tomography (CT)CT Reconstruction	—Unverified
Heavy-tailed Streaming Statistical Estimation	Aug 25, 2021	regressionStochastic Optimization	—Unverified
Vector Transport Free Riemannian LBFGS for Optimization on Symmetric Positive Definite Matrix Manifolds	Aug 25, 2021	Riemannian optimizationStochastic Optimization	CodeCode Available
Sequential Stochastic Optimization in Separable Learning Environments	Aug 21, 2021	Decision MakingDecision Making Under Uncertainty	—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