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 651–675 of 1387 papers

Title	Date	Tasks	Status
Stochastic Optimization under Distributional Drift	Aug 16, 2021	Stochastic Optimizationvalid	CodeCode Available
Low-Complexity Algorithm for Restless Bandits with Imperfect Observations	Aug 9, 2021	Stochastic Optimization	—Unverified
Stochastic Subgradient Descent Escapes Active Strict Saddles on Weakly Convex Functions	Aug 4, 2021	Stochastic Optimization	—Unverified
Generalization Bounds using Lower Tail Exponents in Stochastic Optimizers	Aug 2, 2021	Generalization BoundsStochastic Optimization	—Unverified
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC	Aug 1, 2021	reinforcement-learningReinforcement Learning	—Unverified
Performance assessment and tuning of PID control using TLBO: the single-loop case and PI/P cascade case	Jul 31, 2021	Stochastic Optimization	—Unverified
Towards a Sustainable Power Grid: Stochastic Hierarchical Planning for High Renewable Integration	Jul 30, 2021	Stochastic Optimization	—Unverified
High Dimensional Differentially Private Stochastic Optimization with Heavy-tailed Data	Jul 23, 2021	Sparse LearningStochastic Optimization	—Unverified
Differentiable Annealed Importance Sampling and the Perils of Gradient Noise	Jul 21, 2021	Stochastic Optimization	—Unverified
ByPE-VAE: Bayesian Pseudocoresets Exemplar VAE	Jul 20, 2021	Data AugmentationDensity Estimation	CodeCode Available
Renyi Differential Privacy of the Subsampled Shuffle Model in Distributed Learning	Jul 19, 2021	Federated LearningStochastic Optimization	—Unverified
Improved Learning Rates for Stochastic Optimization: Two Theoretical Viewpoints	Jul 19, 2021	Learning TheoryStochastic Optimization	—Unverified
Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function	Jul 19, 2021	Stochastic OptimizationTransfer Learning	CodeCode Available
Differentially Private Stochastic Optimization: New Results in Convex and Non-Convex Settings	Jul 12, 2021	Stochastic Optimization	—Unverified
KOALA: A Kalman Optimization Algorithm with Loss Adaptivity	Jul 7, 2021	Language ModelingLanguage Modelling	—Unverified
Distributed stochastic optimization with large delays	Jul 6, 2021	Distributed ComputingStochastic Optimization	—Unverified
Momentum Accelerates the Convergence of Stochastic AUPRC Maximization	Jul 2, 2021	imbalanced classificationStochastic Optimization	—Unverified
Robust Distributed Optimization With Randomly Corrupted Gradients	Jun 28, 2021	Distributed OptimizationStochastic Optimization	—Unverified
High-probability Bounds for Non-Convex Stochastic Optimization with Heavy Tails	Jun 28, 2021	Stochastic OptimizationVocal Bursts Intensity Prediction	—Unverified
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency	Jun 23, 2021	Stochastic Optimization	—Unverified
Asynchronous Stochastic Optimization Robust to Arbitrary Delays	Jun 22, 2021	Distributed OptimizationStochastic Optimization	—Unverified
Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm	Jun 22, 2021	Stochastic Optimization	—Unverified
Compositional federated learning: Applications in distributionally robust averaging and meta learning	Jun 21, 2021	BIG-bench Machine LearningFederated Learning	—Unverified
The Perils of Learning Before Optimizing	Jun 18, 2021	PredictionStochastic Optimization	—Unverified
Stochastic Bias-Reduced Gradient Methods	Jun 17, 2021	Stochastic Optimization	—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