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 1301–1350 of 1387 papers

Title	Date	Tasks	Status	Hype
Stochastic Proximal Gradient Descent for Nuclear Norm Regularization	Nov 5, 2015	Stochastic Optimization	—Unverified	0
Robust Shift-and-Invert Preconditioning: Faster and More Sample Efficient Algorithms for Eigenvector Computation	Oct 29, 2015	Stochastic Optimization	—Unverified	0
Optimization for Gaussian Processes via Chaining	Oct 19, 2015	Gaussian ProcessesStochastic Optimization	—Unverified	0
Stochastic Optimization for Deep CCA via Nonlinear Orthogonal Iterations	Oct 7, 2015	Representation LearningStochastic Optimization	—Unverified	0
The Proximal Robbins-Monro Method	Oct 4, 2015	parameter estimationStochastic Optimization	—Unverified	0
Towards Machine Wald	Aug 10, 2015	Bayesian InferenceStochastic Optimization	—Unverified	0
Particle Swarm Optimization for Weighted Sum Rate Maximization in MIMO Broadcast Channels	Aug 4, 2015	Stochastic Optimization	—Unverified	0
Asynchronous stochastic convex optimization	Aug 4, 2015	Stochastic Optimization	CodeCode Available	0
Perturbed Iterate Analysis for Asynchronous Stochastic Optimization	Jul 24, 2015	Stochastic Optimization	—Unverified	0
Finding Linear Structure in Large Datasets with Scalable Canonical Correlation Analysis	Jun 26, 2015	Stochastic Optimization	—Unverified	0
ASOC: An Adaptive Parameter-free Stochastic Optimization Techinique for Continuous Variables	Jun 26, 2015	Evolutionary AlgorithmsStochastic Optimization	—Unverified	0
Copula variational inference	Jun 10, 2015	Stochastic OptimizationVariational Inference	—Unverified	0
Faster SGD Using Sketched Conditioning	Jun 8, 2015	Stochastic Optimization	—Unverified	0
An Asynchronous Mini-Batch Algorithm for Regularized Stochastic Optimization	May 18, 2015	Distributed ComputingStochastic Optimization	—Unverified	0
Building Proteins in a Day: Efficient 3D Molecular Reconstruction	Apr 14, 2015	3D ReconstructionStochastic Optimization	—Unverified	0
Sparse Linear Regression With Missing Data	Mar 28, 2015	regressionStochastic Optimization	—Unverified	0
Optimizing Neural Networks with Kronecker-factored Approximate Curvature	Mar 19, 2015	Stochastic Optimization	CodeCode Available	1
Fusion of Image Segmentation Algorithms using Consensus Clustering	Feb 18, 2015	ClusteringImage Segmentation	—Unverified	0
Probabilistic Line Searches for Stochastic Optimization	Feb 10, 2015	Bayesian OptimizationStochastic Optimization	CodeCode Available	0
Microscopic Advances with Large-Scale Learning: Stochastic Optimization for Cryo-EM	Jan 19, 2015	Density EstimationStochastic Optimization	—Unverified	0
Optimal Trading with Alpha Predictors	Jan 16, 2015	Stochastic Optimization	—Unverified	0
Communication-Efficient Distributed Optimization of Self-Concordant Empirical Loss	Jan 1, 2015	Binary ClassificationDistributed Computing	—Unverified	0
Adam: A Method for Stochastic Optimization	Dec 22, 2014	Stochastic Optimization	CodeCode Available	1
Deep learning with Elastic Averaging SGD	Dec 20, 2014	Deep Learningimage-classification	CodeCode Available	0
Adaptive Stochastic Gradient Descent on the Grassmannian for Robust Low-Rank Subspace Recovery and Clustering	Dec 12, 2014	ClusteringStochastic Optimization	—Unverified	0
Accelerated Mini-batch Randomized Block Coordinate Descent Method	Dec 1, 2014	Sparse LearningStochastic Optimization	—Unverified	0
A Filtering Approach to Stochastic Variational Inference	Dec 1, 2014	Stochastic OptimizationVariational Inference	—Unverified	0
Stochastic Variational Inference for Hidden Markov Models	Nov 6, 2014	Stochastic OptimizationVariational Inference	—Unverified	0
Stability and Performance Limits of Adaptive Primal-Dual Networks	Aug 16, 2014	Stochastic Optimization	—Unverified	0
Block stochastic gradient iteration for convex and nonconvex optimization	Aug 12, 2014	regressionStochastic Optimization	—Unverified	0
Exploiting Smoothness in Statistical Learning, Sequential Prediction, and Stochastic Optimization	Jul 19, 2014	Stochastic Optimization	—Unverified	0
Randomized Block Coordinate Descent for Online and Stochastic Optimization	Jul 1, 2014	Stochastic Optimization	—Unverified	0
Distributed Stochastic Optimization of the Regularized Risk	Jun 17, 2014	Stochastic Optimization	—Unverified	0
Smoothed Gradients for Stochastic Variational Inference	Jun 13, 2014	Stochastic OptimizationVariational Inference	—Unverified	0
Universal Convexification via Risk-Aversion	Jun 3, 2014	Stochastic Optimization	—Unverified	0
Structured Learning for Taxonomy Induction with Belief Propagation	Jun 1, 2014	Natural Language InferenceQuestion Answering	—Unverified	0
Realtime and Robust Hand Tracking from Depth	Jun 1, 2014	GPUStochastic Optimization	—Unverified	0
Proximal Reinforcement Learning: A New Theory of Sequential Decision Making in Primal-Dual Spaces	May 26, 2014	Decision Makingreinforcement-learning	—Unverified	0
A Comparison of Monte Carlo Tree Search and Mathematical Optimization for Large Scale Dynamic Resource Allocation	May 21, 2014	ManagementStochastic Optimization	—Unverified	0
Convex Optimization: Algorithms and Complexity	May 20, 2014	Stochastic Optimization	CodeCode Available	0
Structured Stochastic Variational Inference	Apr 16, 2014	SensitivityStochastic Optimization	—Unverified	0
From Predictive to Prescriptive Analytics	Feb 22, 2014	ManagementStochastic Optimization	CodeCode Available	0
Online Stochastic Optimization under Correlated Bandit Feedback	Feb 4, 2014	Reinforcement LearningStochastic Optimization	—Unverified	0
RoxyBot-06: Stochastic Prediction and Optimization in TAC Travel	Jan 16, 2014	PredictionStochastic Optimization	—Unverified	0
Stochastic Optimization with Importance Sampling	Jan 13, 2014	Stochastic Optimization	—Unverified	0
Low-Complexity Particle Swarm Optimization for Time-Critical Applications	Jan 2, 2014	Stochastic Optimization	—Unverified	0
Speeding-Up Convergence via Sequential Subspace Optimization: Current State and Future Directions	Dec 31, 2013	Compressive SensingDenoising	—Unverified	0
Black Box Variational Inference	Dec 31, 2013	Stochastic OptimizationVariational Inference	CodeCode Available	0
Communication Efficient Distributed Optimization using an Approximate Newton-type Method	Dec 30, 2013	Distributed OptimizationStochastic Optimization	CodeCode Available	0
Unit Tests for Stochastic Optimization	Dec 20, 2013	Stochastic 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