SOTAVerified

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

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Showing 701–725 of 1387 papers

TitleStatusHype
Contracts in Electricity Markets under EU ETS: A Stochastic Programming Approach—0
Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functionsCode0
On the Investment Strategies in Occupational Pension Plans—0
Day-Ahead and Intra-Day Planning of Integrated BESS-PV Systems providing Frequency Regulation—0
The computational asymptotics of Gaussian variational inference and the Laplace approximationCode0
An Efficient Algorithm for Deep Stochastic Contextual Bandits—0
SGD Implicitly Regularizes Generalization Error—0
Training Deep Neural Networks via Branch-and-BoundCode0
Energy Efficient Edge Computing: When Lyapunov Meets Distributed Reinforcement Learning—0
Competing Adaptive Networks—0
A Variational Inequality Approach to Bayesian Regression Games—0
Convergence Analysis of Nonconvex Distributed Stochastic Zeroth-order Coordinate Method—0
Stochastic Hybrid Approximation for Uncertainty Management in Gas-Electric Systems—0
Adaptive Importance Sampling for Finite-Sum Optimization and Sampling with Decreasing Step-Sizes—0
Algorithmic Challenges in Ensuring Fairness at the Time of Decision—0
A Retrospective Approximation Approach for Smooth Stochastic Optimization—0
Lower Bounding Rate-Distortion From Samples—0
Better SGD using Second-order MomentumCode0
A Probabilistically Motivated Learning Rate Adaptation for Stochastic Optimization—0
Estimation and Inference by Stochastic Optimization: Three Examples—0
Integrating prediction in mean-variance portfolio optimization—0
On the Convergence of Step Decay Step-Size for Stochastic Optimization—0
On the Last Iterate Convergence of Momentum Methods—0
A Hybrid Variance-Reduced Method for Decentralized Stochastic Non-Convex Optimization—0
A Large Batch Optimizer Reality Check: Traditional, Generic Optimizers Suffice Across Batch Sizes—0
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All datasetsCIFAR-100 WRN-28-10 - 200 EpochsCIFAR-10 WRN-28-10 - 200 EpochsCIFAR-10 ResNet-18 - 200 EpochsImageNet ResNet-50 - 90 EpochsPenn Treebank (Character Level) 3x1000 LSTM - 500 EpochsCIFAR-10CIFAR-100ImageNet ResNet-50 - 50 EpochsImageNet ResNet-50 - 60 EpochsAG NewsCoLAMNIST

Benchmark Results

#ModelMetricClaimedVerifiedStatus
1AvaGradAccuracy81.24—Unverified
2AdaShiftAccuracy81.12—Unverified
3Adam (eps-adjusted)Accuracy81.04—Unverified
4SGDAccuracy80.95—Unverified
5AdamWAccuracy79.87—Unverified
6AdaBoundAccuracy77.24—Unverified
#ModelMetricClaimedVerifiedStatus
1Adam (eps-adjusted)Accuracy96.36—Unverified
2AvaGradAccuracy96.2—Unverified
3SGDAccuracy96.14—Unverified
4AdaShiftAccuracy95.92—Unverified
5AdamWAccuracy95.89—Unverified
6AdaBoundAccuracy94.6—Unverified
#ModelMetricClaimedVerifiedStatus
1SGD - cosine LR scheduleAccuracy95.55—Unverified
2LookaheadAccuracy95.27—Unverified
3SGDAccuracy95.23—Unverified
4ADAMAccuracy94.84—Unverified
#ModelMetricClaimedVerifiedStatus
1AvaGradTop 1 Accuracy76.51—Unverified
2SGDTop 1 Accuracy75.99—Unverified
3AdamWTop 1 Accuracy72.9—Unverified
4AdaBoundTop 1 Accuracy72.01—Unverified
#ModelMetricClaimedVerifiedStatus
1AdaBoundBit per Character (BPC)2.86—Unverified
2AdaShiftBit per Character (BPC)1.27—Unverified
3AdamWBit per Character (BPC)1.23—Unverified
4AvaGradBit per Character (BPC)1.18—Unverified
#ModelMetricClaimedVerifiedStatus
1Resnet18Accuracy (max)86.85—Unverified
2Resnet34Accuracy (max)86.14—Unverified
#ModelMetricClaimedVerifiedStatus
1Resnet18Accuracy (max)58.48—Unverified
2Resnet34Accuracy (max)54.5—Unverified
#ModelMetricClaimedVerifiedStatus
1SGDTop 5 Accuracy92.15—Unverified
2LookaheadTop 1 Accuracy75.13—Unverified
#ModelMetricClaimedVerifiedStatus
1LookaheadTop 1 Accuracy75.49—Unverified
2SGDTop 1 Accuracy75.15—Unverified
#ModelMetricClaimedVerifiedStatus
1BertAccuracy (max)93.99—Unverified
#ModelMetricClaimedVerifiedStatus
1BertAccuracy (max)86.34—Unverified
#ModelMetricClaimedVerifiedStatus
1MLPNLL0.05—Unverified