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 751–775 of 1387 papers

Title	Date	Tasks	Status	Hype
Beyond variance reduction: Understanding the true impact of baselines on policy optimization	Aug 31, 2020	Reinforcement Learning (RL)Stochastic Optimization	—Unverified	0
ROOT-SGD: Sharp Nonasymptotics and Near-Optimal Asymptotics in a Single Algorithm	Aug 28, 2020	Stochastic OptimizationUnity	—Unverified	0
Understanding and Detecting Convergence for Stochastic Gradient Descent with Momentum	Aug 27, 2020	DiagnosticStochastic Optimization	—Unverified	0
Variance-Reduced Splitting Schemes for Monotone Stochastic Generalized Equations	Aug 26, 2020	Stochastic Optimization	—Unverified	0
Solving Stochastic Compositional Optimization is Nearly as Easy as Solving Stochastic Optimization	Aug 25, 2020	ManagementMeta-Learning	—Unverified	0
Stochastic Hybrid Combining Design for Quantized Massive MIMO Systems	Aug 24, 2020	QuantizationStochastic Optimization	—Unverified	0
Distributed Stochastic Optimization With Unbounded Subgradients Over Randomly Time-Varying Networks	Aug 20, 2020	Stochastic Optimization	—Unverified	0
Reinforcement Learning for Low-Thrust Trajectory Design of Interplanetary Missions	Aug 19, 2020	reinforcement-learningReinforcement Learning	CodeCode Available	1
Stochastic Optimization Forests	Aug 17, 2020	Decision MakingStochastic Optimization	CodeCode Available	1
Variance Regularization for Accelerating Stochastic Optimization	Aug 13, 2020	Stochastic Optimization	—Unverified	0
Conservative Stochastic Optimization with Expectation Constraints	Aug 13, 2020	Matrix CompletionStochastic Optimization	—Unverified	0
Discontinuous Computation Offloading for Energy-Efficient Mobile Edge Computing	Aug 8, 2020	Edge-computingStochastic Optimization	—Unverified	0
Dynamic Resource Optimization for Decentralized Estimation in Energy Harvesting IoT Networks	Aug 4, 2020	Stochastic Optimization	—Unverified	0
Resource Allocation via Model-Free Deep Learning in Free Space Optical Communications	Jul 27, 2020	Computational EfficiencyStochastic Optimization	—Unverified	0
Binary Search and First Order Gradient Based Method for Stochastic Optimization	Jul 27, 2020	Stochastic Optimization	CodeCode Available	0
Randomized Automatic Differentiation	Jul 20, 2020	Stochastic OptimizationVariational Inference	CodeCode Available	1
Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization	Jul 20, 2020	Stochastic Optimization	CodeCode Available	0
Modeling Stochastic Microscopic Traffic Behaviors: a Physics Regularized Gaussian Process Approach	Jul 17, 2020	Bayesian InferenceStochastic Optimization	—Unverified	0
Macroscopic Traffic Flow Modeling with Physics Regularized Gaussian Process: Generalized Formulations	Jul 14, 2020	BIG-bench Machine LearningState Estimation	—Unverified	0
A Global Stochastic Optimization Particle Filter Algorithm	Jul 9, 2020	Stochastic Optimization	CodeCode Available	0
A fully data-driven approach to minimizing CVaR for portfolio of assets via SGLD with discontinuous updating	Jul 2, 2020	Stochastic Optimization	—Unverified	0
Balancing Rates and Variance via Adaptive Batch-Size for Stochastic Optimization Problems	Jul 2, 2020	Stochastic Optimization	—Unverified	0
Variable Selection via Thompson Sampling	Jul 1, 2020	BIG-bench Machine LearningInterpretable Machine Learning	—Unverified	0
Sampling from a k-DPP without looking at all items	Jun 30, 2020	Active LearningAll	—Unverified	0
Nearest Neighbour Based Estimates of Gradients: Sharp Nonasymptotic Bounds and Applications	Jun 26, 2020	Dimensionality ReductionDisentanglement	—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