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 801–825 of 1387 papers

Title	Date	Tasks	Status	Hype
A fast and simple modification of Newton's method helping to avoid saddle points	Jun 2, 2020	Protein FoldingStochastic Optimization	CodeCode Available	0
Recht-Ré Noncommutative Arithmetic-Geometric Mean Conjecture is False	Jun 2, 2020	Stochastic Optimization	—Unverified	0
Online Stochastic Convex Optimization: Wasserstein Distance Variation	Jun 2, 2020	SociologyStochastic Optimization	—Unverified	0
ADAHESSIAN: An Adaptive Second Order Optimizer for Machine Learning	Jun 1, 2020	BIG-bench Machine LearningSecond-order methods	CodeCode Available	1
The Power of Factorial Powers: New Parameter settings for (Stochastic) Optimization	Jun 1, 2020	Stochastic Optimization	—Unverified	0
Momentum-based variance-reduced proximal stochastic gradient method for composite nonconvex stochastic optimization	May 31, 2020	BIG-bench Machine LearningStochastic Optimization	—Unverified	0
CoolMomentum: A Method for Stochastic Optimization by Langevin Dynamics with Simulated Annealing	May 29, 2020	global-optimizationPhysical Simulations	CodeCode Available	0
Convergence Analysis of Riemannian Stochastic Approximation Schemes	May 27, 2020	Stochastic Optimization	—Unverified	0
Stochastic Optimization with Heavy-Tailed Noise via Accelerated Gradient Clipping	May 21, 2020	Stochastic Optimization	CodeCode Available	0
k-sums: another side of k-means	May 19, 2020	ClusteringStochastic Optimization	CodeCode Available	0
Adaptive First-and Zeroth-order Methods for Weakly Convex Stochastic Optimization Problems	May 19, 2020	Stochastic Optimization	—Unverified	0
Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs	May 18, 2020	Experimental DesignStochastic Optimization	CodeCode Available	0
Scaling-up Distributed Processing of Data Streams for Machine Learning	May 18, 2020	BIG-bench Machine LearningStochastic Optimization	—Unverified	0
An Analysis of the Adaptation Speed of Causal Models	May 18, 2020	Meta-LearningStochastic Optimization	CodeCode Available	1
Tiering as a Stochastic Submodular Optimization Problem	May 16, 2020	Information RetrievalRetrieval	—Unverified	0
S-ADDOPT: Decentralized stochastic first-order optimization over directed graphs	May 15, 2020	Stochastic Optimization	CodeCode Available	0
Learning to Estimate Driver Drowsiness from Car Acceleration Sensors using Weakly Labeled Data	May 12, 2020	Stochastic OptimizationWeakly-supervised Learning	—Unverified	0
Byzantine-Robust Decentralized Stochastic Optimization over Static and Time-Varying Networks	May 12, 2020	Stochastic Optimization	CodeCode Available	0
Distributionally Robust Neural Networks	May 1, 2020	L2 RegularizationNatural Language Inference	CodeCode Available	1
Online and stochastic optimization beyond Lipschitz continuity: A Riemannian approach	May 1, 2020	Stochastic Optimization	—Unverified	0
Breaking (Global) Barriers in Parallel Stochastic Optimization with Wait-Avoiding Group Averaging	Apr 30, 2020	Deep Reinforcement LearningMachine Translation	—Unverified	0
DS-FACTO: Doubly Separable Factorization Machines	Apr 29, 2020	Recommendation SystemsStochastic Optimization	—Unverified	0
Doubly-stochastic mining for heterogeneous retrieval	Apr 23, 2020	RetrievalStochastic Optimization	—Unverified	0
Disjoint principal component analysis by constrained binary particle swarm optimization	Apr 22, 2020	Stochastic Optimization	CodeCode Available	0
Stochastic gradient algorithms from ODE splitting perspective	Apr 19, 2020	regressionStochastic 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