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
Semi-Bandit Learning for Monotone Stochastic Optimization	Dec 24, 2023	Stochastic Optimization	—Unverified
Sensitivity Analyses of Resilience-oriented Risk-averse Active Distribution Systems Planning	Nov 25, 2022	SensitivityStochastic Optimization	—Unverified
Sensor Attacks and Resilient Defense on HVAC Systems for Energy Market Signal Tracking	Oct 24, 2023	Model Predictive ControlStochastic Optimization	—Unverified
Sequential Stochastic Optimization in Separable Learning Environments	Aug 21, 2021	Decision MakingDecision Making Under Uncertainty	—Unverified
SGDEM: stochastic gradient descent with energy and momentum	Sep 29, 2021	Stochastic Optimization	—Unverified
SGD Implicitly Regularizes Generalization Error	Apr 10, 2021	Stochastic Optimization	—Unverified
SGD with AdaGrad Stepsizes: Full Adaptivity with High Probability to Unknown Parameters, Unbounded Gradients and Affine Variance	Feb 17, 2023	Stochastic Optimization	—Unverified
SGD with Clipping is Secretly Estimating the Median Gradient	Feb 20, 2024	Stochastic Optimization	—Unverified
Shadowheart SGD: Distributed Asynchronous SGD with Optimal Time Complexity Under Arbitrary Computation and Communication Heterogeneity	Feb 7, 2024	Stochastic Optimization	—Unverified
Sharp Analysis for Nonconvex SGD Escaping from Saddle Points	Feb 1, 2019	Stochastic Optimization	—Unverified
Sharper Analysis for Minibatch Stochastic Proximal Point Methods: Stability, Smoothness, and Deviation	Jan 9, 2023	parameter estimationStochastic Optimization	—Unverified
Sharper Generalization Bounds for Learning with Gradient-dominated Objective Functions	Jan 1, 2021	Generalization BoundsStochastic Optimization	—Unverified
On Statistical Properties of Sharpness-Aware Minimization: Provable Guarantees	Feb 23, 2023	regressionStochastic Optimization	—Unverified
signProx: One-Bit Proximal Algorithm for Nonconvex Stochastic Optimization	Jul 20, 2018	Stochastic Optimization	—Unverified
signSGD via Zeroth-Order Oracle	May 1, 2019	image-classificationImage Classification	—Unverified
Simultaneous Clustering and Model Selection for Tensor Affinities	Jun 1, 2016	Clusteringmodel	—Unverified
Simultaneous shot inversion for nonuniform geometries using fast data interpolation	Apr 23, 2018	Stochastic Optimization	—Unverified
Smoothed Functional Algorithms for Stochastic Optimization using q-Gaussian Distributions	Jun 21, 2012	Stochastic Optimization	—Unverified
Smoothed Gradients for Stochastic Variational Inference	Jun 13, 2014	Stochastic OptimizationVariational Inference	—Unverified
Smoothing Policies and Safe Policy Gradients	May 8, 2019	Reinforcement LearningStochastic Optimization	—Unverified
SOFIM: Stochastic Optimization Using Regularized Fisher Information Matrix	Mar 5, 2024	image-classificationImage Classification	—Unverified
Solving Decision-Dependent Games by Learning from Feedback	Dec 29, 2023	Stochastic Optimization	—Unverified
Solving Dense Linear Systems Faster Than via Preconditioning	Dec 14, 2023	Stochastic Optimization	—Unverified
Solving Stochastic Compositional Optimization is Nearly as Easy as Solving Stochastic Optimization	Aug 25, 2020	ManagementMeta-Learning	—Unverified
Solving the Schrodinger equation with genetic algorithms: a practical approach	Oct 27, 2022	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