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 876–900 of 1387 papers

Title	Date	Tasks	Status
Biased Stochastic First-Order Methods for Conditional Stochastic Optimization and Applications in Meta Learning	Feb 25, 2020	Causal InferenceMeta-Learning	—Unverified
Adversarial Radar Inference. From Inverse Tracking to Inverse Reinforcement Learning of Cognitive Radar	Feb 22, 2020	Reinforcement Learning (RL)Stochastic Optimization	—Unverified
Stochastic Optimization for Regularized Wasserstein Estimators	Feb 20, 2020	Stochastic Optimization	—Unverified
Weakly-supervised Multi-output Regression via Correlated Gaussian Processes	Feb 19, 2020	Decision MakingGaussian Processes	—Unverified
A Second look at Exponential and Cosine Step Sizes: Simplicity, Adaptivity, and Performance	Feb 12, 2020	Stochastic Optimization	CodeCode Available
Stochastic Online Optimization using Kalman Recursion	Feb 10, 2020	Stochastic Optimization	—Unverified
A Diffusion Theory For Deep Learning Dynamics: Stochastic Gradient Descent Exponentially Favors Flat Minima	Feb 10, 2020	Stochastic Optimization	—Unverified
Developing a Hybrid Data-Driven, Mechanistic Virtual Flow Meter -- a Case Study	Feb 7, 2020	Stochastic Optimization	—Unverified
Macroscopic Traffic Flow Modeling with Physics Regularized Gaussian Process: A New Insight into Machine Learning Applications	Feb 6, 2020	Bayesian InferenceBIG-bench Machine Learning	—Unverified
A Kernel Mean Embedding Approach to Reducing Conservativeness in Stochastic Programming and Control	Jan 28, 2020	Stochastic Optimization	CodeCode Available
Stochastic Optimization of Plain Convolutional Neural Networks with Simple methods	Jan 24, 2020	Data AugmentationImage Classification	CodeCode Available
Zeroth-Order Algorithms for Nonconvex Minimax Problems with Improved Complexities	Jan 22, 2020	BIG-bench Machine LearningStochastic Optimization	—Unverified
Dual Stochastic Natural Gradient Descent and convergence of interior half-space gradient approximations	Jan 19, 2020	Stochastic Optimization	—Unverified
Adaptive Stochastic Optimization	Jan 18, 2020	BIG-bench Machine LearningStochastic Optimization	—Unverified
On the Trend-corrected Variant of Adaptive Stochastic Optimization Methods	Jan 17, 2020	Computational EfficiencyStochastic Optimization	—Unverified
Efficient Debiased Evidence Estimation by Multilevel Monte Carlo Sampling	Jan 14, 2020	Bayesian InferenceStochastic Optimization	—Unverified
Self-Modulating Nonparametric Event-Tensor Factorization	Jan 1, 2020	Point ProcessesStochastic Optimization	—Unverified
Improving the Sample and Communication Complexity for Decentralized Non-Convex Optimization: Joint Gradient Estimation and Tracking	Jan 1, 2020	Stochastic Optimization	—Unverified
Recht-Re Noncommutative Arithmetic-Geometric Mean Conjecture is False	Jan 1, 2020	Stochastic Optimization	—Unverified
Recht-Re Noncommutative Arithmetic-Geometric Mean Conjecture is False	Jan 1, 2020	Stochastic Optimization	—Unverified
A Dynamic Sampling Adaptive-SGD Method for Machine Learning	Dec 31, 2019	BIG-bench Machine LearningStochastic Optimization	—Unverified
Stochastic Recursive Variance Reduction for Efficient Smooth Non-Convex Compositional Optimization	Dec 31, 2019	ManagementReinforcement Learning	—Unverified
Stochastic gradient-free descents	Dec 31, 2019	Stochastic Optimization	—Unverified
CProp: Adaptive Learning Rate Scaling from Past Gradient Conformity	Dec 24, 2019	SchedulingStochastic Optimization	CodeCode Available
Zeroth-order Stochastic Compositional Algorithms for Risk-Aware Learning	Dec 19, 2019	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