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	Hype
Complexity of Stochastic Dual Dynamic Programming	Dec 16, 2019	Decision MakingReinforcement Learning	—Unverified	0
From Reinforcement Learning to Optimal Control: A unified framework for sequential decisions	Dec 7, 2019	reinforcement-learningReinforcement Learning	—Unverified	0
Scalable Variational Bayesian Kernel Selection for Sparse Gaussian Process Regression	Dec 5, 2019	regressionStochastic Optimization	—Unverified	0
Lower Bounds for Non-Convex Stochastic Optimization	Dec 5, 2019	Stochastic Optimization	—Unverified	0
Domain-independent Dominance of Adaptive Methods	Dec 4, 2019	image-classificationImage Classification	CodeCode Available	0
Efficient Relaxed Gradient Support Pursuit for Sparsity Constrained Non-convex Optimization	Dec 2, 2019	Stochastic Optimization	—Unverified	0
Identifying Cognitive Radars -- Inverse Reinforcement Learning using Revealed Preferences	Dec 1, 2019	reinforcement-learningReinforcement Learning	—Unverified	0
Thinning for Accelerating the Learning of Point Processes	Dec 1, 2019	Point ProcessesStochastic Optimization	—Unverified	0
Think out of the "Box": Generically-Constrained Asynchronous Composite Optimization and Hedging	Dec 1, 2019	Stochastic Optimization	—Unverified	0
Efficient Smooth Non-Convex Stochastic Compositional Optimization via Stochastic Recursive Gradient Descent	Dec 1, 2019	ManagementReinforcement Learning	—Unverified	0
A Communication Efficient Stochastic Multi-Block Alternating Direction Method of Multipliers	Dec 1, 2019	Stochastic Optimization	—Unverified	0
Online Structured Sparsity-based Moving Object Detection from Satellite Videos	Nov 29, 2019	Moving Object Detectionobject-detection	—Unverified	0
Learning Neural Search Policies for Classical Planning	Nov 27, 2019	Stochastic Optimization	—Unverified	0
ORL: Reinforcement Learning Benchmarks for Online Stochastic Optimization Problems	Nov 24, 2019	reinforcement-learningReinforcement Learning	CodeCode Available	1
A Sub-sampled Tensor Method for Non-convex Optimization	Nov 23, 2019	Stochastic Optimization	—Unverified	0
Parameter-Free Locally Differentially Private Stochastic Subgradient Descent	Nov 21, 2019	Stochastic Optimization	—Unverified	0
Distributionally Robust Neural Networks for Group Shifts: On the Importance of Regularization for Worst-Case Generalization	Nov 20, 2019	Domain GeneralizationNatural Language Inference	CodeCode Available	1
Gamifying the Vehicle Routing Problem with Stochastic Requests	Nov 14, 2019	Atari GamesDecision Making	—Unverified	0
Stochastic DCA for minimizing a large sum of DC functions with application to Multi-class Logistic Regression	Nov 10, 2019	Multi-Task LearningStochastic Optimization	—Unverified	0
Community Detection for Power Systems Network Aggregation Considering Renewable Variability	Nov 8, 2019	Community DetectionStochastic Optimization	—Unverified	0
Continual Multi-task Gaussian Processes	Oct 31, 2019	Bayesian InferenceContinual Learning	CodeCode Available	0
Mixing of Stochastic Accelerated Gradient Descent	Oct 31, 2019	Stochastic Optimization	—Unverified	0
SPARQ-SGD: Event-Triggered and Compressed Communication in Decentralized Stochastic Optimization	Oct 31, 2019	QuantizationStochastic Optimization	—Unverified	0
Linear Speedup in Saddle-Point Escape for Decentralized Non-Convex Optimization	Oct 30, 2019	Stochastic Optimization	—Unverified	0
Understanding the Role of Momentum in Stochastic Gradient Methods	Oct 30, 2019	Stochastic Optimization	CodeCode Available	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