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 976–1000 of 1387 papers

Title	Date	Tasks	Status
Topic Modeling via Full Dependence Mixtures	Jun 13, 2019	GPUStochastic Optimization	CodeCode Available
Reducing the variance in online optimization by transporting past gradients	Jun 8, 2019	Stochastic Optimization	CodeCode Available
Optimal Convergence for Stochastic Optimization with Multiple Expectation Constraints	Jun 8, 2019	Stochastic Optimization	—Unverified
Online Forecasting of Total-Variation-bounded Sequences	Jun 8, 2019	Stochastic Optimization	CodeCode Available
Universal Boosting Variational Inference	Jun 4, 2019	Stochastic OptimizationVariational Inference	CodeCode Available
A Generic Acceleration Framework for Stochastic Composite Optimization	Jun 3, 2019	Stochastic Optimization	CodeCode Available
Data-Pooling in Stochastic Optimization	Jun 1, 2019	ManagementStochastic Optimization	CodeCode Available
Beyond Volumetric Albedo -- A Surface Optimization Framework for Non-Line-Of-Sight Imaging	Jun 1, 2019	Stochastic Optimization	—Unverified
Don't Forget Your Teacher: A Corrective Reinforcement Learning Framework	May 30, 2019	reinforcement-learningReinforcement Learning	—Unverified
On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case	May 30, 2019	Stochastic Optimization	—Unverified
Exploiting Uncertainty of Loss Landscape for Stochastic Optimization	May 30, 2019	Stochastic Optimization	CodeCode Available
Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization	May 28, 2019	Causal InferenceReinforcement Learning	—Unverified
A view of Estimation of Distribution Algorithms through the lens of Expectation-Maximization	May 24, 2019	Stochastic Optimization	—Unverified
AI-CARGO: A Data-Driven Air-Cargo Revenue Management System	May 22, 2019	Decision MakingManagement	—Unverified
Cloud Storage for Multi-Service Battery Operation (Extended Version)	May 17, 2019	BlockingRTE	—Unverified
Approximation of the objective insensitivity regions using Hierarchic Memetic Strategy coupled with Covariance Matrix Adaptation Evolutionary Strategy	May 17, 2019	global-optimizationStochastic Optimization	—Unverified
Hybrid Stochastic Gradient Descent Algorithms for Stochastic Nonconvex Optimization	May 15, 2019	Stochastic Optimization	—Unverified
Trajectory-Based Off-Policy Deep Reinforcement Learning	May 14, 2019	continuous-controlContinuous Control	CodeCode Available
On the Computation and Communication Complexity of Parallel SGD with Dynamic Batch Sizes for Stochastic Non-Convex Optimization	May 10, 2019	Stochastic Optimization	—Unverified
A Contrastive Divergence for Combining Variational Inference and MCMC	May 10, 2019	Stochastic OptimizationVariational Inference	CodeCode Available
Non-cooperative Aerial Base Station Placement via Stochastic Optimization	May 10, 2019	Stochastic Optimization	CodeCode Available
Stochastic Iterative Hard Thresholding for Graph-structured Sparsity Optimization	May 9, 2019	Stochastic Optimization	CodeCode Available
Smoothing Policies and Safe Policy Gradients	May 8, 2019	Reinforcement LearningStochastic Optimization	—Unverified
A Latent Variational Framework for Stochastic Optimization	May 5, 2019	Bayesian InferenceStochastic Optimization	—Unverified
A preconditioned accelerated stochastic gradient descent algorithm	May 1, 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