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 1051–1075 of 1387 papers

Title	Date	Tasks	Status	Hype
Kalman Gradient Descent: Adaptive Variance Reduction in Stochastic Optimization	Oct 29, 2018	BIG-bench Machine LearningStochastic Optimization	CodeCode Available	0
Learning Models with Uniform Performance via Distributionally Robust Optimization	Oct 20, 2018	Stochastic Optimization	—Unverified	0
Graphical Convergence of Subgradients in Nonconvex Optimization and Learning	Oct 17, 2018	regressionStochastic Optimization	—Unverified	0
Quasi-hyperbolic momentum and Adam for deep learning	Oct 16, 2018	Deep LearningStochastic Optimization	CodeCode Available	0
Towards Gradient Free and Projection Free Stochastic Optimization	Oct 8, 2018	Stochastic Optimization	—Unverified	0
Continuous-time Models for Stochastic Optimization Algorithms	Oct 5, 2018	Stochastic Optimization	CodeCode Available	0
Differentiable Antithetic Sampling for Variance Reduction in Stochastic Variational Inference	Oct 5, 2018	Stochastic OptimizationVariational Inference	CodeCode Available	0
Convergence and Dynamical Behavior of the ADAM Algorithm for Non-Convex Stochastic Optimization	Oct 4, 2018	Stochastic Optimization	—Unverified	0
Bandit learning in concave N-person games	Oct 3, 2018	Stochastic Optimization	—Unverified	0
Optimal Adaptive and Accelerated Stochastic Gradient Descent	Oct 1, 2018	BIG-bench Machine LearningStochastic Optimization	CodeCode Available	0
Riemannian Adaptive Optimization Methods	Oct 1, 2018	Riemannian optimizationStochastic Optimization	CodeCode Available	2
Privacy-preserving Stochastic Gradual Learning	Sep 30, 2018	Privacy PreservingStochastic Optimization	—Unverified	0
Exploring Curvature Noise in Large-Batch Stochastic Optimization	Sep 27, 2018	Stochastic Optimization	—Unverified	0
Fast Stochastic Algorithms for Low-rank and Nonsmooth Matrix Problems	Sep 27, 2018	Stochastic Optimization	—Unverified	0
Asynchronous decentralized accelerated stochastic gradient descent	Sep 24, 2018	Stochastic Optimization	—Unverified	0
Pricing American Options by Exercise Rate Optimization	Sep 19, 2018	Stochastic Optimization	—Unverified	0
Zeroth-order Nonconvex Stochastic Optimization: Handling Constraints, High-Dimensionality and Saddle-Points	Sep 17, 2018	Stochastic OptimizationVocal Bursts Intensity Prediction	—Unverified	0
Optimal Matrix Momentum Stochastic Approximation and Applications to Q-learning	Sep 17, 2018	Q-LearningReinforcement Learning	—Unverified	0
Graph Pattern Mining and Learning through User-defined Relations (Extended Version)	Sep 14, 2018	Graph Neural NetworkStochastic Optimization	CodeCode Available	0
A Multi-Stage Algorithm for Acoustic Physical Model Parameters Estimation	Sep 14, 2018	Deep Learningparameter estimation	—Unverified	0
Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization: Non-Asymptotic Performance Bounds and Momentum-Based Acceleration	Sep 12, 2018	Stochastic Optimization	—Unverified	0
Non-Parametric Variational Inference with Graph Convolutional Networks for Gaussian Processes	Sep 8, 2018	Gaussian ProcessesStochastic Optimization	—Unverified	0
Online Adaptive Methods, Universality and Acceleration	Sep 8, 2018	Stochastic Optimization	—Unverified	0
Joint Ground and Aerial Package Delivery Services: A Stochastic Optimization Approach	Aug 14, 2018	Stochastic Optimization	—Unverified	0
A Unified Analysis of AdaGrad with Weighted Aggregation and Momentum Acceleration	Aug 10, 2018	Stochastic 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