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 1101–1125 of 1387 papers

Title	Date	Tasks	Status
SPIDER: Near-Optimal Non-Convex Optimization via Stochastic Path Integrated Differential Estimator	Jul 4, 2018	Stochastic Optimization	—Unverified
Stochastic Proximal Algorithms for AUC Maximization	Jul 1, 2018	ClassificationGeneral Classification	—Unverified
Stochastic PCA with _2 and _1 Regularization	Jul 1, 2018	Computational EfficiencyStochastic Optimization	—Unverified
Data-driven satisficing measure and ranking	Jul 1, 2018	Stochastic Optimization	—Unverified
Continuous and Discrete-time Accelerated Stochastic Mirror Descent for Strongly Convex Functions	Jul 1, 2018	Stochastic Optimization	—Unverified
Direct Acceleration of SAGA using Sampled Negative Momentum	Jun 28, 2018	Stochastic Optimization	—Unverified
Finding Local Minima via Stochastic Nested Variance Reduction	Jun 22, 2018	Stochastic Optimization	—Unverified
Fast and Scalable Bayesian Deep Learning by Weight-Perturbation in Adam	Jun 13, 2018	Reinforcement LearningStochastic Optimization	CodeCode Available
Swarming for Faster Convergence in Stochastic Optimization	Jun 11, 2018	Stochastic Optimization	—Unverified
Lightweight Stochastic Optimization for Minimizing Finite Sums with Infinite Data	Jun 8, 2018	Data AugmentationStochastic Optimization	—Unverified
Variational Implicit Processes	Jun 6, 2018	Gaussian ProcessesStochastic Optimization	CodeCode Available
Accelerated Randomized Coordinate Descent Algorithms for Stochastic Optimization and Online Learning	Jun 5, 2018	Stochastic Optimization	—Unverified
AdaGrad stepsizes: Sharp convergence over nonconvex landscapes	Jun 5, 2018	Stochastic Optimization	CodeCode Available
Modeling Realistic Degradations in Non-blind Deconvolution	Jun 4, 2018	DeblurringImage Deblurring	—Unverified
Towards Understanding Acceleration Tradeoff between Momentum and Asynchrony in Nonconvex Stochastic Optimization	Jun 4, 2018	Stochastic Optimization	—Unverified
Probabilistic Joint Face-Skull Modelling for Facial Reconstruction	Jun 1, 2018	Face ModelStochastic Optimization	—Unverified
A PID Controller Approach for Stochastic Optimization of Deep Networks	Jun 1, 2018	Stochastic Optimization	CodeCode Available
Kernel embedding of maps for sequential Bayesian inference: The variational mapping particle filter	May 29, 2018	Bayesian InferenceSequential Bayesian Inference	CodeCode Available
Graph Oracle Models, Lower Bounds, and Gaps for Parallel Stochastic Optimization	May 25, 2018	Stochastic Optimization	—Unverified
Zeroth-Order Stochastic Variance Reduction for Nonconvex Optimization	May 25, 2018	Material ClassificationStochastic Optimization	CodeCode Available
Learning to Optimize Contextually Constrained Problems for Real-Time Decision-Generation	May 23, 2018	Active LearningPortfolio Optimization	—Unverified
Universal discriminative quantum neural networks	May 22, 2018	Quantum Machine LearningStochastic Optimization	—Unverified
Robust 6D Object Pose Estimation with Stochastic Congruent Sets	May 16, 2018	6D Pose Estimation6D Pose Estimation using RGB	—Unverified
Dyna: A Method of Momentum for Stochastic Optimization	May 13, 2018	Computational EfficiencyStochastic Optimization	—Unverified
Robust Utility Maximization in Discrete-Time Markets with Friction	May 10, 2018	FrictionStochastic 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