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

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Showing 1151–1175 of 1387 papers

Title	Date	Tasks	Status
Stochastic Optimization with Variance Reduction for Infinite Datasets with Finite Sum Structure	Dec 1, 2017	Data AugmentationStochastic Optimization	—Unverified
Stochastic Mirror Descent in Variationally Coherent Optimization Problems	Dec 1, 2017	Stochastic Optimization	—Unverified
Adaptive SVRG Methods under Error Bound Conditions with Unknown Growth Parameter	Dec 1, 2017	BIG-bench Machine LearningStochastic Optimization	—Unverified
Asymptotic Analysis via Stochastic Differential Equations of Gradient Descent Algorithms in Statistical and Computational Paradigms	Nov 27, 2017	Stochastic Optimization	—Unverified
Random gradient extrapolation for distributed and stochastic optimization	Nov 15, 2017	Stochastic Optimization	—Unverified
Stochastic Submodular Maximization: The Case of Coverage Functions	Nov 5, 2017	ClusteringStochastic Optimization	—Unverified
Stochastic Variational Inference for Bayesian Sparse Gaussian Process Regression	Nov 1, 2017	GPRregression	—Unverified
Accelerate RNN-based Training with Importance Sampling	Oct 31, 2017	Stochastic Optimization	—Unverified
Adaptive Sampling Strategies for Stochastic Optimization	Oct 30, 2017	regressionStochastic Optimization	—Unverified
SGDLibrary: A MATLAB library for stochastic gradient descent algorithms	Oct 27, 2017	Stochastic Optimization	CodeCode Available
Gradient Sparsification for Communication-Efficient Distributed Optimization	Oct 26, 2017	BIG-bench Machine LearningDistributed Optimization	—Unverified
Accelerated Reinforcement Learning	Oct 23, 2017	Policy Gradient Methodsreinforcement-learning	—Unverified
Function Norms and Regularization in Deep Networks	Oct 18, 2017	Image SegmentationLearning Theory	—Unverified
Convergence diagnostics for stochastic gradient descent with constant step size	Oct 17, 2017	DiagnosticStochastic Optimization	—Unverified
A deep generative model for single-cell RNA sequencing with application to detecting differentially expressed genes	Oct 13, 2017	Stochastic OptimizationVariational Inference	—Unverified
Decentralized Online Learning with Kernels	Oct 11, 2017	General ClassificationMulti-class Classification	—Unverified
SGD for robot motion? The effectiveness of stochastic optimization on a new benchmark for biped locomotion tasks	Oct 9, 2017	Stochastic Optimization	CodeCode Available
Stochastic Nonconvex Optimization with Large Minibatches	Sep 25, 2017	Stochastic Optimization	—Unverified
Accelerating SGD for Distributed Deep-Learning Using Approximated Hessian Matrix	Sep 15, 2017	Deep LearningSecond-order methods	—Unverified
Causality-Aided Falsification	Sep 8, 2017	Stochastic Optimization	—Unverified
A Modular Analysis of Adaptive (Non-)Convex Optimization: Optimism, Composite Objectives, and Variational Bounds	Sep 8, 2017	Stochastic Optimization	—Unverified
A deep generative model for gene expression profiles from single-cell RNA sequencing	Sep 7, 2017	Stochastic OptimizationVariational Inference	CodeCode Available
A Convergence Analysis for A Class of Practical Variance-Reduction Stochastic Gradient MCMC	Sep 4, 2017	Stochastic Optimization	—Unverified
Learning Implicit Generative Models Using Differentiable Graph Tests	Sep 4, 2017	Stochastic Optimization	—Unverified
Hydroassets Portfolio Management for Intraday Electricity Trading from a Discrete Time Stochastic Optimization Perspective	Aug 24, 2017	ManagementStochastic 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