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 201–250 of 1387 papers

Title	Date	Tasks	Status	Score
MDPGT: Momentum-based Decentralized Policy Gradient Tracking	Dec 6, 2021	Multi-agent Reinforcement LearningPolicy Gradient Methods	CodeCode Available	5
End-to-End Learning for Stochastic Optimization: A Bayesian Perspective	Jun 7, 2023	Stochastic Optimization	CodeCode Available	5
Averaged Adam accelerates stochastic optimization in the training of deep neural network approximations for partial differential equation and optimal control problems	Jan 10, 2025	image-classificationImage Classification	CodeCode Available	5
Estimate-Then-Optimize versus Integrated-Estimation-Optimization versus Sample Average Approximation: A Stochastic Dominance Perspective	Apr 13, 2023	Stochastic Optimization	CodeCode Available	5
DP-LSSGD: A Stochastic Optimization Method to Lift the Utility in Privacy-Preserving ERM	Jun 28, 2019	Privacy PreservingStochastic Optimization	CodeCode Available	5
Effectively Leveraging Momentum Terms in Stochastic Line Search Frameworks for Fast Optimization of Finite-Sum Problems	Nov 11, 2024	Stochastic Optimization	CodeCode Available	5
Towards Faster Decentralized Stochastic Optimization with Communication Compression	May 30, 2024	Stochastic Optimization	CodeCode Available	5
Subsampled Ensemble Can Improve Generalization Tail Exponentially	May 23, 2024	Ensemble LearningStochastic Optimization	CodeCode Available	5
Neural Characteristic Activation Analysis and Geometric Parameterization for ReLU Networks	May 25, 2023	Stochastic Optimization	CodeCode Available	5
An Efficient Stochastic Algorithm for Decentralized Nonconvex-Strongly-Concave Minimax Optimization	Dec 5, 2022	Stochastic Optimization	CodeCode Available	5
MaxVA: Fast Adaptation of Step Sizes by Maximizing Observed Variance of Gradients	Jun 21, 2020	Image ClassificationMachine Translation	CodeCode Available	5
Non-asymptotic convergence analysis of the stochastic gradient Hamiltonian Monte Carlo algorithm with discontinuous stochastic gradient with applications to training of ReLU neural networks	Sep 25, 2024	Stochastic Optimization	CodeCode Available	5
Bandit Structured Prediction for Neural Sequence-to-Sequence Learning	Apr 21, 2017	Domain AdaptationMachine Translation	CodeCode Available	5
A Kernel Mean Embedding Approach to Reducing Conservativeness in Stochastic Programming and Control	Jan 28, 2020	Stochastic Optimization	CodeCode Available	5
AdaGrad stepsizes: Sharp convergence over nonconvex landscapes	Jun 5, 2018	Stochastic Optimization	CodeCode Available	5
Eve: A Gradient Based Optimization Method with Locally and Globally Adaptive Learning Rates	Nov 4, 2016	General Classificationimage-classification	CodeCode Available	5
A Kronecker-factored approximate Fisher matrix for convolution layers	Feb 3, 2016	Stochastic Optimization	CodeCode Available	5
ODE-based Learning to Optimize	Jun 4, 2024	NavigateStochastic Optimization	CodeCode Available	5
Direct loss minimization algorithms for sparse Gaussian processes	Apr 7, 2020	Computational EfficiencyGaussian Processes	CodeCode Available	5
A Distributed Data-Parallel PyTorch Implementation of the Distributed Shampoo Optimizer for Training Neural Networks At-Scale	Sep 12, 2023	GPUStochastic Optimization	CodeCode Available	5
On-Demand Sampling: Learning Optimally from Multiple Distributions	Oct 22, 2022	FairnessFederated Learning	CodeCode Available	5
On-line Adaptative Curriculum Learning for GANs	Jul 31, 2018	Multi-Armed BanditsStochastic Optimization	CodeCode Available	5
Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions	Apr 27, 2021	Sequential Bayesian InferenceStochastic Optimization	CodeCode Available	5
Beyond Discretization: Learning the Optimal Solution Path	Oct 18, 2024	Stochastic Optimization	CodeCode Available	5
On the stability of gradient descent with second order dynamics for time-varying cost functions	May 22, 2024	Stochastic Optimization	CodeCode Available	5
Active Probabilistic Inference on Matrices for Pre-Conditioning in Stochastic Optimization	Feb 20, 2019	Stochastic Optimization	CodeCode Available	5
Diffusion Stochastic Optimization for Min-Max Problems	Jan 26, 2024	Stochastic Optimization	CodeCode Available	5
Disjoint principal component analysis by constrained binary particle swarm optimization	Apr 22, 2020	Stochastic Optimization	CodeCode Available	5
Concealing Sensitive Samples against Gradient Leakage in Federated Learning	Sep 13, 2022	Federated LearningStochastic Optimization	CodeCode Available	5
Biased Importance Sampling for Deep Neural Network Training	May 31, 2017	image-classificationImage Classification	CodeCode Available	5
DeepType: Multilingual Entity Linking by Neural Type System Evolution	Feb 3, 2018	Entity DisambiguationEntity Embeddings	CodeCode Available	5
Bilevel Learning with Inexact Stochastic Gradients	Dec 16, 2024	Bilevel OptimizationDeblurring	CodeCode Available	5
Demystifying Parallel and Distributed Deep Learning: An In-Depth Concurrency Analysis	Feb 26, 2018	Deep LearningNeural Architecture Search	CodeCode Available	5
DeepOBS: A Deep Learning Optimizer Benchmark Suite	Mar 13, 2019	BenchmarkingDeep Learning	CodeCode Available	5
A deep generative model for gene expression profiles from single-cell RNA sequencing	Sep 7, 2017	Stochastic OptimizationVariational Inference	CodeCode Available	5
Deep Stochastic Optimization in Finance	May 9, 2022	Stochastic Optimization	CodeCode Available	5
Black Box Variational Inference	Dec 31, 2013	Stochastic OptimizationVariational Inference	CodeCode Available	5
Black Box Variational Inference with a Deterministic Objective: Faster, More Accurate, and Even More Black Box	Apr 11, 2023	Probabilistic ProgrammingStochastic Optimization	CodeCode Available	5
Differentiable Antithetic Sampling for Variance Reduction in Stochastic Variational Inference	Oct 5, 2018	Stochastic OptimizationVariational Inference	CodeCode Available	5
AdaSub: Stochastic Optimization Using Second-Order Information in Low-Dimensional Subspaces	Oct 30, 2023	ManagementSecond-order methods	CodeCode Available	5
Boosting Adversarial Transferability through Augmentation in Hypothesis Space	Jan 1, 2025	Stochastic Optimization	CodeCode Available	5
A fast and simple modification of Newton's method helping to avoid saddle points	Jun 2, 2020	Protein FoldingStochastic Optimization	CodeCode Available	5
Data-Pooling in Stochastic Optimization	Jun 1, 2019	ManagementStochastic Optimization	CodeCode Available	5
ACMo: Angle-Calibrated Moment Methods for Stochastic Optimization	Jun 12, 2020	BIG-bench Machine LearningStochastic Optimization	CodeCode Available	5
Decision-Dependent Stochastic Optimization: The Role of Distribution Dynamics	Mar 10, 2025	Recommendation SystemsStochastic Optimization	CodeCode Available	5
PROMISE: Preconditioned Stochastic Optimization Methods by Incorporating Scalable Curvature Estimates	Sep 5, 2023	Stochastic Optimization	CodeCode Available	5
A PID Controller Approach for Stochastic Optimization of Deep Networks	Jun 1, 2018	Stochastic Optimization	CodeCode Available	5
An Adaptive and Momental Bound Method for Stochastic Learning	Oct 27, 2019	Stochastic Optimization	CodeCode Available	5
DADAM: A Consensus-based Distributed Adaptive Gradient Method for Online Optimization	Jan 25, 2019	Stochastic Optimization	CodeCode Available	5
A Contrastive Divergence for Combining Variational Inference and MCMC	May 10, 2019	Stochastic OptimizationVariational Inference	CodeCode Available	5

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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