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 1226–1250 of 1387 papers

Title	Date	Tasks	Status
Quasi-hyperbolic momentum and Adam for deep learning	Oct 16, 2018	Deep LearningStochastic Optimization	CodeCode Available
Quasi-Monte Carlo for 3D Sliced Wasserstein	Sep 21, 2023	Stochastic OptimizationStyle Transfer	CodeCode Available
Continuous-time Models for Stochastic Optimization Algorithms	Oct 5, 2018	Stochastic Optimization	CodeCode Available
Learning Deep Embeddings with Histogram Loss	Nov 2, 2016	Stochastic Optimization	CodeCode Available
Continual Multi-task Gaussian Processes	Oct 31, 2019	Bayesian InferenceContinual Learning	CodeCode Available
Learning From Scenarios for Stochastic Repairable Scheduling	Dec 6, 2023	SchedulingStochastic Optimization	CodeCode Available
A PID Controller Approach for Stochastic Optimization of Deep Networks	Jun 1, 2018	Stochastic Optimization	CodeCode Available
Trajectory-Based Off-Policy Deep Reinforcement Learning	May 14, 2019	continuous-controlContinuous Control	CodeCode Available
Surrogate Losses for Online Learning of Stepsizes in Stochastic Non-Convex Optimization	Jan 25, 2019	Stochastic Optimization	CodeCode Available
Bandit Structured Prediction for Neural Sequence-to-Sequence Learning	Apr 21, 2017	Domain AdaptationMachine Translation	CodeCode Available
Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs	May 18, 2020	Experimental DesignStochastic Optimization	CodeCode Available
Effectively Leveraging Momentum Terms in Stochastic Line Search Frameworks for Fast Optimization of Finite-Sum Problems	Nov 11, 2024	Stochastic Optimization	CodeCode Available
Learning-Rate-Free Stochastic Optimization over Riemannian Manifolds	Jun 4, 2024	Stochastic Optimization	CodeCode Available
Learning Solutions of Stochastic Optimization Problems with Bayesian Neural Networks	Jun 5, 2024	Stochastic Optimization	CodeCode Available
Coupled generator decomposition for fusion of electro- and magnetoencephalography data	Mar 2, 2024	EEGStochastic Optimization	CodeCode Available
SVGD: A Virtual Gradients Descent Method for Stochastic Optimization	Jul 9, 2019	Stochastic Optimization	CodeCode Available
Subsampled Ensemble Can Improve Generalization Tail Exponentially	May 23, 2024	Ensemble LearningStochastic Optimization	CodeCode Available
Online Variance Reduction for Stochastic Optimization	Feb 13, 2018	Stochastic Optimization	CodeCode Available
Efficient Optimization with Orthogonality Constraint: a Randomized Riemannian Submanifold Method	May 18, 2025	Riemannian optimizationStochastic Optimization	CodeCode Available
Online Variance Reduction with Mixtures	Mar 29, 2019	Stochastic Optimization	CodeCode Available
Feature-based Learning for Diverse and Privacy-Preserving Counterfactual Explanations	Sep 27, 2022	counterfactualDiversity	CodeCode Available
AdaSub: Stochastic Optimization Using Second-Order Information in Low-Dimensional Subspaces	Oct 30, 2023	ManagementSecond-order methods	CodeCode Available
End-to-End Learning for Stochastic Optimization: A Bayesian Perspective	Jun 7, 2023	Stochastic Optimization	CodeCode Available
Better SGD using Second-order Momentum	Mar 4, 2021	Stochastic Optimization	CodeCode Available
Semiparametric Counterfactual Regression	Apr 3, 2025	counterfactualDecision Making	CodeCode Available

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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