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 1251–1275 of 1387 papers

Title	Date	Tasks	Status
Unsupervised Submodular Rank Aggregation on Score-based Permutations	Jul 4, 2017	Automatic Speech RecognitionAutomatic Speech Recognition (ASR)	CodeCode Available
A Contrastive Divergence for Combining Variational Inference and MCMC	May 10, 2019	Stochastic OptimizationVariational Inference	CodeCode Available
Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization	Jul 20, 2020	Stochastic Optimization	CodeCode Available
Data-Pooling in Stochastic Optimization	Jun 1, 2019	ManagementStochastic Optimization	CodeCode Available
Recursive Monte Carlo and Variational Inference with Auxiliary Variables	Mar 5, 2022	AstronomyStochastic Optimization	CodeCode Available
On the Convergence of Adam and Beyond	Apr 19, 2019	Stochastic Optimization	CodeCode Available
Enhancing Trade-offs in Privacy, Utility, and Computational Efficiency through MUltistage Sampling Technique (MUST)	Dec 20, 2023	Computational EfficiencyPrivacy Preserving	CodeCode Available
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
Likelihood-based inference and forecasting for trawl processes: a stochastic optimization approach	Aug 30, 2023	parameter estimationStochastic Optimization	CodeCode Available
Limited-Memory Matrix Adaptation for Large Scale Black-box Optimization	May 18, 2017	Stochastic Optimization	CodeCode Available
Linear Speedup in Personalized Collaborative Learning	Nov 10, 2021	Federated LearningStochastic Optimization	CodeCode Available
Serverless Federated AUPRC Optimization for Multi-Party Collaborative Imbalanced Data Mining	Aug 6, 2023	Federated LearningStochastic Optimization	CodeCode Available
Estimate-Then-Optimize versus Integrated-Estimation-Optimization versus Sample Average Approximation: A Stochastic Dominance Perspective	Apr 13, 2023	Stochastic Optimization	CodeCode Available
Comparing Two Samples Through Stochastic Dominance: A Graphical Approach	Mar 15, 2022	Stochastic OptimizationVocal Bursts Valence Prediction	CodeCode Available
Reducing the variance in online optimization by transporting past gradients	Jun 8, 2019	Stochastic Optimization	CodeCode Available
Private Federated Learning Without a Trusted Server: Optimal Algorithms for Convex Losses	Jun 17, 2021	Federated LearningStochastic Optimization	CodeCode Available
Sever: A Robust Meta-Algorithm for Stochastic Optimization	Mar 7, 2018	Drug DesignStochastic Optimization	CodeCode Available
Eve: A Gradient Based Optimization Method with Locally and Globally Adaptive Learning Rates	Nov 4, 2016	General Classificationimage-classification	CodeCode Available
The Step Decay Schedule: A Near Optimal, Geometrically Decaying Learning Rate Procedure For Least Squares	Apr 29, 2019	Stochastic Optimization	CodeCode Available
SGD for robot motion? The effectiveness of stochastic optimization on a new benchmark for biped locomotion tasks	Oct 9, 2017	Stochastic Optimization	CodeCode Available
Constrained Deep Networks: Lagrangian Optimization via Log-Barrier Extensions	Apr 8, 2019	Image SegmentationSemantic Segmentation	CodeCode Available
Log Barriers for Safe Black-box Optimization with Application to Safe Reinforcement Learning	Jul 21, 2022	reinforcement-learningReinforcement Learning (RL)	CodeCode Available
Expectigrad: Fast Stochastic Optimization with Robust Convergence Properties	Oct 3, 2020	Stochastic Optimization	CodeCode Available
CoolMomentum: A Method for Stochastic Optimization by Langevin Dynamics with Simulated Annealing	May 29, 2020	global-optimizationPhysical Simulations	CodeCode Available
On the insufficiency of existing momentum schemes for Stochastic Optimization	Mar 15, 2018	Stochastic Optimization	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