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 1301–1325 of 1387 papers

Title	Date	Tasks	Status
Seeing the Unseen Network: Inferring Hidden Social Ties from Respondent-Driven Sampling	Nov 13, 2015	Stochastic OptimizationTime Series	—Unverified
Online Principal Component Analysis in High Dimension: Which Algorithm to Choose?	Nov 11, 2015	AstronomyStochastic Optimization	—Unverified
Stochastic Proximal Gradient Descent for Nuclear Norm Regularization	Nov 5, 2015	Stochastic Optimization	—Unverified
Robust Shift-and-Invert Preconditioning: Faster and More Sample Efficient Algorithms for Eigenvector Computation	Oct 29, 2015	Stochastic Optimization	—Unverified
Optimization for Gaussian Processes via Chaining	Oct 19, 2015	Gaussian ProcessesStochastic Optimization	—Unverified
Stochastic Optimization for Deep CCA via Nonlinear Orthogonal Iterations	Oct 7, 2015	Representation LearningStochastic Optimization	—Unverified
The Proximal Robbins-Monro Method	Oct 4, 2015	parameter estimationStochastic Optimization	—Unverified
Towards Machine Wald	Aug 10, 2015	Bayesian InferenceStochastic Optimization	—Unverified
Asynchronous stochastic convex optimization	Aug 4, 2015	Stochastic Optimization	CodeCode Available
Particle Swarm Optimization for Weighted Sum Rate Maximization in MIMO Broadcast Channels	Aug 4, 2015	Stochastic Optimization	—Unverified
Perturbed Iterate Analysis for Asynchronous Stochastic Optimization	Jul 24, 2015	Stochastic Optimization	—Unverified
Finding Linear Structure in Large Datasets with Scalable Canonical Correlation Analysis	Jun 26, 2015	Stochastic Optimization	—Unverified
ASOC: An Adaptive Parameter-free Stochastic Optimization Techinique for Continuous Variables	Jun 26, 2015	Evolutionary AlgorithmsStochastic Optimization	—Unverified
Copula variational inference	Jun 10, 2015	Stochastic OptimizationVariational Inference	—Unverified
Faster SGD Using Sketched Conditioning	Jun 8, 2015	Stochastic Optimization	—Unverified
An Asynchronous Mini-Batch Algorithm for Regularized Stochastic Optimization	May 18, 2015	Distributed ComputingStochastic Optimization	—Unverified
Building Proteins in a Day: Efficient 3D Molecular Reconstruction	Apr 14, 2015	3D ReconstructionStochastic Optimization	—Unverified
Sparse Linear Regression With Missing Data	Mar 28, 2015	regressionStochastic Optimization	—Unverified
Fusion of Image Segmentation Algorithms using Consensus Clustering	Feb 18, 2015	ClusteringImage Segmentation	—Unverified
Probabilistic Line Searches for Stochastic Optimization	Feb 10, 2015	Bayesian OptimizationStochastic Optimization	CodeCode Available
Microscopic Advances with Large-Scale Learning: Stochastic Optimization for Cryo-EM	Jan 19, 2015	Density EstimationStochastic Optimization	—Unverified
Optimal Trading with Alpha Predictors	Jan 16, 2015	Stochastic Optimization	—Unverified
Communication-Efficient Distributed Optimization of Self-Concordant Empirical Loss	Jan 1, 2015	Binary ClassificationDistributed Computing	—Unverified
Deep learning with Elastic Averaging SGD	Dec 20, 2014	Deep Learningimage-classification	CodeCode Available
Adaptive Stochastic Gradient Descent on the Grassmannian for Robust Low-Rank Subspace Recovery and Clustering	Dec 12, 2014	ClusteringStochastic 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