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 1326–1350 of 1387 papers

Title	Date	Tasks	Status
A Nearly Optimal Single Loop Algorithm for Stochastic Bilevel Optimization under Unbounded Smoothness	Dec 28, 2024	Bilevel OptimizationMeta-Learning	CodeCode Available
Supervised Robustness-preserving Data-free Neural Network Pruning	Apr 2, 2022	Network PruningStochastic Optimization	CodeCode Available
SketchySGD: Reliable Stochastic Optimization via Randomized Curvature Estimates	Nov 16, 2022	regressionStochastic Optimization	CodeCode Available
Learning from Label Proportions with Instance-wise Consistency	Mar 24, 2022	Learning TheoryStochastic Optimization	CodeCode Available
An Adaptive and Momental Bound Method for Stochastic Learning	Oct 27, 2019	Stochastic Optimization	CodeCode Available
Stochastic Variance-Reduced Iterative Hard Thresholding in Graph Sparsity Optimization	Jul 24, 2024	Stochastic Optimization	CodeCode Available
From Predictive to Prescriptive Analytics	Feb 22, 2014	ManagementStochastic Optimization	CodeCode Available
Black Box Variational Inference with a Deterministic Objective: Faster, More Accurate, and Even More Black Box	Apr 11, 2023	Probabilistic ProgrammingStochastic Optimization	CodeCode Available
From Text to Test: AI-Generated Control Software for Materials Science Instruments	Jun 23, 2024	Stochastic Optimization	CodeCode Available
COCO Denoiser: Using Co-Coercivity for Variance Reduction in Stochastic Convex Optimization	Sep 7, 2021	Stochastic Optimization	CodeCode Available
Cauchy noise loss for stochastic optimization of random matrix models via free deterministic equivalents	Apr 9, 2018	parameter estimationStochastic Optimization	CodeCode Available
Variance-based regularization with convex objectives	Oct 8, 2016	General ClassificationStochastic Optimization	CodeCode Available
A fast and simple modification of Newton's method helping to avoid saddle points	Jun 2, 2020	Protein FoldingStochastic Optimization	CodeCode Available
Generalization Bounds for Heavy-Tailed SDEs through the Fractional Fokker-Planck Equation	Feb 12, 2024	Generalization BoundsStochastic Optimization	CodeCode Available
PASOA- PArticle baSed Bayesian Optimal Adaptive design	Feb 11, 2024	Experimental DesignStochastic Optimization	CodeCode Available
Minimizing robust density power-based divergences for general parametric density models	Jul 11, 2023	Numerical IntegrationStochastic Optimization	CodeCode Available
Generalized Multi-Output Gaussian Process Censored Regression	Sep 10, 2020	regressionStochastic Optimization	CodeCode Available
Generating Tertiary Protein Structures via an Interpretative Variational Autoencoder	Apr 8, 2020	Protein Structure PredictionStochastic Optimization	CodeCode Available
Ordered SGD: A New Stochastic Optimization Framework for Empirical Risk Minimization	Jul 9, 2019	Stochastic Optimization	CodeCode Available
Generic Inference in Latent Gaussian Process Models	Sep 2, 2016	General ClassificationStochastic Optimization	CodeCode Available
Stochastic Optimization of Plain Convolutional Neural Networks with Simple methods	Jan 24, 2020	Data AugmentationImage Classification	CodeCode Available
Socially Fair Mitigation of Misinformation on Social Networks via Constraint Stochastic Optimization	Mar 23, 2022	FairnessMisinformation	CodeCode Available
Personalized Treatment Selection using Causal Heterogeneity	Jan 29, 2019	Stochastic Optimization	CodeCode Available
Personalization Improves Privacy-Accuracy Tradeoffs in Federated Learning	Feb 10, 2022	Federated LearningPersonalized Federated Learning	CodeCode Available
Black Box Variational Inference	Dec 31, 2013	Stochastic OptimizationVariational Inference	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