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

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Showing 151–175 of 1387 papers

Title	Date	Tasks	Status
A Variational Inequality Approach to Bayesian Regression Games	Mar 24, 2021	regressionStochastic Optimization	—Unverified
A Walk with SGD: How SGD Explores Regions of Deep Network Loss?	May 1, 2019	Stochastic Optimization	—Unverified
A Generalized Stochastic Variational Bayesian Hyperparameter Learning Framework for Sparse Spectrum Gaussian Process Regression	Nov 18, 2016	regressionStochastic Optimization	—Unverified
An Adaptive Cost-Sensitive Learning and Recursive Denoising Framework for Imbalanced SVM Classification	Mar 13, 2024	DenoisingEmotion Classification	—Unverified
Accelerating Minibatch Stochastic Gradient Descent using Typicality Sampling	Mar 11, 2019	Reinforcement LearningReinforcement Learning (RL)	—Unverified
A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization	May 17, 2024	Stochastic Optimization	—Unverified
A fully data-driven approach to minimizing CVaR for portfolio of assets via SGLD with discontinuous updating	Jul 2, 2020	Stochastic Optimization	—Unverified
Accelerated Mini-batch Randomized Block Coordinate Descent Method	Dec 1, 2014	Sparse LearningStochastic Optimization	—Unverified
A Full Adagrad algorithm with O(Nd) operations	May 3, 2024	Stochastic Optimization	—Unverified
A Filtering Approach to Stochastic Variational Inference	Dec 1, 2014	Stochastic OptimizationVariational Inference	—Unverified
On the Trend-corrected Variant of Adaptive Stochastic Optimization Methods	Jan 17, 2020	Computational EfficiencyStochastic Optimization	—Unverified
Affinity guided Geometric Semi-Supervised Metric Learning	Feb 27, 2020	Metric LearningRiemannian optimization	—Unverified
A Dynamic Sampling Adaptive-SGD Method for Machine Learning	Dec 31, 2019	BIG-bench Machine LearningStochastic Optimization	—Unverified
Adam^+: A Stochastic Method with Adaptive Variance Reduction	Nov 24, 2020	Automatic Speech RecognitionAutomatic Speech Recognition (ASR)	—Unverified
Accelerating First-Order Optimization Algorithms	Sep 25, 2019	Stochastic Optimization	—Unverified
Augmentation Invariant Manifold Learning	Nov 1, 2022	Data AugmentationRepresentation Learning	—Unverified
Asynchronous Stochastic Optimization Robust to Arbitrary Delays	Jun 22, 2021	Distributed OptimizationStochastic Optimization	—Unverified
Accelerating first order optimization algorithms	May 1, 2019	Stochastic Optimization	—Unverified
Asynchronous stochastic convex optimization: the noise is in the noise and SGD don't care	Dec 1, 2015	Stochastic Optimization	—Unverified
Asynchronous Stochastic Variational Inference	Jan 12, 2018	Stochastic OptimizationVariational Inference	—Unverified
A Stochastic Online Forecast-and-Optimize Framework for Real-Time Energy Dispatch in Virtual Power Plants under Uncertainty	Sep 15, 2023	Data Augmentationenergy management	—Unverified
Multi-Objective Planning of Community Energy Storage Systems Under Uncertainty	Jan 4, 2023	energy tradingScheduling	—Unverified
Adversarial Radar Inference. From Inverse Tracking to Inverse Reinforcement Learning of Cognitive Radar	Feb 22, 2020	Reinforcement Learning (RL)Stochastic Optimization	—Unverified
A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization	Mar 9, 2018	Binary ClassificationStochastic Optimization	—Unverified
Advancing Forest Fire Prevention: Deep Reinforcement Learning for Effective Firebreak Placement	Apr 12, 2024	Deep Reinforcement LearningQ-Learning	—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