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 176–200 of 1387 papers

Title	Date	Tasks	Status
A Sub-sampled Tensor Method for Non-convex Optimization	Nov 23, 2019	Stochastic Optimization	—Unverified
A Sufficient Condition for Convergences of Adam and RMSProp	Nov 23, 2018	Stochastic Optimization	—Unverified
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC	Aug 1, 2021	reinforcement-learningReinforcement Learning	—Unverified
Asymptotic Analysis via Stochastic Differential Equations of Gradient Descent Algorithms in Statistical and Computational Paradigms	Nov 27, 2017	Stochastic Optimization	—Unverified
A Filtering Approach to Stochastic Variational Inference	Dec 1, 2014	Stochastic OptimizationVariational Inference	—Unverified
Asymptotic Network Independence in Distributed Stochastic Optimization for Machine Learning	Jun 28, 2019	BIG-bench Machine LearningDistributed Optimization	—Unverified
Asymptotic Optimality in Stochastic Optimization	Dec 16, 2016	Stochastic Optimization	—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
Asynchronous decentralized accelerated stochastic gradient descent	Sep 24, 2018	Stochastic Optimization	—Unverified
Asynchronous Federated Stochastic Optimization for Heterogeneous Objectives Under Arbitrary Delays	May 16, 2024	Federated LearningStochastic Optimization	—Unverified
Asynchronous Stochastic Block Coordinate Descent with Variance Reduction	Oct 29, 2016	Stochastic Optimization	—Unverified
An Adaptive Cost-Sensitive Learning and Recursive Denoising Framework for Imbalanced SVM Classification	Mar 13, 2024	DenoisingEmotion Classification	—Unverified
Asynchronous stochastic convex optimization: the noise is in the noise and SGD don't care	Dec 1, 2015	Stochastic Optimization	—Unverified
Asynchronous Stochastic Optimization Robust to Arbitrary Delays	Jun 22, 2021	Distributed OptimizationStochastic Optimization	—Unverified
Asynchronous Stochastic Variational Inference	Jan 12, 2018	Stochastic OptimizationVariational Inference	—Unverified
Multi-Objective Planning of Community Energy Storage Systems Under Uncertainty	Jan 4, 2023	energy tradingScheduling	—Unverified
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning	Sep 29, 2021	Reinforcement Learning (RL)Stochastic Optimization	—Unverified
Augmentation Invariant Manifold Learning	Nov 1, 2022	Data AugmentationRepresentation Learning	—Unverified
Advancing Forest Fire Prevention: Deep Reinforcement Learning for Effective Firebreak Placement	Apr 12, 2024	Deep Reinforcement LearningQ-Learning	—Unverified
A Unified Analysis on the Subgradient Upper Bounds for the Subgradient Methods Minimizing Composite Nonconvex, Nonsmooth and Non-Lipschitz Functions	Aug 30, 2023	Stochastic Optimization	—Unverified
A Unified Analysis of Stochastic Optimization Methods Using Jump System Theory and Quadratic Constraints	Jun 25, 2017	Stochastic Optimization	—Unverified
Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm	Jun 22, 2021	Stochastic Optimization	—Unverified
A Unified Convergence Theorem for Stochastic Optimization Methods	Jun 8, 2022	Stochastic Optimization	—Unverified
A Unified Theory of Decentralized SGD with Changing Topology and Local Updates	Mar 23, 2020	Stochastic Optimization	—Unverified
Advances in Asynchronous Parallel and Distributed Optimization	Jun 24, 2020	Distributed OptimizationStochastic 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