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	Score
Deep learning with Elastic Averaging SGD	Dec 20, 2014	Deep Learningimage-classification	CodeCode Available	5
DeepOBS: A Deep Learning Optimizer Benchmark Suite	Mar 13, 2019	BenchmarkingDeep Learning	CodeCode Available	5
Effectively Leveraging Momentum Terms in Stochastic Line Search Frameworks for Fast Optimization of Finite-Sum Problems	Nov 11, 2024	Stochastic Optimization	CodeCode Available	5
DADAM: A Consensus-based Distributed Adaptive Gradient Method for Online Optimization	Jan 25, 2019	Stochastic Optimization	CodeCode Available	5
Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming	May 27, 2022	Second-order methodsStochastic Optimization	CodeCode Available	5
Enhancing Trade-offs in Privacy, Utility, and Computational Efficiency through MUltistage Sampling Technique (MUST)	Dec 20, 2023	Computational EfficiencyPrivacy Preserving	CodeCode Available	5
Estimate-Then-Optimize versus Integrated-Estimation-Optimization versus Sample Average Approximation: A Stochastic Dominance Perspective	Apr 13, 2023	Stochastic Optimization	CodeCode Available	5
Decentralized Stochastic Optimization and Gossip Algorithms with Compressed Communication	Feb 1, 2019	Stochastic Optimization	CodeCode Available	5
An Efficient Stochastic Algorithm for Decentralized Nonconvex-Strongly-Concave Minimax Optimization	Dec 5, 2022	Stochastic Optimization	CodeCode Available	5
A Second look at Exponential and Cosine Step Sizes: Simplicity, Adaptivity, and Performance	Feb 12, 2020	Stochastic Optimization	CodeCode Available	5
Fair and Welfare-Efficient Constrained Multi-matchings under Uncertainty	Nov 4, 2024	FairnessStochastic Optimization	CodeCode Available	5
AdaGrad stepsizes: Sharp convergence over nonconvex landscapes	Jun 5, 2018	Stochastic Optimization	CodeCode Available	5
Adaptive Client Sampling in Federated Learning via Online Learning with Bandit Feedback	Dec 28, 2021	Federated LearningStochastic Optimization	CodeCode Available	5
f-FERM: A Scalable Framework for Robust Fair Empirical Risk Minimization	Dec 6, 2023	FairnessStochastic Optimization	CodeCode Available	5
Fixed-Mean Gaussian Processes for Post-hoc Bayesian Deep Learning	Dec 5, 2024	Computational EfficiencyDeep Learning	CodeCode Available	5
Adaptive Consensus Gradients Aggregation for Scaled Distributed Training	Nov 6, 2024	Stochastic Optimization	CodeCode Available	5
Clipping Improves Adam-Norm and AdaGrad-Norm when the Noise Is Heavy-Tailed	Jun 6, 2024	Stochastic Optimization	CodeCode Available	5
Greedy Step Averaging: A parameter-free stochastic optimization method	Nov 11, 2016	Stochastic Optimization	CodeCode Available	5
Decision-Dependent Stochastic Optimization: The Role of Distribution Dynamics	Mar 10, 2025	Recommendation SystemsStochastic Optimization	CodeCode Available	5
Deep Stochastic Optimization in Finance	May 9, 2022	Stochastic Optimization	CodeCode Available	5
Stochastic Iterative Hard Thresholding for Graph-structured Sparsity Optimization	May 9, 2019	Stochastic Optimization	CodeCode Available	5
Disjoint principal component analysis by constrained binary particle swarm optimization	Apr 22, 2020	Stochastic Optimization	CodeCode Available	5
Janossy Pooling: Learning Deep Permutation-Invariant Functions for Variable-Size Inputs	Nov 5, 2018	Stochastic Optimization	CodeCode Available	5
Generating Tertiary Protein Structures via an Interpretative Variational Autoencoder	Apr 8, 2020	Protein Structure PredictionStochastic Optimization	CodeCode Available	5
Coupled generator decomposition for fusion of electro- and magnetoencephalography data	Mar 2, 2024	EEGStochastic Optimization	CodeCode Available	5

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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