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 201–225 of 1387 papers

Title	Date	Tasks	Status	Score
Learning Solutions of Stochastic Optimization Problems with Bayesian Neural Networks	Jun 5, 2024	Stochastic Optimization	CodeCode Available	5
Disjoint principal component analysis by constrained binary particle swarm optimization	Apr 22, 2020	Stochastic Optimization	CodeCode Available	5
Averaged Adam accelerates stochastic optimization in the training of deep neural network approximations for partial differential equation and optimal control problems	Jan 10, 2025	image-classificationImage Classification	CodeCode Available	5
Kalman Gradient Descent: Adaptive Variance Reduction in Stochastic Optimization	Oct 29, 2018	BIG-bench Machine LearningStochastic Optimization	CodeCode Available	5
Linear Speedup in Personalized Collaborative Learning	Nov 10, 2021	Federated LearningStochastic Optimization	CodeCode Available	5
A Distributed Data-Parallel PyTorch Implementation of the Distributed Shampoo Optimizer for Training Neural Networks At-Scale	Sep 12, 2023	GPUStochastic Optimization	CodeCode Available	5
Decentralized Stochastic Optimization and Gossip Algorithms with Compressed Communication	Feb 1, 2019	Stochastic Optimization	CodeCode Available	5
Subsampled Ensemble Can Improve Generalization Tail Exponentially	May 23, 2024	Ensemble LearningStochastic Optimization	CodeCode Available	5
MDPGT: Momentum-based Decentralized Policy Gradient Tracking	Dec 6, 2021	Multi-agent Reinforcement LearningPolicy Gradient Methods	CodeCode Available	5
Memory-Based Optimization Methods for Model-Agnostic Meta-Learning and Personalized Federated Learning	Jun 9, 2021	Continual LearningFederated Learning	CodeCode Available	5
Active Probabilistic Inference on Matrices for Pre-Conditioning in Stochastic Optimization	Feb 20, 2019	Stochastic Optimization	CodeCode Available	5
Mixing ADAM and SGD: a Combined Optimization Method	Nov 16, 2020	Document ClassificationStochastic Optimization	CodeCode Available	5
Decision-Dependent Stochastic Optimization: The Role of Distribution Dynamics	Mar 10, 2025	Recommendation SystemsStochastic Optimization	CodeCode Available	5
A Kernel Mean Embedding Approach to Reducing Conservativeness in Stochastic Programming and Control	Jan 28, 2020	Stochastic Optimization	CodeCode Available	5
CYCLADES: Conflict-free Asynchronous Machine Learning	May 31, 2016	BIG-bench Machine LearningStochastic Optimization	CodeCode Available	5
Barzilai-Borwein Step Size for Stochastic Gradient Descent	May 13, 2016	Stochastic Optimization	CodeCode Available	5
A Kronecker-factored approximate Fisher matrix for convolution layers	Feb 3, 2016	Stochastic Optimization	CodeCode Available	5
Towards Faster Decentralized Stochastic Optimization with Communication Compression	May 30, 2024	Stochastic Optimization	CodeCode Available	5
Cyanure: An Open-Source Toolbox for Empirical Risk Minimization for Python, C++, and soon more	Dec 17, 2019	Stochastic Optimization	CodeCode Available	5
Coupling Adaptive Batch Sizes with Learning Rates	Dec 15, 2016	image-classificationImage Classification	CodeCode Available	5
A deep generative model for gene expression profiles from single-cell RNA sequencing	Sep 7, 2017	Stochastic OptimizationVariational Inference	CodeCode Available	5
Neural Operator Variational Inference based on Regularized Stein Discrepancy for Deep Gaussian Processes	Sep 22, 2023	Bayesian InferenceGaussian Processes	CodeCode Available	5
Nonparametric Stochastic Compositional Gradient Descent for Q-Learning in Continuous Markov Decision Problems	Apr 19, 2018	Q-LearningStochastic Optimization	CodeCode Available	5
Beyond Discretization: Learning the Optimal Solution Path	Oct 18, 2024	Stochastic Optimization	CodeCode Available	5
CProp: Adaptive Learning Rate Scaling from Past Gradient Conformity	Dec 24, 2019	SchedulingStochastic 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