English

A Riemannian Optimization Perspective of the Gauss-Newton Method for Feedforward Neural Networks

Optimization and Control 2025-12-23 v5 Artificial Intelligence Machine Learning Systems and Control Systems and Control Machine Learning

Abstract

In this work, we establish non-asymptotic convergence bounds for the Gauss-Newton method in training neural networks with smooth activations. In the underparameterized regime, the Gauss-Newton gradient flow in parameter space induces a Riemannian gradient flow on a low-dimensional embedded submanifold of the function space. Using tools from Riemannian optimization, we establish geodesic Polyak-Lojasiewicz and Lipschitz-smoothness conditions for the loss under appropriately chosen output scaling, yielding geometric convergence to the optimal in-class predictor at an explicit rate independent of the conditioning of the Gram matrix. In the overparameterized regime, we propose adaptive, curvature-aware regularization schedules that ensure fast geometric convergence to a global optimum at a rate independent of the minimum eigenvalue of the neural tangent kernel and, locally, of the modulus of strong convexity of the loss. These results demonstrate that Gauss-Newton achieves accelerated convergence rates in settings where first-order methods exhibit slow convergence due to ill-conditioned kernel matrices and loss landscapes.

Keywords

Cite

@article{arxiv.2412.14031,
  title  = {A Riemannian Optimization Perspective of the Gauss-Newton Method for Feedforward Neural Networks},
  author = {Semih Cayci},
  journal= {arXiv preprint arXiv:2412.14031},
  year   = {2025}
}