Analysis and Comparison of Two-Level KFAC Methods for Training Deep Neural Networks

As a second-order method, the Natural Gradient Descent (NGD) has the ability to accelerate training of neural networks. However, due to the prohibitive computational and memory costs of computing and inverting the Fisher Information Matrix (FIM), efficient approximations are necessary to make NGD scalable to Deep Neural Networks (DNNs). Many such approximations have been attempted. The most sophisticated of these is KFAC, which approximates the FIM as a block-diagonal matrix, where each block corresponds to a layer of the neural network. By doing so, KFAC ignores the interactions between different layers. In this work, we investigate the interest of restoring some low-frequency interactions between the layers by means of two-level methods. Inspired from domain decomposition, several two-level corrections to KFAC using different coarse spaces are proposed and assessed. The obtained results show that incorporating the layer interactions in this fashion does not really improve the performance of KFAC. This suggests that it is safe to discard the off-diagonal blocks of the FIM, since the block-diagonal approach is sufficiently robust, accurate and economical in computation time.