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Training neural networks with many processors can reduce time-to-solution; however, it is challenging to maintain convergence and efficiency at large scales. The Kronecker-factored Approximate Curvature (K-FAC) was recently proposed as an…

Machine Learning · Computer Science 2020-07-03 J. Gregory Pauloski , Zhao Zhang , Lei Huang , Weijia Xu , Ian T. Foster

Distributed training with synchronous stochastic gradient descent (SGD) on GPU clusters has been widely used to accelerate the training process of deep models. However, SGD only utilizes the first-order gradient in model parameter updates,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-15 Shaohuai Shi , Lin Zhang , Bo Li

This paper advances the computational efficiency of Deep Hedging frameworks through the novel integration of Kronecker-Factored Approximate Curvature (K-FAC) optimization. While recent literature has established Deep Hedging as a…

Statistical Finance · Quantitative Finance 2024-11-25 Tsogt-Ochir Enkhbayar

We propose an efficient method for approximating natural gradient descent in neural networks which we call Kronecker-Factored Approximate Curvature (K-FAC). K-FAC is based on an efficiently invertible approximation of a neural network's…

Machine Learning · Computer Science 2020-06-09 James Martens , Roger Grosse

The core components of many modern neural network architectures, such as transformers, convolutional, or graph neural networks, can be expressed as linear layers with $\textit{weight-sharing}$. Kronecker-Factored Approximate Curvature…

Machine Learning · Computer Science 2024-01-12 Runa Eschenhagen , Alexander Immer , Richard E. Turner , Frank Schneider , Philipp Hennig

Increasing the mini-batch size for stochastic gradient descent offers significant opportunities to reduce wall-clock training time, but there are a variety of theoretical and systems challenges that impede the widespread success of this…

Kronecker-factored Approximate Curvature (K-FAC) method is a high efficiency second order optimizer for the deep learning. Its training time is less than SGD(or other first-order method) with same accuracy in many large-scale problems. The…

Machine Learning · Computer Science 2021-01-05 Yingshi Chen

Kronecker-factored Approximate Curvature (K-FAC) has recently been shown to converge faster in deep neural network (DNN) training than stochastic gradient descent (SGD); however, K-FAC's larger memory footprint hinders its applicability to…

Machine Learning · Computer Science 2021-09-21 J. Gregory Pauloski , Qi Huang , Lei Huang , Shivaram Venkataraman , Kyle Chard , Ian Foster , Zhao Zhang

Kronecker-factored approximate curvature (KFAC) is arguably one of the most prominent curvature approximations in deep learning. Its applications range from optimization to Bayesian deep learning, training data attribution with influence…

Machine Learning · Computer Science 2025-07-08 Felix Dangel , Bálint Mucsányi , Tobias Weber , Runa Eschenhagen

Stochastic gradient descent (SGD) is almost ubiquitously used for training non-convex optimization tasks. Recently, a hypothesis proposed by Keskar et al. [2017] that large batch methods tend to converge to sharp minimizers has received…

Machine Learning · Statistics 2018-12-04 Xiaowu Dai , Yuhua Zhu

Large-scale distributed training of deep neural networks suffer from the generalization gap caused by the increase in the effective mini-batch size. Previous approaches try to solve this problem by varying the learning rate and batch size…

Machine Learning · Computer Science 2019-04-02 Kazuki Osawa , Yohei Tsuji , Yuichiro Ueno , Akira Naruse , Rio Yokota , Satoshi Matsuoka

Second-order optimization methods such as natural gradient descent have the potential to speed up training of neural networks by correcting for the curvature of the loss function. Unfortunately, the exact natural gradient is impractical to…

Machine Learning · Statistics 2016-05-25 Roger Grosse , James Martens

We propose a quadratic penalty method for continual learning of neural networks that contain batch normalization (BN) layers. The Hessian of a loss function represents the curvature of the quadratic penalty function, and a…

Machine Learning · Computer Science 2020-04-17 Janghyeon Lee , Hyeong Gwon Hong , Donggyu Joo , Junmo Kim

Mini-batch stochastic gradient methods (SGD) are state of the art for distributed training of deep neural networks. Drastic increases in the mini-batch sizes have lead to key efficiency and scalability gains in recent years. However,…

Machine Learning · Computer Science 2020-02-18 Tao Lin , Sebastian U. Stich , Kumar Kshitij Patel , Martin Jaggi

It is well known that, for most datasets, the use of large-size minibatches for Stochastic Gradient Descent (SGD) typically leads to slow convergence and poor generalization. On the other hand, large minibatches are of great practical…

Machine Learning · Computer Science 2018-06-20 Matteo Fischetti , Iacopo Mandatelli , Domenico Salvagnin

Second-order optimizers are thought to hold the potential to speed up neural network training, but due to the enormous size of the curvature matrix, they typically require approximations to be computationally tractable. The most successful…

Machine Learning · Computer Science 2022-06-13 Frederik Benzing

Optimization algorithms that leverage gradient covariance information, such as variants of natural gradient descent (Amari, 1998), offer the prospect of yielding more effective descent directions. For models with many parameters, the…

Machine Learning · Computer Science 2021-07-27 Thomas George , César Laurent , Xavier Bouthillier , Nicolas Ballas , Pascal Vincent

The stochastic gradient descent (SGD) method and its variants are algorithms of choice for many Deep Learning tasks. These methods operate in a small-batch regime wherein a fraction of the training data, say $32$-$512$ data points, is…

Machine Learning · Computer Science 2017-02-13 Nitish Shirish Keskar , Dheevatsa Mudigere , Jorge Nocedal , Mikhail Smelyanskiy , Ping Tak Peter Tang

The unprecedented growth of deep learning models has enabled remarkable advances but introduced substantial computational bottlenecks. A key factor contributing to training efficiency is batch-size and learning-rate scheduling in stochastic…

Machine Learning · Computer Science 2025-08-08 Hikaru Umeda , Hideaki Iiduka

The second-order optimization methods, notably the D-KFAC (Distributed Kronecker Factored Approximate Curvature) algorithms, have gained traction on accelerating deep neural network (DNN) training on GPU clusters. However, existing D-KFAC…

Machine Learning · Computer Science 2022-07-01 Lin Zhang , Shaohuai Shi , Wei Wang , Bo Li
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