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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

In this work, we propose to apply trust region optimization to deep reinforcement learning using a recently proposed Kronecker-factored approximation to the curvature. We extend the framework of natural policy gradient and propose to…

Machine Learning · Computer Science 2017-08-21 Yuhuai Wu , Elman Mansimov , Shun Liao , Roger Grosse , Jimmy Ba

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

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

This work proposes a time-efficient Natural Gradient Descent method, called TENGraD, with linear convergence guarantees. Computing the inverse of the neural network's Fisher information matrix is expensive in NGD because the Fisher matrix…

Machine Learning · Computer Science 2022-03-04 Saeed Soori , Bugra Can , Baourun Mu , Mert Gürbüzbalaban , Maryam Mehri Dehnavi

We consider the development of practical stochastic quasi-Newton, and in particular Kronecker-factored block-diagonal BFGS and L-BFGS methods, for training deep neural networks (DNNs). In DNN training, the number of variables and components…

Machine Learning · Computer Science 2021-01-11 Donald Goldfarb , Yi Ren , Achraf Bahamou

Reducing the test time resource requirements of a neural network while preserving test accuracy is crucial for running inference on resource-constrained devices. To achieve this goal, we introduce a novel network reparameterization based on…

Machine Learning · Computer Science 2019-05-16 Chaoqi Wang , Roger Grosse , Sanja Fidler , Guodong Zhang

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

Many hardware proposals have aimed to accelerate inference in AI workloads. Less attention has been paid to hardware acceleration of training, despite the enormous societal impact of rapid training of AI models. Physics-based computers,…

Natural Gradient Descent, a second-degree optimization method motivated by the information geometry, makes use of the Fisher Information Matrix instead of the Hessian which is typically used. However, in many cases, the Fisher Information…

Machine Learning · Computer Science 2023-03-10 Rajesh Shrestha

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

Recently, optimizers that explicitly treat weights as matrices, rather than flattened vectors, have demonstrated their effectiveness. This perspective naturally leads to structured approximations of the Fisher matrix as preconditioners,…

Machine Learning · Computer Science 2025-11-11 Nikolay Yudin , Ekaterina Grishina , Andrey Veprikov , Alexandr Beznosikov , Maxim Rakhuba

Variational Bayesian neural nets combine the flexibility of deep learning with Bayesian uncertainty estimation. Unfortunately, there is a tradeoff between cheap but simple variational families (e.g.~fully factorized) or expensive and…

Machine Learning · Computer Science 2018-02-27 Guodong Zhang , Shengyang Sun , David Duvenaud , Roger Grosse

Adaptive regularization methods that exploit more than the diagonal entries exhibit state of the art performance for many tasks, but can be prohibitive in terms of memory and running time. We find the spectra of the Kronecker-factored…

Machine Learning · Statistics 2023-10-18 Vladimir Feinberg , Xinyi Chen , Y. Jennifer Sun , Rohan Anil , Elad Hazan

Directed networks are pervasive both in nature and engineered systems, often underlying the complex behavior observed in biological systems, microblogs and social interactions over the web, as well as global financial markets. Since their…

Machine Learning · Statistics 2017-06-07 Yanning Shen , Brian Baingana , Georgios B. Giannakis

Deep neural networks (DNNs) are currently predominantly trained using first-order methods. Some of these methods (e.g., Adam, AdaGrad, and RMSprop, and their variants) incorporate a small amount of curvature information by using a diagonal…

Machine Learning · Computer Science 2022-10-28 Achraf Bahamou , Donald Goldfarb , Yi Ren

Natural gradients have long been studied in deep reinforcement learning due to their fast convergence properties and covariant weight updates. However, computing natural gradients requires inversion of the Fisher Information Matrix (FIM) at…

Machine Learning · Computer Science 2026-02-12 Yingxiao Huo , Satya Prakash Dash , Radu Stoican , Samuel Kaski , Mingfei Sun

Natural gradient descent is an optimization method traditionally motivated from the perspective of information geometry, and works well for many applications as an alternative to stochastic gradient descent. In this paper we critically…

Machine Learning · Computer Science 2020-09-22 James Martens

This paper establishes a mathematical foundation for the Adam optimizer, elucidating its connection to natural gradient descent through Riemannian and information geometry. We provide an accessible and detailed analysis of the diagonal…

Machine Learning · Computer Science 2024-09-05 Dongseong Hwang

Natural gradient descent (NGD) is a powerful optimization technique for machine learning, but the computational complexity of the inverse Fisher information matrix limits its application in training deep neural networks. To overcome this…

Machine Learning · Computer Science 2024-12-11 Weihua Liu , Said Boumaraf , Jianwu Li , Chaochao Lin , Xiabi Liu , Lijuan Niu , Naoufel Werghi