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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

Natural gradient descent (NGD) provided deep insights and powerful tools to deep neural networks. However the computation of Fisher information matrix becomes more and more difficult as the network structure turns large and complex. This…

Machine Learning · Computer Science 2021-09-22 Weihua Liu , Xiabi Liu

In this paper, we propose new structured second-order methods and structured adaptive-gradient methods obtained by performing natural-gradient descent on structured parameter spaces. Natural-gradient descent is an attractive approach to…

Machine Learning · Statistics 2022-02-22 Wu Lin , Frank Nielsen , Mohammad Emtiyaz Khan , Mark Schmidt

We propose efficient numerical schemes for implementing the natural gradient descent (NGD) for a broad range of metric spaces with applications to PDE-based optimization problems. Our technique represents the natural gradient direction as a…

Optimization and Control · Mathematics 2023-01-12 Levon Nurbekyan , Wanzhou Lei , Yunan Yang

We consider the problem of approximating a function by an element of a nonlinear manifold which admits a differentiable parametrization, typical examples being neural networks with differentiable activation functions or tensor networks.…

Machine Learning · Computer Science 2026-04-20 Anthony Nouy , Agustín Somacal

Natural Gradient Descent (NGD) is a second-order neural network training that preconditions the gradient descent with the inverse of the Fisher Information Matrix (FIM). Although NGD provides an efficient preconditioner, it is not…

Machine Learning · Computer Science 2022-10-12 Tran Van Sang , Mhd Irvan , Rie Shigetomi Yamaguchi , Toshiyuki Nakata

Natural-gradient methods markedly accelerate the training of Physics-Informed Neural Networks (PINNs), yet their Gauss--Newton update must be solved in the parameter space, incurring a prohibitive $O(n^3)$ time complexity, where $n$ is the…

Machine Learning · Computer Science 2025-10-09 Anas Jnini , Flavio Vella

This short note reviews so-called Natural Gradient Descent (NGD) for multivariate Gaussians. The Fisher Information Matrix (FIM) is derived for several different parameterizations of Gaussians. Careful attention is paid to the symmetric…

Machine Learning · Statistics 2020-10-20 Timothy D. Barfoot

We study a fully decentralized federated learning algorithm, which is a novel gradient descent algorithm executed on a communication-based network. For convenience, we refer to it as a network gradient descent (NGD) method. In the NGD…

Machine Learning · Computer Science 2022-05-18 Shuyuan Wu , Danyang Huang , Hansheng Wang

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

Second-order training methods have better convergence properties than gradient descent but are rarely used in practice for large-scale training due to their computational overhead. This can be viewed as a hardware limitation (imposed by…

Machine Learning · Computer Science 2024-05-24 Kaelan Donatella , Samuel Duffield , Maxwell Aifer , Denis Melanson , Gavin Crooks , Patrick J. Coles

This paper deals with estimating model parameters in graphical models. We reformulate it as an information geometric optimization problem and introduce a natural gradient descent strategy that incorporates additional meta parameters. We…

Machine Learning · Computer Science 2019-05-15 Eric Benhamou , Jamal Atif , Rida Laraki , David Saltiel

Second-order optimizers hold intriguing potential for deep learning, but suffer from increased cost and sensitivity to the non-convexity of the loss surface as compared to gradient-based approaches. We introduce a coordinate descent method…

Machine Learning · Computer Science 2020-06-19 Ravi G. Patel , Nathaniel A. Trask , Mamikon A. Gulian , Eric C. Cyr

Optimization problem, which is aimed at finding the global minimal value of a given cost function, is one of the central problem in science and engineering. Various numerical methods have been proposed to solve this problem, among which the…

Optimization and Control · Mathematics 2022-10-07 Shaojun Dong , Fengyu Le , Meng Zhang , Si-Jing Tao , Chao Wang , Yong-Jian Han , Guo-Ping Guo

Natural Gradient Descent (NGD) has emerged as a promising optimization algorithm for training neural network-based solvers for partial differential equations (PDEs), such as Physics-Informed Neural Networks (PINNs). However, its practical…

Numerical Analysis · Mathematics 2026-05-28 Ivan Bioli , Carlo Marcati , Giancarlo Sangalli

We propose a new algorithm for efficiently solving the damped Fisher matrix in large-scale scenarios where the number of parameters significantly exceeds the number of available samples. This problem is fundamental for natural gradient…

Machine Learning · Computer Science 2023-10-27 Yixiao Chen , Hao Xie , Han Wang

We study the natural gradient method for learning in deep Bayesian networks, including neural networks. There are two natural geometries associated with such learning systems consisting of visible and hidden units. One geometry is related…

Machine Learning · Computer Science 2020-05-22 Nihat Ay

In this work, we propose Natural Hypergradient Descent (NHGD), a new method for solving bilevel optimization problems. To address the computational bottleneck in hypergradient estimation--namely, the need to compute or approximate Hessian…

Machine Learning · Computer Science 2026-04-02 Deyi Kong , Zaiwei Chen , Shuzhong Zhang , Shancong Mou

Natural Gradient Descent (NGD) helps to accelerate the convergence of gradient descent dynamics, but it requires approximations in large-scale deep neural networks because of its high computational cost. Empirical studies have confirmed…

Machine Learning · Statistics 2022-01-12 Ryo Karakida , Kazuki Osawa

This paper introduces a projected Sobolev natural gradient descent (NGD) method for computing ground states of the Gross-Pitaevskii equation. By projecting a continuous Riemannian Sobolev gradient flow onto the normalized neural network…

Numerical Analysis · Mathematics 2026-01-30 Chenglong Bao , Chen Cui , Kai Jiang , Shi Shu
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