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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

Second-order optimization techniques have the potential to achieve faster convergence rates compared to first-order methods through the incorporation of second-order derivatives or statistics. However, their utilization in deep learning is…

Machine Learning · Computer Science 2024-04-30 Xinwei Ou , Ce Zhu , Xiaolin Huang , Yipeng Liu

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

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) 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

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

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

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

Second-order methods such as KFAC can be useful for neural net training. However, they are often memory-inefficient since their preconditioning Kronecker factors are dense, and numerically unstable in low precision as they require matrix…

Machine Learning · Computer Science 2024-07-24 Wu Lin , Felix Dangel , Runa Eschenhagen , Kirill Neklyudov , Agustinus Kristiadi , Richard E. Turner , Alireza Makhzani

Approximate Natural Gradient Descent (NGD) methods are an important family of optimisers for deep learning models, which use approximate Fisher information matrices to pre-condition gradients during training. The empirical Fisher (EF)…

Machine Learning · Computer Science 2024-11-07 Xiaodong Wu , Wenyi Yu , Chao Zhang , Philip Woodland

The natural gradient is central in neural quantum states optimizations but it is limited by the cost of computing and inverting the quantum geometric tensor, the quantum analogue of the Fisher information matrix. We introduce a…

Quantum Physics · Physics 2025-11-05 Ahmedeo Shokry , Alessandro Santini , Filippo Vicentini

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…

This paper introduces Tempered Fractional Gradient Descent (TFGD), a novel optimization framework that synergizes fractional calculus with exponential tempering to enhance gradient-based learning. Traditional gradient descent methods often…

Machine Learning · Computer Science 2025-04-29 Omar Naifar

A deep neural network is a hierarchical nonlinear model transforming input signals to output signals. Its input-output relation is considered to be stochastic, being described for a given input by a parameterized conditional probability…

Machine Learning · Computer Science 2018-08-23 Shun-ichi Amari , Ryo Karakida , Masafumi Oizumi

Despite the predominant use of first-order methods for training deep learning models, second-order methods, and in particular, natural gradient methods, remain of interest because of their potential for accelerating training through the use…

Machine Learning · Computer Science 2021-12-23 Yi Ren , Donald Goldfarb

Natural gradient methods significantly accelerate the training of Physics-Informed Neural Networks (PINNs), but are often prohibitively costly. We introduce a suite of techniques to improve the accuracy and efficiency of energy natural…

Machine Learning · Computer Science 2025-10-24 Andrés Guzmán-Cordero , Felix Dangel , Gil Goldshlager , Marius Zeinhofer

Natural-gradient descent (NGD) on structured parameter spaces (e.g., low-rank covariances) is computationally challenging due to difficult Fisher-matrix computations. We address this issue by using \emph{local-parameter coordinates} to…

Machine Learning · Statistics 2022-01-19 Wu Lin , Frank Nielsen , Mohammad Emtiyaz Khan , Mark Schmidt

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

In this paper, we develop an efficient sketchy empirical natural gradient method (SENG) for large-scale deep learning problems. The empirical Fisher information matrix is usually low-rank since the sampling is only practical on a small…

Optimization and Control · Mathematics 2021-03-26 Minghan Yang , Dong Xu , Zaiwen Wen , Mengyun Chen , Pengxiang Xu

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
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