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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

Several studies have shown the ability of natural gradient descent to minimize the objective function more efficiently than ordinary gradient descent based methods. However, the bottleneck of this approach for training deep neural networks…

Neural and Evolutionary Computing · Computer Science 2022-10-17 Abdoulaye Koroko , Ani Anciaux-Sedrakian , Ibtihel Ben Gharbia , Valérie Garès , Mounir Haddou , Quang Huy Tran

Advanced optimization algorithms such as Newton method and AdaGrad benefit from second order derivative or second order statistics to achieve better descent directions and faster convergence rates. At their heart, such algorithms need to…

Machine Learning · Computer Science 2022-08-31 Yao Lu , Mehrtash Harandi , Richard Hartley , Razvan Pascanu

Convolutional neural networks (CNNs) are trained using stochastic gradient descent (SGD)-based optimizers. Recently, the adaptive moment estimation (Adam) optimizer has become very popular due to its adaptive momentum, which tackles the…

Machine Learning · Computer Science 2023-09-12 S. K. Roy , M. E. Paoletti , J. M. Haut , S. R. Dubey , P. Kar , A. Plaza , B. B. Chaudhuri

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

Tensors, which give a faithful and effective representation to deliver the intrinsic structure of multi-dimensional data, play a crucial role in an increasing number of signal processing and machine learning problems. However, tensor data…

Machine Learning · Statistics 2026-02-17 Tong Wu

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

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

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

Using second-order optimization methods for training deep neural networks (DNNs) has attracted many researchers. A recently proposed method, Eigenvalue-corrected Kronecker Factorization (EKFAC) (George et al., 2018), proposes an…

Machine Learning · Computer Science 2020-11-30 Kai-Xin Gao , Xiao-Lei Liu , Zheng-Hai Huang , Min Wang , Shuangling Wang , Zidong Wang , Dachuan Xu , Fan Yu

Stochastic Gradient Decent (SGD) is one of the core techniques behind the success of deep neural networks. The gradient provides information on the direction in which a function has the steepest rate of change. The main problem with basic…

We introduce Natural Neural Networks, a novel family of algorithms that speed up convergence by adapting their internal representation during training to improve conditioning of the Fisher matrix. In particular, we show a specific example…

Machine Learning · Statistics 2015-07-02 Guillaume Desjardins , Karen Simonyan , Razvan Pascanu , Koray Kavukcuoglu

High network communication cost for synchronizing gradients and parameters is the well-known bottleneck of distributed training. In this work, we propose TernGrad that uses ternary gradients to accelerate distributed deep learning in data…

Machine Learning · Computer Science 2018-01-01 Wei Wen , Cong Xu , Feng Yan , Chunpeng Wu , Yandan Wang , Yiran Chen , Hai Li

The optimization with orthogonality has been shown useful in training deep neural networks (DNNs). To impose orthogonality on DNNs, both computational efficiency and stability are important. However, existing methods utilizing Riemannian…

Machine Learning · Computer Science 2022-07-12 Fanchen Bu , Dong Eui Chang

K-FAC (arXiv:1503.05671, arXiv:1602.01407) is a tractable implementation of Natural Gradient (NG) for Deep Learning (DL), whose bottleneck is computing the inverses of the so-called ``Kronecker-Factors'' (K-factors). RS-KFAC…

Machine Learning · Computer Science 2023-09-13 Constantin Octavian Puiu

In this paper, a novel second-order method called NG+ is proposed. By following the rule ``the shape of the gradient equals the shape of the parameter", we define a generalized fisher information matrix (GFIM) using the products of…

Optimization and Control · Mathematics 2021-06-15 Minghan Yang , Dong Xu , Qiwen Cui , Zaiwen Wen , Pengxiang Xu

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

Scientific problems require resolving multi-scale phenomena across different resolutions and learning solution operators in infinite-dimensional function spaces. Neural operators provide a powerful framework for this, using…

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 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