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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

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

Physics-informed neural networks (PINNs) are infamous for being hard to train. Recently, second-order methods based on natural gradient and Gauss-Newton methods have shown promising performance, improving the accuracy achieved by…

Machine Learning · Computer Science 2024-10-31 Felix Dangel , Johannes Müller , Marius Zeinhofer

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

Second-order optimization methods have the ability to accelerate convergence by modifying the gradient through the curvature matrix. There have been many attempts to use second-order optimization methods for training deep neural networks.…

Machine Learning · Computer Science 2020-11-24 Kai-Xin Gao , Xiao-Lei Liu , Zheng-Hai Huang , Min Wang , Zidong Wang , Dachuan Xu , Fan Yu

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

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

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

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

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,…

Second-order optimization methods for training neural networks, such as KFAC, exhibit superior convergence by utilizing curvature information of loss landscape. However, it comes at the expense of high computational burden. In this work, we…

Machine Learning · Computer Science 2025-11-12 Hyunseok Seung , Jaewoo Lee , Hyunsuk Ko

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

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

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

In the context of deep learning, many optimization methods use gradient covariance information in order to accelerate the convergence of Stochastic Gradient Descent. In particular, starting with Adagrad, a seemingly endless line of research…

Machine Learning · Computer Science 2020-12-08 Nikolaos Tselepidis , Jonas Kohler , Antonio Orvieto

Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…

Machine Learning · Computer Science 2021-03-08 Rohan Anil , Vineet Gupta , Tomer Koren , Kevin Regan , Yoram Singer

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

Bilevel optimization, crucial for hyperparameter tuning, meta-learning and reinforcement learning, remains less explored in the decentralized learning paradigm, such as decentralized federated learning (DFL). Typically, decentralized…

Machine Learning · Computer Science 2024-10-21 Min Wen , Chengchang Liu , Ahmed Abdelmoniem , Yipeng Zhou , Yuedong Xu

In this paper, we introduce a novel algorithm, $\mathsf{CO}_3$, for communication-efficiency distributed Deep Neural Network (DNN) training. $\mathsf{CO}_3$ is a joint training/communication protocol, which encompasses three processing…

Machine Learning · Computer Science 2022-03-18 Zhong-Jing Chen , Eduin E. Hernandez , Yu-Chih Huang , Stefano Rini
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