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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

K-FAC is a successful tractable implementation of Natural Gradient for Deep Learning, which nevertheless suffers from the requirement to compute the inverse of the Kronecker factors (through an eigen-decomposition). This can be very…

Machine Learning · Computer Science 2022-11-28 Constantin Octavian Puiu

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

Most neural networks are trained using first-order optimization methods, which are sensitive to the parameterization of the model. Natural gradient descent is invariant to smooth reparameterizations because it is defined in a…

Machine Learning · Computer Science 2018-08-31 Kevin Luk , Roger Grosse

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

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…

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 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

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

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

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

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

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

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

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

Optimization algorithms that leverage gradient covariance information, such as variants of natural gradient descent (Amari, 1998), offer the prospect of yielding more effective descent directions. For models with many parameters, the…

Machine Learning · Computer Science 2021-07-27 Thomas George , César Laurent , Xavier Bouthillier , Nicolas Ballas , Pascal Vincent

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 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

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, 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
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