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Related papers: A New Perspective on Shampoo's Preconditioner

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Preconditioned gradient methods are among the most general and powerful tools in optimization. However, preconditioning requires storing and manipulating prohibitively large matrices. We describe and analyze a new structure-aware…

Machine Learning · Computer Science 2018-03-05 Vineet Gupta , Tomer Koren , Yoram Singer

The recent success of Shampoo in the AlgoPerf contest has sparked renewed interest in Kronecker-factorization-based optimization algorithms for training neural networks. Despite its success, Shampoo relies heavily on several heuristics such…

Machine Learning · Computer Science 2025-10-30 Runa Eschenhagen , Aaron Defazio , Tsung-Hsien Lee , Richard E. Turner , Hao-Jun Michael Shi

Second order stochastic optimizers allow parameter update step size and direction to adapt to loss curvature, but have traditionally required too much memory and compute for deep learning. Recently, Shampoo [Gupta et al., 2018] introduced a…

Machine Learning · Statistics 2023-06-01 Jonathan Mei , Alexander Moreno , Luke Walters

Shampoo with Adam in the Preconditioner's eigenbasis (SOAP) has recently emerged as a promising optimization algorithm for neural network training, achieving superior training efficiency over both Adam and Shampoo in language modeling…

Machine Learning · Computer Science 2025-09-30 Yanqing Lu , Letao Wang , Jinbo Liu

Optimizers leveraging the matrix structure in neural networks, such as Shampoo and Muon, are more data-efficient than element-wise algorithms like Adam and Signum. While in specific settings, Shampoo and Muon reduce to spectral descent…

Machine Learning · Computer Science 2026-02-11 Runa Eschenhagen , Anna Cai , Tsung-Hsien Lee , Hao-Jun Michael Shi

There is growing evidence of the effectiveness of Shampoo, a higher-order preconditioning method, over Adam in deep learning optimization tasks. However, Shampoo's drawbacks include additional hyperparameters and computational overhead when…

Machine Learning · Computer Science 2025-02-03 Nikhil Vyas , Depen Morwani , Rosie Zhao , Mujin Kwun , Itai Shapira , David Brandfonbrener , Lucas Janson , Sham Kakade

We present a novel unified analysis for a broad class of adaptive optimization algorithms with structured (e.g., layerwise, diagonal, and kronecker-factored) preconditioners for both online regret minimization and offline convex…

Machine Learning · Computer Science 2025-07-16 Shuo Xie , Tianhao Wang , Sashank Reddi , Sanjiv Kumar , Zhiyuan Li

Shampoo is one of the leading approximate second-order optimizers: a variant of it has won the MLCommons AlgoPerf competition, and it has been shown to produce models with lower activation outliers that are easier to compress. Yet, applying…

Machine Learning · Computer Science 2026-02-03 Ionut-Vlad Modoranu , Philip Zmushko , Erik Schultheis , Mher Safaryan , Dan Alistarh

Shampoo is an online and stochastic optimization algorithm belonging to the AdaGrad family of methods for training neural networks. It constructs a block-diagonal preconditioner where each block consists of a coarse Kronecker product…

Second-order optimizers, maintaining a matrix termed a preconditioner, are superior to first-order optimizers in both theory and practice. The states forming the preconditioner and its inverse root restrict the maximum size of models…

Machine Learning · Computer Science 2025-01-13 Sike Wang , Pan Zhou , Jia Li , Hua Huang

Preconditioned stochastic optimization algorithms, exemplified by Shampoo, outperform first-order optimizers by offering theoretical convergence benefits and practical gains in large-scale neural network training. However, they incur…

Machine Learning · Computer Science 2025-03-13 Jingyang Li , Kuangyu Ding , Kim-Chuan Toh , Pan Zhou

Optimizers that exploit the matrix structure of gradients are central to modern LLM pre-training, with two distinct frontiers: explicit Kronecker-factored preconditioning -- most recently KL-Shampoo, which estimates the preconditioner via…

Machine Learning · Computer Science 2026-05-08 Ruotong Sun , Ermin Wei

Second-order optimization algorithms exhibit excellent convergence properties for training deep learning models, but often incur significant computation and memory overheads. This can result in lower training efficiency than the first-order…

Machine Learning · Computer Science 2023-08-07 Lin Zhang , Shaohuai Shi , Bo Li

Shampoo and its efficient variant, SOAP, employ structured second-moment estimations and have shown strong performance for training neural networks (NNs). In practice, however, Shampoo typically requires step-size grafting with Adam to be…

Machine Learning · Statistics 2026-04-01 Wu Lin , Scott C. Lowe , Felix Dangel , Runa Eschenhagen , Zikun Xu , Roger B. Grosse

We consider the problem of matrix approximation and denoising induced by the Kronecker product decomposition. Specifically, we propose to approximate a given matrix by the sum of a few Kronecker products of matrices, which we refer to as…

Statistics Theory · Mathematics 2020-08-28 Chencheng Cai , Rong Chen , Han Xiao

A unified framework for first-order optimization algorithms fornonconvex unconstrained optimization is proposed that uses adaptivelypreconditioned gradients and includes popular methods such as full anddiagonal AdaGrad, AdaNorm, as well as…

Machine Learning · Computer Science 2026-05-04 S. Gratton , Ph. L. Toint

Recently, optimizers that explicitly treat weights as matrices, rather than flattened vectors, have demonstrated their effectiveness. This perspective naturally leads to structured approximations of the Fisher matrix as preconditioners,…

Machine Learning · Computer Science 2025-11-11 Nikolay Yudin , Ekaterina Grishina , Andrey Veprikov , Alexandr Beznosikov , Maxim Rakhuba

Discovering the underlying low dimensional structure of high dimensional data has attracted a significant amount of researches recently and has shown to have a wide range of applications. As an effective dimension reduction tool, singular…

Methodology · Statistics 2019-12-09 Chencheng Cai , Rong Chen , Han Xiao

Trotter product formulas constitute a cornerstone quantum Hamiltonian simulation technique. However, the efficient implementation of Hamiltonian evolution of nested commutators remains an under explored area. In this work, we construct…

Quantum Physics · Physics 2025-01-22 F. Casas , A. Escorihuela-Tomàs , P. A. Moreno Casares

This paper studies the AdamW-style Shampoo optimizer, an effective implementation of classical Shampoo that notably won the external tuning track of the AlgoPerf neural network training algorithm competition. Our analysis unifies one-sided…

Optimization and Control · Mathematics 2026-05-26 Huan Li , Yiming Dong , Zhouchen Lin
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