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Structured Inverse-Free Natural Gradient Descent: Memory-Efficient & Numerically-Stable KFAC

ICML 2024 · Optimization › Optimizers · approach: Natural gradient and Fisher approximations

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Proposes SINGD, an inverse-free, structured-Kronecker-factor natural gradient method that generalizes INGD, recovers KFAC-like updates (IKFAC), and trains stably in half precision with lower memory.

Problem

KFAC needs dense Kronecker factors and matrix inversions, making it memory-hungry and numerically unstable in low (half) precision, which limits its use in modern mixed-precision training of transformers and CNNs.

Approach

Replace matrix inversion with subtraction in a matrix-logarithm space using a truncated matrix exponential (inverse-free), show this recovers KFAC to first order (IKFAC), and impose sparse structures (diagonal, block-diagonal, hierarchical, Toeplitz, low-rank triangular) on the Kronecker factors via a unified projection that preserves closure under the update.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use diagonal instead of dense Kronecker factors (ablation)SINGD / INGD · ImageWoof-10 (GCViT)test errorNo clear effect
Use hierarchical instead of dense Kronecker factors (ablation)SINGD / INGD · ImageWoof-10 and CIFAR-100 modelstest errorNo clear effect
Use hierarchical instead of block-diagonal Kronecker factors (ablation)SINGD · ImageWoof-10 and CIFAR-100 modelstest errorHelped
Use diagonal Kronecker factors instead of dense factors (ablation)SINGD / INGD · ImageWoof-10 (GCViT)peak memory: 16.0 -> 15.8No clear effect
Use diagonal Kronecker factors instead of dense factors (ablation)SINGD / INGD · ImageWoof-10 (GCViT)training time: 203 -> 200Hurt
Use structured diagonal factors instead of dense factors (ablation)SINGD / INGD · ImageWoof-10 (GCViT)test errorHelped
Remove Riemannian momentum (ablation)IKFAC · CIFAR-100 (VGG)peak memoryHelped
Replace KFAC matrix inversions with inverse-free updatesIKFAC · BFP-16 trainingnumerical stabilityHelped
Use SINGD instead of AdamWSINGD · ImageWoof-10, CIFAR-100, and Coratest errorHelped
Use SINGD instead of AdamWSINGD · ImageNet-100 (GCViT)test errorHelped
Use structured Kronecker factors (ablation)SINGD · ImageWoof-10 (GCViT)peak memory: 15.8 (1.02\,x) vs 15.7 (1.00\,x)No clear effect

Surprising findings

Limitations

Experimental setup

Datasets: CIFAR-100 ImageWoof-10 Cora ImageNet-100

Benchmarks: CIFAR-100 ImageWoof-10 Cora ImageNet-100

Metrics: test error peak memory (GiB) training time (min)

Baselines: KFAC AdamW SGD INGD IKFAC

Builds on: KFAC INGD Bayesian learning rule Riemannian momentum

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