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Studying K-FAC Heuristics by Viewing Adam through a Second-Order Lens

ICML 2024 · Optimization › Optimizers · approach: Adam convergence and adaptive learning rates · 0 citations (OpenAlex)

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Proposes AdamQLR, which wraps Adam's update direction with K-FAC's Levenberg-Marquardt damping and quadratic-model learning rate selection, and studies whether these K-FAC heuristics help first-order optimisation.

Problem

Second-order optimisers for deep learning depend on stabilising heuristics (e.g. Levenberg-Marquardt damping), and it is unclear how much these heuristics, rather than the curvature model, drive second-order performance; the paper asks whether they also benefit first-order methods like Adam.

Approach

Apply K-FAC's damping adaptation (reduction-ratio rule) and quadratic-model learning rate selection, using the exact Fisher via Jacobian-vector products, on top of Adam's update direction, yielding an optimiser-agnostic wrapper (AdamQLR) with a largely untuned default setting.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add adaptive damping and quadratic-model learning-rate selection to AdamAdam on UCI Energy · UCI Energytest loss: 0.000768 ± \num{0.000029} -> 0.000873 ± \num{0.000021}Hurt
Add adaptive damping and quadratic-model learning-rate selection to AdamAdam on UCI Protein · UCI Proteintest loss: 0.2475 ± \num{0.0011} -> 0.23733 ± \num{0.00076}Helped
Add adaptive damping and quadratic-model learning-rate selection to AdamAdam on Fashion-MNIST · Fashion-MNISTtest loss: 0.3822 ± \num{0.0015} -> 0.37100 ± \num{0.00078}Helped
Use the default untuned AdamQLR configuration instead of tuned AdamQLRAdamQLR on Fashion-MNIST · Fashion-MNISTtest loss: 0.37100 ± \num{0.00078} -> 0.37028 ± \num{0.00060}No clear effect
Add adaptive damping and quadratic-model learning-rate selection to AdamAdam on SVHN · SVHNtest accuracyMixed
Use AdamQLR instead of AdamAdam on CIFAR-10 · CIFAR-10test accuracyMixed
Use AdamQLR with untuned default hyperparameters instead of tuned AdamQLRAdamQLR on UCI Energy · UCI Energytraining loss: 0.0003330 ± \num{0.0000087} -> \num{1.6e29} ± \num{5.3e28}Hurt
Remove damping from AdamQLR (ablation)AdamQLR on Fashion-MNIST · Fashion-MNISTtest lossHurt
Vary the initial damping value (ablation)AdamQLR on Fashion-MNIST · Fashion-MNISTtest lossNo clear effect
Increase batch size (ablation)AdamQLR on Fashion-MNIST · Fashion-MNISTtest lossHelped
Rescale the selected learning rate by a constant factor (ablation)AdamQLR on Fashion-MNIST · Fashion-MNISTtest lossNo clear effect

Surprising findings

Limitations

Experimental setup

Datasets: UCI Energy UCI Protein Fashion-MNIST SVHN CIFAR-10 Penn Treebank Rosenbrock function

Benchmarks: UCI Energy UCI Protein Fashion-MNIST SVHN CIFAR-10 Penn Treebank Rosenbrock function

Metrics: training loss test loss test accuracy generalisation gap wall-clock runtime

Baselines: SGD Adam K-FAC

Builds on: Adam K-FAC ASHA KFAC-JAX

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