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Global curvature for second-order optimization of neural networks

ICML 2025 · Optimization › Optimizers · approach: Natural gradient and Fisher approximations

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Derives the exact structure of the global (parameter-averaged) gradient covariance of MLPs from permutation/sign/orthogonal symmetries, and uses its O(d^2+L^2)-factor Kronecker structure to build a cheap second-order optimizer (SymO) that converges faster than GD, Adam, KFAC and Shampoo on synthetic data.

Problem

Second-order optimizers need to construct and invert curvature matrices with O(p^2) elements for p parameters, which is computationally prohibitive for neural networks.

Approach

Use discrete and orthogonal symmetries of MLPs together with invariance of the initialization distribution to show that the global (ensemble-averaged) gradient covariance has a Kronecker-factored structure determined by a small number of factors; estimate these factors from a single model and compute the inverse square root via a surrogate matrix of small width.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use SymO instead of GD, Adam, KFAC, or ShampooTwo-layer MLP with linear activations on synthetic data · Synthetic data, linear activationconvergence speedHelped
Use SymO instead of GD, Adam, KFAC, or ShampooTwo-layer MLP with Tanh activations · Synthetic data, Tanh activationconvergence speedHelped
Increase hidden-layer width when estimating curvature factors from a single modelSingle-model factor estimates · MLPs with layer widths (100, 10, 100), (100, 100, 100), (100, 1000, 100), and (100, 10000, 100)correlation with ground truth: Φ1: 0.67±0.05 -> 0.90±0.02 -> 0.96±0.01 -> 0.97±0.01; Ψ1: 0.38±0.06 -> 0.61±0.04 -> 0.64±0.03 -> 0.65±0.03; Φ2: 0.30±0.0Helped

Surprising findings

Limitations

Experimental setup

Datasets: synthetic Gaussian inputs with teacher-student targets

Benchmarks: synthetic teacher-student regression

Metrics: test loss vs iterations

Baselines: gradient descent Adam KFAC Shampoo

Builds on: KFAC Shampoo Adam Chen et al. 1993 sign-flip symmetry Kohler et al. 2019 invariant distributions

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