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Global curvature for second-order optimization of neural networks
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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
- On a two-layer MLP (widths 100-70-40, 9800 parameters) with linear and Tanh activations, SymO converges faster than GD, Adam, KFAC and Shampoo in 100 full-batch iterations, with nearly identical time per iteration.
- Theory predicts the gradient covariance structure for two- and three-layer Tanh MLPs and three-layer ReLU MLPs, matching empirical covariance from 10000-100000 initializations.
- Single-model factor estimates correlate with ground truth at 0.67-0.97 for Phi1 when hidden width increases from 10 to 10000.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use SymO instead of GD, Adam, KFAC, or Shampoo | Two-layer MLP with linear activations on synthetic data · Synthetic data, linear activation | convergence speed | Helped |
| Use SymO instead of GD, Adam, KFAC, or Shampoo | Two-layer MLP with Tanh activations · Synthetic data, Tanh activation | convergence speed | Helped |
| Increase hidden-layer width when estimating curvature factors from a single model | Single-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±0.0 | Helped |
Surprising findings
- For Tanh MLPs, inter-layer covariance blocks vanish when a third layer is added, so the covariance becomes block-diagonal across layers.
- The global curvature is not inherently block-diagonal, contrary to the usual block-diagonal Kronecker approximations.
Limitations
- Experiments limited to two-layer MLPs on synthetic data with full-batch training.
- Global (ensemble-averaged) curvature is used as a proxy for local curvature without analysis of approximation error.
- Assumes invariant initialization distribution and orthogonal symmetries; Adam not equivariant under full orthogonal group.
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
Closest papers by meaning
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