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Limitations of the empirical Fisher approximation for natural gradient descent

NeurIPS 2019 · Optimization › Optimizers · approach: Natural gradient and Fisher approximations · 38 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use empirical Fisher instead of Fisher as the curvature preconditionerNatural gradient descent · Linear regressionoptimization performanceHurt
Use empirical Fisher instead of Fisher as the curvature preconditionerNatural gradient descent · Linear classificationoptimization performanceHurt
Precondition with the empirical Fisher far from an optimumGradient descent · Optimization far from an optimumupdate direction agreement with Fisher-preconditioned gradientHurt
Precondition with the inverse empirical Fisher far from an optimumGradient descent · Optimization far from an optimumupdate scalingHurt
Use empirical Fisher as a second-order approximation when individual training gradients become smallEmpirical Fisher · Overparameterized models at a training minimumcurvature approximation qualityHurt
Use empirical Fisher as an approximation to Fisher near a minimum without realizability and sufficient dataEmpirical Fisher · Misspecified or data-limited modelsFisher approximation qualityHurt
Interpret empirical Fisher as adaptation to gradient noise rather than curvatureEmpirical Fisher-based methods · Stochastic optimizationgradient-noise adaptationHelped

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