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A Layer-Wise Natural Gradient Optimizer for Training Deep Neural Networks

NeurIPS 2024 · Optimization › Optimizers · approach: Natural gradient and Fisher approximations · 1 citations (OpenAlex)

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Proposes LNGD, a layer-wise natural gradient optimizer that approximates each layer's Fisher block as a Kronecker product of a dense factor and a diagonal factor (sampled per layer without full backprop) plus an adaptive layer-wise learning rate, evaluated on CIFAR-10, ImageNet and WMT transformer training.

Problem

Natural gradient methods are effective for training deep networks but their computational and storage cost of inverting Fisher information matrices is too high for practical large-scale use.

Approach

Approximates each layer's Fisher block as a Kronecker product of a dense factor and a diagonal factor, computing the factors via layer-wise sampling from Gaussian-assumed layer predictive distributions so no full backpropagation is needed for curvature, with trace-preserving scaling and an adaptive per-layer learning rate derived from a quadratic model.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use LNGD instead of KFACResNet-18 · CIFAR-10total time to 91% test accuracy: 241.86s -> 189.69sHelped
Use LNGD instead of KFACResNet-50 · ImageNet-1Ktotal time to 75.9% test accuracy: 8.02h -> 6.46hHelped
Use LNGD instead of KFACTransformer-Big · WMT English-Germansteps to BLEU 32%: 22K -> 19KHelped
Use LNGD instead of KFACTransformer-Big · WMT English-Germanbest test BLEU: 33.45% -> 33.55%Helped
Use LNGD instead of SGDTransformer-Big · WMT English-Germanbest test BLEU: 31.87% -> 33.55%Helped
Add sampling approximation of the Fisher information matrix (ablation)LNGD on ResNet-50 · ImageNet-1Ktotal time to 75.9% test accuracy: 7.43h -> 6.46hHelped
Add sampling approximation of the Fisher information matrix (ablation)LNGD on ResNet-50 · ImageNet-1Kbest test accuracy: 76.50% -> 76.73%Helped
Add adaptive layer-wise learning rate (ablation)LNGD on ResNet-50 · ImageNet-1Ktotal time to 75.9% test accuracy: 7.06h -> 6.46hHelped
Add adaptive layer-wise learning rate (ablation)LNGD on ResNet-50 · ImageNet-1Kbest test accuracy: 76.57% -> 76.73%Helped

Surprising findings

Limitations

Experimental setup

Datasets: CIFAR-10 ImageNet-1K WMT English-German

Benchmarks: CIFAR-10 ImageNet-1K WMT English-German

Metrics: top-1 test accuracy training loss epochs to 91% accuracy wall-clock time BLEU

Baselines: SGD ADAM KFAC EKFAC TKFAC NG+

Builds on: KFAC TKFAC EKFAC natural gradient descent

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