Component-Wise Natural Gradient Descent -- An Efficient Neural Network
Optimization
- URL: http://arxiv.org/abs/2210.05268v1
- Date: Tue, 11 Oct 2022 09:03:57 GMT
- Title: Component-Wise Natural Gradient Descent -- An Efficient Neural Network
Optimization
- Abstract summary: Natural Gradient Descent (NGD) is a second-order neural network training that preconditions gradient descent with the inverse of the Fisher Information Matrix (FIM)
This paper proposes a new NGD variant algorithm named Component-Wise Natural Gradient Descent (CW-NGD)
CW-NGD requires fewer iterations to converge compared to the state-of-the-art first-order and second-order methods.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Natural Gradient Descent (NGD) is a second-order neural network training that
preconditions the gradient descent with the inverse of the Fisher Information
Matrix (FIM). Although NGD provides an efficient preconditioner, it is not
practicable due to the expensive computation required when inverting the FIM.
This paper proposes a new NGD variant algorithm named Component-Wise Natural
Gradient Descent (CW-NGD). CW-NGD is composed of 2 steps. Similar to several
existing works, the first step is to consider the FIM matrix as a
block-diagonal matrix whose diagonal blocks correspond to the FIM of each
layer's weights. In the second step, unique to CW-NGD, we analyze the layer's
structure and further decompose the layer's FIM into smaller segments whose
derivatives are approximately independent. As a result, individual layers' FIMs
are approximated in a block-diagonal form that trivially supports the
inversion. The segment decomposition strategy is varied by layer structure.
Specifically, we analyze the dense and convolutional layers and design their
decomposition strategies appropriately. In an experiment of training a network
containing these 2 types of layers, we empirically prove that CW-NGD requires
fewer iterations to converge compared to the state-of-the-art first-order and
second-order methods.
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