Tractable structured natural gradient descent using local parameterizations
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Abstract (arXiv)
Natural-gradient descent (NGD) on structured parameter spaces (e.g., low-rank covariances) is computationally challenging due to difficult Fisher-matrix computations. We address this issue by using local-parameter coordinates to obtain a flexible and efficient NGD method that works well for a wide-variety of structured parameterizations. We show four applications where our method (1) generalizes the exponential natural evolutionary strategy, (2) recovers existing Newton-like algorithms, (3) yields new structured second-order algorithms via matrix groups, and (4) gives new algorithms to learn covariances of Gaussian and Wishart-based distributions. We show results on a range of problems from deep learning, variational inference, and evolution strategies. Our work opens a new direction for scalable structured geometric methods.
Key facts. Cited by 22 papers in the map (data through 7 Oct 2026). Builds on 20 of its 64 references that are in the map. First posted on arXiv 15 Feb 2021.
Builds on
20 of 64 references.
References · 20
- 2016Gaussian Error Linear Units (GELUs)cited by 3,431
- 2016Asynchronous Methods for Deep Reinforcement Learningcited by 2,218
- 2013Black Box Variational Inferencecited by 317
- 2019Practical Deep Learning with Bayesian Principlescited by 158
- 2018Fast and Scalable Bayesian Deep Learning by Weight-Perturbation in Adamcited by 131
- 2017Noisy Natural Gradient as Variational Inferencecited by 94
- 2018Implicit Reparameterization Gradientscited by 84
- 2019Trivializations for Gradient-Based Optimization on Manifoldscited by 78
- 2017Conjugate-Computation Variational Inference : Converting Variational Inference in Non-Conjugate Models to Inferences in Conjugate Modelscited by 65
- 2019Fast and Simple Natural-Gradient Variational Inference with Mixture of Exponential-family Approximationscited by 51
- 2018Natural Gradients in Practice: Non-Conjugate Variational Inference in Gaussian Process Modelscited by 38
- 2018Fast yet Simple Natural-Gradient Descent for Variational Inference in Complex Modelscited by 37
8 more
- 2018Large-Scale Distributed Second-Order Optimization Using Kronecker-Factored Approximate Curvature for Deep Convolutional Neural Networkscited by 37
- 2015On Graduated Optimization for Stochastic Non-Convex Problemscited by 34
- 2018SLANG: Fast Structured Covariance Approximations for Bayesian Deep Learning with Natural Gradientcited by 34
- 2020Handling the Positive-Definite Constraint in the Bayesian Learning Rulecited by 31
- 2019Stein's Lemma for the Reparameterization Trick with Exponential Family Mixturescited by 18
- 2019Modular Block-diagonal Curvature Approximations for Feedforward Architecturescited by 13
- 2017Variational Adaptive-Newton Method for Explorative Learningcited by 7
- 2018EA-CG: An Approximate Second-Order Method for Training Fully-Connected Neural Networkscited by 1
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Citing papers per year: 2021: 5; 2022: 3; 2023: 6; 2024: 3; 2025: 4; 2026: 1.
22 papers.
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- 2021The Bayesian Learning Rulecited by 95
- 2024Can We Remove the Square-Root in Adaptive Gradient Methods? A Second-Order Perspectivecited by 25
- 2022A Unified Perspective on Natural Gradient Variational Inference with Gaussian Mixture Modelscited by 22
- 2023The Geometry of Neural Nets' Parameter Spaces Under Reparametrizationcited by 16
- 2022Invariance Properties of the Natural Gradient in Overparametrised Systemscited by 11
- 2023Simplifying Momentum-based Positive-definite Submanifold Optimization with Applications to Deep Learningcited by 10
- 2023Structured Inverse-Free Natural Gradient: Memory-Efficient & Numerically-Stable KFACcited by 9
- 2024Understanding Stochastic Natural Gradient Variational Inferencecited by 8
- 2021Structured second-order methods via natural gradient descentcited by 7
- 2021Nys-Newton: Nystr"om-Approximated Curvature for Stochastic Optimizationcited by 4
- 2021PredProp: Bidirectional Stochastic Optimization with Precision Weighted Predictive Codingcited by 3
- 2023The Lie-Group Bayesian Learning Rulecited by 3
10 more
- 2025Optimization Guarantees for Square-Root Natural-Gradient Variational Inferencecited by 3
- 2025Information Geometry of Variational Bayescited by 2
- 2021Towards Modeling and Resolving Singular Parameter Spaces using Stratifoldscited by 1
- 2023Variational Bayes Made Easycited by 1
- 2026SOAP-Bubbles: Structured Weight Uncertainty for Neural Networkscited by 1
- 2022Characterizing Learning Dynamics under Relative Reparameterization of Singular Modelscited by 0
- 2023Natural Gradient Hybrid Variational Inference with Application to Deep Mixed Modelscited by 0
- 2024Approximated Orthogonal Projection Unit: Stabilizing Regression Network Training Using Natural Gradientcited by 0
- 2025Spectral-factorized Positive-definite Curvature Learning for NN Trainingcited by 0
- 2025Deterministic Bounds and Random Estimates of Metric Tensors on Neuromanifoldscited by 0
- 2026SOAP-Bubbles: Structured Weight Uncertainty for Neural Networks22 Jun 2026
- 2025Information Geometry of Variational Bayes19 Sep 2025
- 2025Optimization Guarantees for Square-Root Natural-Gradient Variational Inference10 Jul 2025
- 2025Deterministic Bounds and Random Estimates of Metric Tensors on Neuromanifolds19 May 2025
- 2025Spectral-factorized Positive-definite Curvature Learning for NN Training10 Feb 2025
- 2024Approximated Orthogonal Projection Unit: Stabilizing Regression Network Training Using Natural Gradient23 Sep 2024
- 2024Understanding Stochastic Natural Gradient Variational Inference4 Jun 2024
- 2024Can We Remove the Square-Root in Adaptive Gradient Methods? A Second-Order Perspective5 Feb 2024
- 2023Structured Inverse-Free Natural Gradient: Memory-Efficient & Numerically-Stable KFAC9 Dec 2023
- 2023Variational Bayes Made Easy27 Apr 2023
- 2023The Lie-Group Bayesian Learning Rule8 Mar 2023
- 2023Natural Gradient Hybrid Variational Inference with Application to Deep Mixed Models27 Feb 2023
10 more
- 2023Simplifying Momentum-based Positive-definite Submanifold Optimization with Applications to Deep Learning20 Feb 2023
- 2023The Geometry of Neural Nets' Parameter Spaces Under Reparametrization14 Feb 2023
- 2022A Unified Perspective on Natural Gradient Variational Inference with Gaussian Mixture Models23 Sep 2022
- 2022Invariance Properties of the Natural Gradient in Overparametrised Systems30 Jun 2022
- 2022Characterizing Learning Dynamics under Relative Reparameterization of Singular Models17 Jun 2022
- 2021Towards Modeling and Resolving Singular Parameter Spaces using Stratifolds7 Dec 2021
- 2021PredProp: Bidirectional Stochastic Optimization with Precision Weighted Predictive Coding16 Nov 2021
- 2021Nys-Newton: Nystr"om-Approximated Curvature for Stochastic Optimization16 Oct 2021
- 2021Structured second-order methods via natural gradient descent22 Jul 2021
- 2021The Bayesian Learning Rule9 Jul 2021
- 2021The Bayesian Learning Rulecited by 95
- 2024Can We Remove the Square-Root in Adaptive Gradient Methods? A Second-Order Perspectivecited by 25
- 2022A Unified Perspective on Natural Gradient Variational Inference with Gaussian Mixture Modelscited by 22
- 2023The Geometry of Neural Nets' Parameter Spaces Under Reparametrizationcited by 16
- 2022Invariance Properties of the Natural Gradient in Overparametrised Systemscited by 11
- 2023Simplifying Momentum-based Positive-definite Submanifold Optimization with Applications to Deep Learningcited by 10
- 2023Structured Inverse-Free Natural Gradient: Memory-Efficient & Numerically-Stable KFACcited by 9
- 2024Understanding Stochastic Natural Gradient Variational Inferencecited by 8
- 2021Structured second-order methods via natural gradient descentcited by 7
- 2021Nys-Newton: Nystr"om-Approximated Curvature for Stochastic Optimizationcited by 4
- 2021PredProp: Bidirectional Stochastic Optimization with Precision Weighted Predictive Codingcited by 3
- 2023The Lie-Group Bayesian Learning Rulecited by 3
12 most cited of 22 All 22 (JSON)
- 2026SOAP-Bubbles: Structured Weight Uncertainty for Neural Networks22 Jun 2026
- 2025Information Geometry of Variational Bayes19 Sep 2025
- 2025Optimization Guarantees for Square-Root Natural-Gradient Variational Inference10 Jul 2025
- 2025Deterministic Bounds and Random Estimates of Metric Tensors on Neuromanifolds19 May 2025
- 2025Spectral-factorized Positive-definite Curvature Learning for NN Training10 Feb 2025
- 2024Approximated Orthogonal Projection Unit: Stabilizing Regression Network Training Using Natural Gradient23 Sep 2024
- 2024Understanding Stochastic Natural Gradient Variational Inference4 Jun 2024
- 2024Can We Remove the Square-Root in Adaptive Gradient Methods? A Second-Order Perspective5 Feb 2024
- 2023Structured Inverse-Free Natural Gradient: Memory-Efficient & Numerically-Stable KFAC9 Dec 2023
- 2023Variational Bayes Made Easy27 Apr 2023
- 2023The Lie-Group Bayesian Learning Rule8 Mar 2023
- 2023Natural Gradient Hybrid Variational Inference with Application to Deep Mixed Models27 Feb 2023
12 newest of 22 All 22 (JSON)