# Efficient Numerical Algorithm for Large-Scale Damped Natural Gradient Descent

arXiv: https://arxiv.org/abs/2310.17556 · HTML: https://mlsanity.com/paper/2310.17556/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 3 of its 9 references that are in the map.
- First posted on arXiv 26 Oct 2023.

## Builds on (most cited first, 3 of 3)

- [Optimizing Neural Networks with Kronecker-factored Approximate Curvature](https://mlsanity.com/paper/1503.05671/) (2015)
- [New insights and perspectives on the natural gradient method](https://mlsanity.com/paper/1412.1193/) (2014)
- [Wasserstein Quantum Monte Carlo: A Novel Approach for Solving the Quantum Many-Body Schr"odinger Equation](https://mlsanity.com/paper/2307.07050/) (2023)

## Abstract (arXiv)

We propose a new algorithm for efficiently solving the damped Fisher matrix in large-scale scenarios where the number of parameters significantly exceeds the number of available samples. This problem is fundamental for natural gradient descent and stochastic reconfiguration. Our algorithm is based on Cholesky decomposition and is generally applicable. Benchmark results show that the algorithm is significantly faster than existing methods.