CAO: Curvature-Adaptive Optimization via Periodic Low-Rank Hessian Sketching
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Abstract (arXiv)
First-order optimizers are reliable but slow in sharp, anisotropic regions. We study a curvature-adaptive method that periodically sketches a low-rank Hessian subspace via Hessian--vector products and preconditions gradients only in that subspace, leaving the orthogonal complement first-order. For L-smooth non-convex objectives, we recover the standard O(1/T) stationarity guarantee with a widened stable stepsize range; under a Polyak--Lojasiewicz (PL) condition with bounded residual curvature outside the sketch, the loss contracts at refresh steps. On CIFAR-10/100 with ResNet-18/34, the method enters the low-loss region substantially earlier: measured by epochs to a pre-declared train-loss threshold (0.75), it reaches the threshold 2.95x faster than Adam on CIFAR-100/ResNet-18, while matching final test accuracy. The approach is one-knob: performance is insensitive to the sketch rank k across {1,3,5}, and k=0 yields a principled curvature-free ablation. We release anonymized logs and scripts that regenerate all figures and tables.
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References · 10
- 2015Deep Residual Learning for Image Recognitioncited by 52,096
- 2014Adam: A Method for Stochastic Optimizationcited by 37,240
- 2015Optimizing Neural Networks with Kronecker-factored Approximate Curvaturecited by 796
- 2016Linear Convergence of Gradient and Proximal-Gradient Methods Under the Polyak-Lojasiewicz Conditioncited by 539
- 2018Shampoo: Preconditioned Stochastic Tensor Optimizationcited by 426
- 2019An Investigation into Neural Net Optimization via Hessian Eigenvalue Densitycited by 292
- 2017Empirical Analysis of the Hessian of Over-Parametrized Neural Networkscited by 290
- 2017How to Escape Saddle Points Efficientlycited by 285
- 2015Escaping From Saddle Points --- Online Stochastic Gradient for Tensor Decompositioncited by 243
- 2020ADAHESSIAN: An Adaptive Second Order Optimizer for Machine Learningcited by 202
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