Structured Inverse-Free Natural Gradient: Memory-Efficient & Numerically-Stable KFAC

Autor: Lin, Wu, Dangel, Felix, Eschenhagen, Runa, Neklyudov, Kirill, Kristiadi, Agustinus, Turner, Richard E., Makhzani, Alireza
Rok vydání: 2023
Předmět:
Druh dokumentu: Working Paper
Popis: Second-order methods such as KFAC can be useful for neural net training. However, they are often memory-inefficient since their preconditioning Kronecker factors are dense, and numerically unstable in low precision as they require matrix inversion or decomposition. These limitations render such methods unpopular for modern mixed-precision training. We address them by (i) formulating an inverse-free KFAC update and (ii) imposing structures in the Kronecker factors, resulting in structured inverse-free natural gradient descent (SINGD). On modern neural networks, we show that SINGD is memory-efficient and numerically robust, in contrast to KFAC, and often outperforms AdamW even in half precision. Our work closes a gap between first- and second-order methods in modern low-precision training.
Comment: A long version of the ICML 2024 paper, updated the text about a related work
Databáze: arXiv