AdaFisher: Adaptive Second Order Optimization via Fisher Information

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Gomes, Damien Martins, Zhang, Yanlei, Belilovsky, Eugene, Wolf, Guy, Hosseini, Mahdi S.
Format: Preprint
Published: 2024
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866915189986689024
author Gomes, Damien Martins
Zhang, Yanlei
Belilovsky, Eugene
Wolf, Guy
Hosseini, Mahdi S.
author_facet Gomes, Damien Martins
Zhang, Yanlei
Belilovsky, Eugene
Wolf, Guy
Hosseini, Mahdi S.
contents First-order optimization methods are currently the mainstream in training deep neural networks (DNNs). Optimizers like Adam incorporate limited curvature information by employing the diagonal matrix preconditioning of the stochastic gradient during the training. Despite their widespread, second-order optimization algorithms exhibit superior convergence properties compared to their first-order counterparts e.g. Adam and SGD. However, their practicality in training DNNs is still limited due to increased per-iteration computations compared to the first-order methods. We present \emph{AdaFisher}--an adaptive second-order optimizer that leverages a \emph{diagonal block-Kronecker} approximation of the Fisher information matrix for adaptive gradient preconditioning. AdaFisher aims to bridge the gap between enhanced \emph{convergence/generalization} capabilities and computational efficiency in second-order optimization framework for training DNNs. Despite the slow pace of second-order optimizers, we showcase that AdaFisher can be reliably adopted for image classification, language modeling and stands out for its stability and robustness in hyper-parameter tuning. We demonstrate that AdaFisher \textbf{outperforms the SOTA optimizers} in terms of both accuracy and convergence speed. Code is available from https://github.com/AtlasAnalyticsLab/AdaFisher.
format Preprint
id arxiv_https___arxiv_org_abs_2405_16397
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle AdaFisher: Adaptive Second Order Optimization via Fisher Information
Gomes, Damien Martins
Zhang, Yanlei
Belilovsky, Eugene
Wolf, Guy
Hosseini, Mahdi S.
Machine Learning
Optimization and Control
First-order optimization methods are currently the mainstream in training deep neural networks (DNNs). Optimizers like Adam incorporate limited curvature information by employing the diagonal matrix preconditioning of the stochastic gradient during the training. Despite their widespread, second-order optimization algorithms exhibit superior convergence properties compared to their first-order counterparts e.g. Adam and SGD. However, their practicality in training DNNs is still limited due to increased per-iteration computations compared to the first-order methods. We present \emph{AdaFisher}--an adaptive second-order optimizer that leverages a \emph{diagonal block-Kronecker} approximation of the Fisher information matrix for adaptive gradient preconditioning. AdaFisher aims to bridge the gap between enhanced \emph{convergence/generalization} capabilities and computational efficiency in second-order optimization framework for training DNNs. Despite the slow pace of second-order optimizers, we showcase that AdaFisher can be reliably adopted for image classification, language modeling and stands out for its stability and robustness in hyper-parameter tuning. We demonstrate that AdaFisher \textbf{outperforms the SOTA optimizers} in terms of both accuracy and convergence speed. Code is available from https://github.com/AtlasAnalyticsLab/AdaFisher.
title AdaFisher: Adaptive Second Order Optimization via Fisher Information
topic Machine Learning
Optimization and Control
url https://arxiv.org/abs/2405.16397