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In this paper, a novel second-order method called NG+ is proposed. By following the rule ``the shape of the gradient equals the shape of the parameter, we define a generalized fisher information matrix (GFIM) using the products of gradients in the matrix form rather than the traditional vectorization. Then, our generalized natural gradient direction is simply the inverse of the GFIM multiplies the gradient in the matrix form. Moreover, the GFIM and its inverse keeps the same for multiple steps so that the computational cost can be controlled and is comparable with the first-order methods. A global convergence is established under some mild conditions and a regret bound is also given for the online learning setting. Numerical results on image classification with ResNet50, quantum chemistry modeling with Schnet, neural machine translation with Transformer and recommendation system with DLRM illustrate that GN+ is competitive with the state-of-the-art methods.
In this paper, we develop an efficient sketchy empirical natural gradient method (SENG) for large-scale deep learning problems. The empirical Fisher information matrix is usually low-rank since the sampling is only practical on a small amount of data
We propose a new approach to increase inference performance in environments that require a specific sequence of actions in order to be solved. This is for example the case for maze environments where ideally an optimal path is determined. Instead of
Time series prediction with neural networks has been the focus of much research in the past few decades. Given the recent deep learning revolution, there has been much attention in using deep learning models for time series prediction, and hence it i
Although application examples of multilevel optimization have already been discussed since the 90s, the development of solution methods was almost limited to bilevel cases due to the difficulty of the problem. In recent years, in machine learning, Fr
We study reinforcement learning (RL) in a setting with a network of agents whose states and actions interact in a local manner where the objective is to find localized policies such that the (discounted) global reward is maximized. A fundamental chal