Efficient approximations of the fisher matrix in neural networks using kronecker product singular value decomposition

We design four novel approximations of the Fisher Information Matrix (FIM) that plays a central role in natural gradient descent methods for neural networks. The newly proposed approximations are aimed at improving Martens and Grosse’s Kronecker-factored block diagonal (KFAC) one. They rely on a dir...

Full description

Bibliographic Details
Main Authors: Koroko Abdoulaye, Anciaux-Sedrakian Ani, Gharbia Ibtihel Ben, Garès Valérie, Haddou Mounir, Tran Quang Huy
Format: Article
Language:English
Published: EDP Sciences 2023-01-01
Series:ESAIM: Proceedings and Surveys
Online Access:https://www.esaim-proc.org/articles/proc/pdf/2023/02/proc2307311.pdf
_version_ 1797673457746444288
author Koroko Abdoulaye
Anciaux-Sedrakian Ani
Gharbia Ibtihel Ben
Garès Valérie
Haddou Mounir
Tran Quang Huy
author_facet Koroko Abdoulaye
Anciaux-Sedrakian Ani
Gharbia Ibtihel Ben
Garès Valérie
Haddou Mounir
Tran Quang Huy
author_sort Koroko Abdoulaye
collection DOAJ
description We design four novel approximations of the Fisher Information Matrix (FIM) that plays a central role in natural gradient descent methods for neural networks. The newly proposed approximations are aimed at improving Martens and Grosse’s Kronecker-factored block diagonal (KFAC) one. They rely on a direct minimization problem, the solution of which can be computed via the Kronecker product singular value decomposition technique. Experimental results on the three standard deep auto-encoder benchmarks showed that they provide more accurate approximations to the FIM. Furthermore, they outperform KFAC and state-of-the-art first-order methods in terms of optimization speed.
first_indexed 2024-03-11T21:45:42Z
format Article
id doaj.art-8a4fc72eae9e421f84c52e8da9df936d
institution Directory Open Access Journal
issn 2267-3059
language English
last_indexed 2024-03-11T21:45:42Z
publishDate 2023-01-01
publisher EDP Sciences
record_format Article
series ESAIM: Proceedings and Surveys
spelling doaj.art-8a4fc72eae9e421f84c52e8da9df936d2023-09-26T10:13:00ZengEDP SciencesESAIM: Proceedings and Surveys2267-30592023-01-017321823710.1051/proc/202373218proc2307311Efficient approximations of the fisher matrix in neural networks using kronecker product singular value decompositionKoroko Abdoulaye0Anciaux-Sedrakian Ani1Gharbia Ibtihel Ben2Garès Valérie3Haddou Mounir4Tran Quang Huy5IFP Energies nouvellesIFP Energies nouvellesIFP Energies nouvellesUniv Rennes, INSA, CNRS, IRMAR - UMR 6625Univ Rennes, INSA, CNRS, IRMAR - UMR 6625IFP Energies nouvellesWe design four novel approximations of the Fisher Information Matrix (FIM) that plays a central role in natural gradient descent methods for neural networks. The newly proposed approximations are aimed at improving Martens and Grosse’s Kronecker-factored block diagonal (KFAC) one. They rely on a direct minimization problem, the solution of which can be computed via the Kronecker product singular value decomposition technique. Experimental results on the three standard deep auto-encoder benchmarks showed that they provide more accurate approximations to the FIM. Furthermore, they outperform KFAC and state-of-the-art first-order methods in terms of optimization speed.https://www.esaim-proc.org/articles/proc/pdf/2023/02/proc2307311.pdf
spellingShingle Koroko Abdoulaye
Anciaux-Sedrakian Ani
Gharbia Ibtihel Ben
Garès Valérie
Haddou Mounir
Tran Quang Huy
Efficient approximations of the fisher matrix in neural networks using kronecker product singular value decomposition
ESAIM: Proceedings and Surveys
title Efficient approximations of the fisher matrix in neural networks using kronecker product singular value decomposition
title_full Efficient approximations of the fisher matrix in neural networks using kronecker product singular value decomposition
title_fullStr Efficient approximations of the fisher matrix in neural networks using kronecker product singular value decomposition
title_full_unstemmed Efficient approximations of the fisher matrix in neural networks using kronecker product singular value decomposition
title_short Efficient approximations of the fisher matrix in neural networks using kronecker product singular value decomposition
title_sort efficient approximations of the fisher matrix in neural networks using kronecker product singular value decomposition
url https://www.esaim-proc.org/articles/proc/pdf/2023/02/proc2307311.pdf
work_keys_str_mv AT korokoabdoulaye efficientapproximationsofthefishermatrixinneuralnetworksusingkroneckerproductsingularvaluedecomposition
AT anciauxsedrakianani efficientapproximationsofthefishermatrixinneuralnetworksusingkroneckerproductsingularvaluedecomposition
AT gharbiaibtihelben efficientapproximationsofthefishermatrixinneuralnetworksusingkroneckerproductsingularvaluedecomposition
AT garesvalerie efficientapproximationsofthefishermatrixinneuralnetworksusingkroneckerproductsingularvaluedecomposition
AT haddoumounir efficientapproximationsofthefishermatrixinneuralnetworksusingkroneckerproductsingularvaluedecomposition
AT tranquanghuy efficientapproximationsofthefishermatrixinneuralnetworksusingkroneckerproductsingularvaluedecomposition