activity
20182025
most citedLimitations of the Empirical Fisher Approximation for Natural Gradient Descent

38 citations · 73 across the 9 of their papers we have counts for

collaborators

10 papers

cs.LG2025

Scaling Laws for Gradient Descent and Sign Descent for Linear Bigram Models under Zipf's Law

Frederik Kunstner, Francis Bach

Recent works have highlighted optimization difficulties faced by gradient descent in training the first and last layers of transformer-based language models, which are overcome by…

cs.LG2024★ 1 cited

Heavy-Tailed Class Imbalance and Why Adam Outperforms Gradient Descent on Language Models

Frederik Kunstner, Robin Yadav, Alan Milligan +2

Adam has been shown to outperform gradient descent on large language models by a larger margin than on other tasks, but it is unclear why. We show that a key factor in this perform…

math.OC2023

Searching for Optimal Per-Coordinate Step-sizes with Multidimensional Backtracking

Frederik Kunstner, Victor S. Portella, Mark Schmidt +1

The backtracking line-search is an effective technique to automatically tune the step-size in smooth optimization. It guarantees similar performance to using the theoretically opti…

cs.LG2023★ 5 cited

Noise Is Not the Main Factor Behind the Gap Between SGD and Adam on Transformers, but Sign Descent Might Be

Frederik Kunstner, Jacques Chen, Jonathan Wilder Lavington +1

The success of the Adam optimizer on a wide array of architectures has made it the default in settings where stochastic gradient descent (SGD) performs poorly. However, our theoret…

stat.ML2021

Convergence Rates for the MAP of an Exponential Family and Stochastic Mirror Descent -- an Open Problem

Rémi Le Priol, Frederik Kunstner, Damien Scieur +1

We consider the problem of upper bounding the expected log-likelihood sub-optimality of the maximum likelihood estimate (MLE), or a conjugate maximum a posteriori (MAP) for an expo…

cs.LG2020

Homeomorphic-Invariance of EM: Non-Asymptotic Convergence in KL Divergence for Exponential Families via Mirror Descent

Frederik Kunstner, Raunak Kumar, Mark Schmidt

Expectation maximization (EM) is the default algorithm for fitting probabilistic models with missing or latent variables, yet we lack a full understanding of its non-asymptotic con…

cs.LG2020★ 2 cited

Adaptive Gradient Methods Converge Faster with Over-Parameterization (but you should do a line-search)

Sharan Vaswani, Issam Laradji, Frederik Kunstner +3

Adaptive gradient methods are typically used for training over-parameterized models. To better understand their behaviour, we study a simplistic setting -- smooth, convex losses wi…

cs.LG2019★ 3 cited

BackPACK: Packing more into backprop

Felix Dangel, Frederik Kunstner, Philipp Hennig

Automatic differentiation frameworks are optimized for exactly one thing: computing the average mini-batch gradient. Yet, other quantities such as the variance of the mini-batch gr…

cs.LG2019★ 38 cited

Limitations of the Empirical Fisher Approximation for Natural Gradient Descent

Frederik Kunstner, Lukas Balles, Philipp Hennig

Natural gradient descent, which preconditions a gradient descent update with the Fisher information matrix of the underlying statistical model, is a way to capture partial second-o…

cs.LG2018★ 24 cited

SLANG: Fast Structured Covariance Approximations for Bayesian Deep Learning with Natural Gradient

Aaron Mishkin, Frederik Kunstner, Didrik Nielsen +2

Uncertainty estimation in large deep-learning models is a computationally challenging task, where it is difficult to form even a Gaussian approximation to the posterior distributio…