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math.OC2021★ 1 cited
NG+ : A Multi-Step Matrix-Product Natural Gradient Method for Deep Learning
Minghan Yang, Dong Xu, Qiwen Cui +2
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 fis…
math.OC2020
Sketchy Empirical Natural Gradient Methods for Deep Learning
Minghan Yang, Dong Xu, Zaiwen Wen +2
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 l…