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The K-FAC method for neural network optimization

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If you have a question about this talk, please contact Alberto Bernacchia.

Second order optimization methods have the potential to be much faster than first order methods in the deterministic case, or pre-asymptotically in the stochastic case. However traditional second order methods have proven ineffective or impractical for neural network training, due in part to the extremely high dimension of the parameter space. Kronecker-factored Approximate Curvature (K-FAC) is second-order optimization method based on a tractable approximation to the Gauss-Newton/Fisher matrix that exploits the special structure of neural network training objectives. This approximation is neither low-rank nor diagonal, but instead involves Kronecker-products, which allows for efficient estimation, storage and inversion of the curvature matrix. In this talk I will introduce the basic K-FAC method for standard MLPs and then present some more recent work in this direction, including extensions to CNNs and RNNs, both of which requires new approximations to the Fisher. For these I will provide theoretically motivated arguments, as well as empirical results which speak to their efficacy in neural network optimization.

This talk is part of the Computational Neuroscience series.

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