统一优化方法框架,让梯度下降、拟牛顿与自适应方法协同工作。
Preconditioned Norms: A Unified Framework for Steepest Descent, Quasi-Newton and Adaptive Methods
- 用预条件矩阵范数统一三类优化算法,揭示其内在共性。
- 提出新方法MuAdam和MuAdam-SANIA,结合谱几何与自适应预条件。
- 在多种模型上表现优于或媲美现有最优方法,适合深度学习优化研究者。
优化是现代深度学习的核心,但现有方法常面临适应问题几何与利用曲率信息之间的权衡。梯度下降通过范数选择适应不同几何,但仅为一阶;而拟牛顿与自适应优化器虽包含曲率信息,却受限于Frobenius几何,适用范围有限。本文提出一个统一框架,通过预条件矩阵范数推广梯度下降、拟牛顿及自适应方法。该抽象表明,SGD、Adam、Muon、KL-Shampoo、SOAP、SPlus等广泛使用的优化器均为同一原理的特例。在此框架下,首次系统分析矩阵参数化设置中的仿射与尺度不变性,给出广义范数下的充要条件。基于此,提出两种新方法:MuAdam与MuAdam-SANIA,融合Muon的谱几何与Adam式预条件。实验显示,这些方法在多数场景下可媲美甚至超越当前最优方法。代码已开源:https://github.com/brain-lab-research/LIB/tree/quasi_descent。
原文摘要 · Abstract (English)
Optimization lies at the core of modern deep learning, yet existing methods often face a fundamental trade-off between adapting to problem geometry and leveraging curvature utilization. Steepest descent algorithms adapt to different geometries through norm choices but remain strictly first-order, whereas quasi-Newton and adaptive optimizers incorporate curvature information but are restricted to Frobenius geometry, limiting their applicability across diverse architectures. In this work, we propose a unified framework generalizing steepest descent, quasi-Newton methods, and adaptive methods through the novel notion of preconditioned matrix norms. This abstraction reveals that widely used optimizers such as SGD and Adam, as well as more advanced approaches like Muon and KL-Shampoo, and recent hybrids including SOAP and SPlus, all emerge as special cases of the same principle. Within this framework, we provide the first systematic treatment of affine and scale invariance in the matrix-parameterized setting, establishing necessary and sufficient conditions under generalized norms. Building on this foundation, we introduce two new methods, $\texttt{MuAdam}$ and $\texttt{MuAdam-SANIA}$, which combine the spectral geometry of Muon with Adam-style preconditioning. Our experiments demonstrate that these optimizers are competitive with, and in some cases outperform, existing state-of-the-art methods. Our code is available at https://github.com/brain-lab-research/LIB/tree/quasi_descent
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