提出带动量的自然梯度法,提升非线性模型优化效率
Natural gradient descent with momentum

- 将动量思想融入自然梯度,利用流形切空间投影优化
- 在非理想条件(如KL散度、PDE残差)下仍保持有效方向
- 适合复杂非线性模型如神经网络、张量网络的训练
我们研究通过非线性流形上的可微参数化函数逼近问题,典型例子包括具有可微激活函数的神经网络或张量网络。自然梯度下降(NGD)可视为一种预处理梯度下降,其参数空间更新基于函数视角。类似于牛顿法,NGD 使用生成切空间的格拉姆矩阵而非海森矩阵,该矩阵关于特定度量定义,对应于函数空间中的局部最优更新,即沿流形切空间的投影梯度。然而,标准梯度与自然梯度方法均可能陷入局部极小。当模型类为非线性流形或损失函数未理想条件时(如密度估计中的KL散度,或物理信息学习中偏微分方程残差的范数),自然梯度也可能给出次优方向。本文引入类似Heavy-Ball或Nesterov的经典惯性动力学方法的自然版本,并证明其在非线性模型类中能显著改善学习过程。
原文摘要 · Abstract (English)
We consider the problem of approximating a function by an element of a nonlinear manifold which admits a differentiable parametrization, typical examples being neural networks with differentiable activation functions or tensor networks. Natural gradient descent (NGD) for the optimization of a loss function can be seen as a preconditioned gradient descent where updates in the parameter space are driven by a functional perspective. In a spirit similar to Newton's method, a NGD step uses, instead of the Hessian, the Gram matrix of the generating system of the tangent space to the approximation manifold at the current iterate, with respect to a suitable metric. This corresponds to a locally optimal update in function space, following a projected gradient onto the tangent space to the manifold. Still, both gradient and natural gradient descent methods get stuck in local minima. Furthermore, when the model class is a nonlinear manifold or the loss function is not ideally conditioned (e.g., the KL-divergence for density estimation, or a norm of the residual of a partial differential equation in physics informed learning), even the natural gradient might yield non-optimal directions at each step. This work introduces a natural version of classical inertial dynamic methods like Heavy-Ball or Nesterov and show how it can improve the learning process when working with nonlinear model classes.
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