arXiv:2605.11316cs.LGmath.OC2026-05

Gauss-Newton比牛顿法更优,因它能消除参数化带来的干扰。

Error whitening: Why Gauss-Newton outperforms Newton

论文配图:Error whitening: Why Gauss-Newton outperforms Newton
图 1 · 摘自论文原文
  • 通过函数空间视角,发现GGN会投影梯度到模型切空间。
  • 实验证明其在多种任务中优于牛顿、Adam等方法。
  • 适合关注优化器原理与深层学习动态的研究者。

广义高斯-牛顿(GGN)矩阵将牛顿方向在函数空间中投影到模型的切空间,而仅使用雅可比矩阵的变体则将损失梯度投影到同一切空间。这两种投影均消除了模型参数化带来的扭曲。预测-目标不匹配的演化依赖于参数化中的矩阵 $JJ^ op$($J$ 为模型对参数的雅可比),而投影将 $JJ^ op$ 替换为单位矩阵,这一现象称为误差白化。一旦消除参数化影响,预测-目标不匹配的演化由损失结构和优化器投影决定。误差白化是高斯-牛顿下降的独特性质,使其与牛顿法严格区分。我们在监督学习、物理信息深度学习和近似动态规划等多个案例中验证了该理论预测,并表明高斯-牛顿优化器性能优于牛顿法、Adam和Muon。

原文摘要 · Abstract (English)

The Gauss-Newton matrix is widely viewed as a positive semidefinite approximation of the Hessian, yet mounting empirical evidence shows that Gauss-Newton descent outperforms Newton's method. We adopt a function space perspective to analyze this phenomenon. We show that the generalized Gauss-Newton (GGN) matrix projects the Newton direction in function space onto the model's tangent space, while a Jacobian-only variant obtained by applying the least squares Gauss-Newton matrix to non-least squares losses projects the function space loss gradient onto this same tangent space. Both projections eliminate distortions from the model's parameterization. Specifically, the evolution of the prediction-target mismatch depends on the model's parameterization through the matrix $JJ^\top$ where $J$ is the Jacobian of the model with respect to its parameters. The projections effectively replace $JJ^\top$ with the identity. We call this effect error whitening. Once the parameterization is removed, the prediction-target mismatch evolves according to dynamics dictated by the structure of the loss and the projection produced by the optimizer. Error whitening is a special property of Gauss-Newton descent that rigorously distinguishes it from Newton's method. We empirically demonstrate that Gauss-Newton optimizers follow the theoretically predicted function space dynamics and outperforms Newton's method, Adam, and Muon across case studies spanning supervised learning, physics-informed deep learning, and approximate dynamic programming.

优化器高斯牛顿函数空间白化

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