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Felix Dangel

Publications and source records attributed to Felix Dangel.

At least 19 recordsLinked to original sources

Exploiting weight-space symmetries for approximating curvature

Many machine learning techniques rely on approximating a loss function's curvature, but this is notoriously hard to do at the scale of modern deep networks. Surprisingly, no previous work has exploited the curvature constraints that arise from well known weight-space symmetries in loss landscapes. By analytically averaging over group actions that leave the loss invariant, we construct structured Hessian approximations from single gradients that can be tractably estimated, stored, and inverted. The choice of user-specified symmetry group directly governs the trade-off between approximation accuracy and computational cost. Moreover, our framework provides a unifying theoretical lens for viewing existing methods; in particular, a specific choice of symmetry group recovers Shampoo/Muon-like curvature estimates. We validate our method on a range of network architectures, and deploy it to second-order optimization benchmarks, including a small language model. Our curvature estimation framework might find applications in other machine learning problems such as uncertainty estimation, continual learning, compression/pruning, training data attribution, and more.

cs.LG

Reparametrizing Shampoo and SOAP for Subspace Basis Updates and BFloat16 Storage

Shampoo-based methods, such as KL-Shampoo and SOAP, have demonstrated strong performance in training neural networks and rely on QR decomposition. Because existing QR implementations require single-precision (FP32) arithmetic and remain computationally expensive, these methods become time- and memory-intensive when their preconditioning matrices are large. Moreover, using BFloat16 (BFP16) storage to reduce memory usage can degrade the performance of Shampoo-based methods. We propose a reparametrization of the preconditioner that supports BFP16 storage and forms a complete basis by combining updated basis vectors with unchanged ones. By updating only part of the basis through QR decomposition in a subspace, our approach reduces computational overhead while mitigating the performance degradation caused by BFP16 storage. Our approach applies broadly to Shampoo-based methods that employ QR decomposition, including KL-Shampoo, SOAP, and KL-SOAP. In particular, it improves the performance of SOAP and KL-SOAP under BFP16 storage, enabling KL-SOAP to match or exceed KL-Shampoo. Overall, our approach makes Shampoo-based methods more memory- and time-efficient.

cs.LG

Generalizing the Geometry of Model Merging Through Frechet Averages

Model merging aims to combine multiple models into one without additional training. Na\"ive parameter-space averaging can be fragile under architectural symmetries, as their geometry does not take them into account. In this work we show that not only the geometry, but also the averaging procedure itself, must be symmetry-invariant to achieve symmetry-aware merges. Consequently, we propose a general solution: merging as Fr\'echet averaging, i.e., selecting parameters that minimize a sum of geodesic distances on an appropriate manifold. In this view, the key design choice is the overall geometry, i.e., the choice of metric, manifold, and distance approximation, that determines what it means for two models to be "close". We show that Fr\'echet averaging, combined with simplifying assumptions, contains Fisher merging. Building on this, we examine the particular case of low-rank adapters (LoRA), whose symmetries induce a distinct geometry: that of a quotient manifold. We outline the limitations of current LoRA merging methods, propose a practical algorithm for this setting, and show how they compare with other commonly used approaches.

cs.LG

Efficient Bilevel Optimization with KFAC-Based Hypergradients

Bilevel optimization (BO) is widely applicable to many machine learning problems. Scaling BO, however, requires repeatedly computing hypergradients, which involves solving inverse Hessian-vector products (IHVPs). In practice, these operations are often approximated using crude surrogates such as one-step gradient unrolling or identity/short Neumann expansions, which discard curvature information. We build on implicit function theorem-based algorithms and propose to incorporate Kronecker-factored approximate curvature (KFAC), yielding curvature-aware hypergradients with a better performance efficiency trade-off than Conjugate Gradient (CG) or Neumann methods and consistently outperforming unrolling. We evaluate this approach across diverse tasks, including meta-learning and AI safety problems. On models up to BERT, we show that curvature information is valuable at scale, and KFAC can provide it with only modest memory and runtime overhead. Our implementation is available at https://github.com/liaodisen/NeuralBo.

cs.LG

Dataless Weight Disentanglement in Task Arithmetic via Kronecker-Factored Approximate Curvature

Task Arithmetic yields a modular, scalable way to adapt foundation models. Combining multiple task vectors, however, can lead to cross-task interference, causing representation drift and degraded performance. Representation drift regularization provides a natural remedy to disentangle task vectors; however, existing approaches typically require external task data, conflicting with modularity and data availability constraints (e.g., privacy requirements). We propose a dataless approach by framing regularization against representation drift as a curvature matrix approximation problem. This allows us to leverage well-established techniques; in particular, we adopt Kronecker-Factored Approximate Curvature and obtain a practical regularizer that achieves state-of-the-art results in task addition and negation. Our method has constant complexity in the number of tasks and promotes robustness to task vector rescaling, eliminating the need for held-out tuning.

cs.AI

Sketching Low-Rank Plus Diagonal Matrices

Many relevant machine learning and scientific computing tasks involve high-dimensional linear operators accessible only via costly matrix-vector products. In this context, recent advances in sketched methods have enabled the construction of *either* low-rank *or* diagonal approximations from few matrix-vector products. This provides great speedup and scalability, but approximation errors arise due to the assumed simpler structure. This work introduces SKETCHLORD, a method that simultaneously estimates both low-rank *and* diagonal components, targeting the broader class of Low-Rank *plus* Diagonal (LoRD) linear operators. We demonstrate theoretically and empirically that this joint estimation is superior also to any sequential variant (diagonal-then-low-rank or low-rank-then-diagonal). Then, we cast SKETCHLORD as a convex optimization problem, leading to a scalable algorithm. Comprehensive experiments on synthetic (approximate) LoRD matrices confirm SKETCHLORD's performance in accurately recovering these structures. This positions it as a valuable addition to the structured approximation toolkit, particularly when high-fidelity approximations are desired for large-scale operators, such as the deep learning Hessian.

cs.LG

Understanding and Improving Shampoo and SOAP via Kullback-Leibler Minimization

Shampoo and its efficient variant, SOAP, employ structured second-moment estimations and have shown strong performance for training neural networks (NNs). In practice, however, Shampoo typically requires step-size grafting with Adam to be competitive, and SOAP mitigates this by applying Adam in Shampoo's eigenbasis -- at the cost of additional memory overhead from Adam in both methods. Prior analyses have largely relied on the Frobenius norm to motivate these estimation schemes. We instead recast their estimation procedures as covariance estimation under Kullback-Leibler (KL) divergence minimization, revealing a previously overlooked theoretical limitation and motivating principled redesigns. Building on this perspective, we develop $\textbf{KL-Shampoo}$ and $\textbf{KL-SOAP}$, practical schemes that match or exceed the performance of Shampoo and SOAP in NN pre-training while achieving SOAP-level per-iteration runtime. Notably, KL-Shampoo does not rely on Adam to attain competitive performance, eliminating the memory overhead introduced by Adam. Across our experiments, KL-Shampoo consistently outperforms SOAP, Shampoo, and even KL-SOAP, establishing the KL-based approach as a promising foundation for designing structured methods in NN optimization. An implementation of KL-Shampoo/KL-SOAP is available at https://github.com/yorkerlin/KL-Methods

stat.ML

Fishers for Free? Approximating the Fisher Information Matrix by Recycling the Squared Gradient Accumulator

The diagonal of a model's Fisher Information Matrix (the "Fisher diagonal") has frequently been used as a way to measure parameter sensitivity. Typically, the Fisher diagonal is estimated via squared sampled gradients of the model's likelihood with respect to its parameters, averaged over a few hundred or thousand examples -- a process which incurs nontrivial computational costs. At the same time, adaptive gradient methods like the ubiquitous Adam optimizer compute a moving average of the squared gradient over the course of training. This paper therefore explores whether an approximation of the Fisher diagonal can be obtained "for free" by recycling the squared gradient accumulator that has already been computed over the course of training. Through a comprehensive set of experiments covering five applications of the Fisher diagonal, we demonstrate that the "Squisher" (SQUared gradient accumulator as an approximation of the FISHER) consistently performs similarly to the Fisher diagonal while outperforming baseline methods. Additionally, we clarify the exact differences between the Squisher and the Fisher diagonal and provide empirical quantification of their respective impact.

cs.LG

Kronecker-factored Approximate Curvature (KFAC) From Scratch

Kronecker-factored approximate curvature (KFAC) is arguably one of the most prominent curvature approximations in deep learning. Its applications range from optimization to Bayesian deep learning, training data attribution with influence functions, and model compression or merging. While the intuition behind KFAC is easy to understand, its implementation is tedious: It comes in many flavours, has common pitfalls when translating the math to code, and is challenging to test, which complicates ensuring a properly functioning implementation. Some of the authors themselves have dealt with these challenges and experienced the discomfort of not being able to fully test their code. Thanks to recent advances in understanding KFAC, we are now able to provide test cases and a recipe for a reliable KFAC implementation. This tutorial is meant as a ground-up introduction to KFAC. In contrast to the existing work, our focus lies on providing both math and code side-by-side and providing test cases based on the latest insights into KFAC that are scattered throughout the literature. We hope this tutorial provides a contemporary view of KFAC that allows beginners to gain a deeper understanding of this curvature approximation while lowering the barrier to its implementation, extension, and usage in practice.

cs.LG

Collapsing Taylor Mode Automatic Differentiation

Computing partial differential equation (PDE) operators via nested backpropagation is expensive, yet popular, and severely restricts their utility for scientific machine learning. Recent advances, like the forward Laplacian and randomizing Taylor mode automatic differentiation (AD), propose forward schemes to address this. We introduce an optimization technique for Taylor mode that 'collapses' derivatives by rewriting the computational graph, and demonstrate how to apply it to general linear PDE operators, and randomized Taylor mode. The modifications simply require propagating a sum up the computational graph, which could -- or should -- be done by a machine learning compiler, without exposing complexity to users. We implement our collapsing procedure and evaluate it on popular PDE operators, confirming it accelerates Taylor mode and outperforms nested backpropagation.

cs.LG

Improving Energy Natural Gradient Descent through Woodbury, Momentum, and Randomization

Natural gradient methods significantly accelerate the training of Physics-Informed Neural Networks (PINNs), but are often prohibitively costly. We introduce a suite of techniques to improve the accuracy and efficiency of energy natural gradient descent (ENGD) for PINNs. First, we leverage the Woodbury formula to dramatically reduce the computational complexity of ENGD. Second, we adapt the Subsampled Projected-Increment Natural Gradient Descent algorithm from the variational Monte Carlo literature to accelerate the convergence. Third, we explore the use of randomized algorithms to further reduce the computational cost in the case of large batch sizes. We find that randomization accelerates progress in the early stages of training for low-dimensional problems, and we identify key barriers to attaining acceleration in other scenarios. Our numerical experiments demonstrate that our methods outperform previous approaches, achieving the same $L^2$ error as the original ENGD up to $75\times$ faster.

cs.LG

Hide & Seek: Transformer Symmetries Obscure Sharpness & Riemannian Geometry Finds It

The concept of sharpness has been successfully applied to traditional architectures like MLPs and CNNs to predict their generalization. For transformers, however, recent work reported weak correlation between flatness and generalization. We argue that existing sharpness measures fail for transformers, because they have much richer symmetries in their attention mechanism that induce directions in parameter space along which the network or its loss remain identical. We posit that sharpness must account fully for these symmetries, and thus we redefine it on a quotient manifold that results from quotienting out the transformer symmetries, thereby removing their ambiguities. Leveraging tools from Riemannian geometry, we propose a fully general notion of sharpness, in terms of a geodesic ball on the symmetry-corrected quotient manifold. In practice, we need to resort to approximating the geodesics. Doing so up to first order yields existing adaptive sharpness measures, and we demonstrate that including higher-order terms is crucial to recover correlation with generalization. We present results on diagonal networks with synthetic data, and show that our geodesic sharpness reveals strong correlation for real-world transformers on both text and image classification tasks.

cs.LG

Spectral-factorized Positive-definite Curvature Learning for NN Training

Many training methods, such as Adam(W) and Shampoo, learn a positive-definite curvature matrix and apply an inverse root before preconditioning. Recently, non-diagonal training methods, such as Shampoo, have gained significant attention; however, they remain computationally inefficient and are limited to specific types of curvature information due to the costly matrix root computation via matrix decomposition. To address this, we propose a Riemannian optimization approach that dynamically adapts spectral-factorized positive-definite curvature estimates, enabling the efficient application of arbitrary matrix roots and generic curvature learning. We demonstrate the efficacy and versatility of our approach in positive-definite matrix optimization and covariance adaptation for gradient-free optimization, as well as its efficiency in curvature learning for neural net training.

stat.ML

Position: Curvature Matrices Should Be Democratized via Linear Operators

Structured large matrices are prevalent in machine learning. A particularly important class is curvature matrices like the Hessian, which are central to understanding the loss landscape of neural nets (NNs), and enable second-order optimization, uncertainty quantification, model pruning, data attribution, and more. However, curvature computations can be challenging due to the complexity of automatic differentiation, and the variety and structural assumptions of curvature proxies, like sparsity and Kronecker factorization. In this position paper, we argue that linear operators -- an interface for performing matrix-vector products -- provide a general, scalable, and user-friendly abstraction to handle curvature matrices. To support this position, we developed $\textit{curvlinops}$, a library that provides curvature matrices through a unified linear operator interface. We demonstrate with $\textit{curvlinops}$ how this interface can hide complexity, simplify applications, be extensible and interoperable with other libraries, and scale to large NNs.

cs.LG

What Does It Mean to Be a Transformer? Insights from a Theoretical Hessian Analysis

The Transformer architecture has inarguably revolutionized deep learning, overtaking classical architectures like multi-layer perceptrons (MLPs) and convolutional neural networks (CNNs). At its core, the attention block differs in form and functionality from most other architectural components in deep learning--to the extent that, in comparison to MLPs/CNNs, Transformers are more often accompanied by adaptive optimizers, layer normalization, learning rate warmup, etc. The root causes behind these outward manifestations and the precise mechanisms that govern them remain poorly understood. In this work, we bridge this gap by providing a fundamental understanding of what distinguishes the Transformer from the other architectures--grounded in a theoretical comparison of the (loss) Hessian. Concretely, for a single self-attention layer, (a) we first entirely derive the Transformer's Hessian and express it in matrix derivatives; (b) we then characterize it in terms of data, weight, and attention moment dependencies; and (c) while doing so further highlight the important structural differences to the Hessian of classical networks. Our results suggest that various common architectural and optimization choices in Transformers can be traced back to their highly non-linear dependencies on the data and weight matrices, which vary heterogeneously across parameters. Ultimately, our findings provide a deeper understanding of the Transformer's unique optimization landscape and the challenges it poses.

cs.LG

Revisiting Scalable Hessian Diagonal Approximations for Applications in Reinforcement Learning

Second-order information is valuable for many applications but challenging to compute. Several works focus on computing or approximating Hessian diagonals, but even this simplification introduces significant additional costs compared to computing a gradient. In the absence of efficient exact computation schemes for Hessian diagonals, we revisit an early approximation scheme proposed by Becker and LeCun (1989, BL89), which has a cost similar to gradients and appears to have been overlooked by the community. We introduce HesScale, an improvement over BL89, which adds negligible extra computation. On small networks, we find that this improvement is of higher quality than all alternatives, even those with theoretical guarantees, such as unbiasedness, while being much cheaper to compute. We use this insight in reinforcement learning problems where small networks are used and demonstrate HesScale in second-order optimization and scaling the step-size parameter. In our experiments, HesScale optimizes faster than existing methods and improves stability through step-size scaling. These findings are promising for scaling second-order methods in larger models in the future.

cs.LG

On the Disconnect Between Theory and Practice of Neural Networks: Limits of the NTK Perspective

The neural tangent kernel (NTK) has garnered significant attention as a theoretical framework for describing the behavior of large-scale neural networks. Kernel methods are theoretically well-understood and as a result enjoy algorithmic benefits, which can be demonstrated to hold in wide synthetic neural network architectures. These advantages include faster optimization, reliable uncertainty quantification and improved continual learning. However, current results quantifying the rate of convergence to the kernel regime suggest that exploiting these benefits requires architectures that are orders of magnitude wider than they are deep. This assumption raises concerns that architectures used in practice do not exhibit behaviors as predicted by the NTK. Here, we supplement previous work on the NTK by empirically investigating whether the limiting regime predicts practically relevant behavior of large-width architectures. Our results demonstrate that this is not the case across multiple domains. This observed disconnect between theory and practice further calls into question to what degree NTK theory should inform architectural and algorithmic choices.

cs.LG

Kronecker-Factored Approximate Curvature for Physics-Informed Neural Networks

Physics-informed neural networks (PINNs) are infamous for being hard to train. Recently, second-order methods based on natural gradient and Gauss-Newton methods have shown promising performance, improving the accuracy achieved by first-order methods by several orders of magnitude. While promising, the proposed methods only scale to networks with a few thousand parameters due to the high computational cost to evaluate, store, and invert the curvature matrix. We propose Kronecker-factored approximate curvature (KFAC) for PINN losses that greatly reduces the computational cost and allows scaling to much larger networks. Our approach goes beyond the established KFAC for traditional deep learning problems as it captures contributions from a PDE's differential operator that are crucial for optimization. To establish KFAC for such losses, we use Taylor-mode automatic differentiation to describe the differential operator's computation graph as a forward network with shared weights. This allows us to apply KFAC thanks to a recently-developed general formulation for networks with weight sharing. Empirically, we find that our KFAC-based optimizers are competitive with expensive second-order methods on small problems, scale more favorably to higher-dimensional neural networks and PDEs, and consistently outperform first-order methods and LBFGS.

cs.LG