Postdoctoral fellow at @VectorInst. ML PhD at UBC. Mathematical and computational structures for ML. Geometric and algebraic methods.

Orlando Florida
Joined August 2020
#ICML2024 Can We Remove the Square-Root in Adaptive Methods? arxiv.org/abs/2402.03496 Root-free (RF) methods are better on CNNs and competitive on Transformers compared to root-based methods (AdamW) Removing the root makes matrix methods faster: Root-free Shampoo in BFloat16 /1
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I still remember the comparison between SGD and Adam a few years ago. Empirical results may not support that. So, wait and see just like the SGD vs Adam lesson.
Slow is Fast: Is Muon the end of Shampoo? kexue.fm/archives/11917 Orthogonal Slowest Descent — from a convex optimization convergence bound — washes away any Kronecker preconditioner's eigenvectors, leaving only eigenvalues to balance the gradient's spectrum — leads to Muon.
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On one hand, it is essential to tune baseline methods well on a model. On the other hand, it may be better to avoid using a model/architecture that has been modified and optimized for a single method for 1.5 years.
I just submitted a PR to modded-nanogpt with better hyperparams. With them, Muon can reach the target loss after 3250 steps instead of 3325. Always tune your baseline well when doing research. Weak baselines can make any idea look promising
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We will make Shampoo/SOAP, including KL-Shampoo/KL-SOAP, faster. Our goal is to match Muon's runtime while maintaining Shampoo/SOAP's strong per-step performance. Stay tuned for new updates.
KL Shampoo and KL SOAP outperform their non-KL counterparts by learning the preconditioners compositionally, so that each stage corrects what remains after the last. Available in HeavyBall 3.1.1, with major PSGD stability backports.
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also, short sided KL-Shampoo = short-sided Shampoo^2 = Muon
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This work builds on my ICML 2019 paper (with @MarkSchmidtUBC and @EmtiyazKhan), extending a variational Bayes-based geometric framework to modern NN optimization. It can be used to design methods for Bayesian inference, numerical optimization, and gradient-free optimization.
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In the matrix-valued case, we also consider a matrix variant of Adafactor, which can be viewed as a structural version of RMSProp using the von Neumann divergence. KL-Shampoo also outperforms this matrix Adafactor.
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Surprisingly, KL-Shampoo no longer requires the empirical heuristics used in Shampoo and SOAP—such as step-size grafting and running Adam in the eigenbasis. Empirically, KL-Shampoo boosts Shampoo’s performance and outperforms SOAP while matching SOAP’s per-iteration runtime.
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Because Shampoo and SOAP use Frobenius-norm–based estimation while quasi-Newton methods have transitioned to KL-based schemes such as BFGS and DFP, we are motivated to adopt a KL-based perspective.
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