Blog argues Shampoo-style preconditioners converge to Muon in ideal limit
A technical blog post contends that all Shampoo-like Kronecker-product preconditioned optimizers, including variants such as KL-Shampoo, OKLS, PSGD, and SOAP, converge to Muon in the ideal limit. The author argues that the expensive preconditioning matrices may be unnecessary, questioning their value over simpler Muon updates.
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科学空间 (苏剑林)苏剑林
众所周知, Muon 优化器流行起来已经有好一段时间,虽然说不上完全取代Adam,但已经算得上不能忽视的、极具竞争力的优化器。与此同时,这两年Shampoo系优化器也“不甘落后”,除了原始Shampoo外,还演变出 KL-Shampoo 、 OKLS 、 PSGD 、 SOAP 等变体,都声称获得了比Muon更好的结果。 然而,本文将会泼一盆冷水:所有类似于Shampoo的、基于Kronecker积的预条件优化器,其理想极限可能都是Muon,我们花大代价所做的预条件矩阵,可能都是“无用功”。 平均收敛 我们从 《让炼丹更科学一些(十):单调性假设的拆与补》 得到的平均收敛结论出发:在凸性假设下,更新规则$\boldsymbol{\theta}_{t+1} = \boldsymbol{\theta}_t - \eta_t \boldsymbol{H}_t^{-1}\boldsymbol{g}_t$成立如下不等式 [...]
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