Combining PSGD-Kron and KL-Shampoo yields an optimizer without eig/inverse/solve

YouJiacheng · x · 2026-08-26

The author combines PSGD-Kron's Σ^{-1/2} multiplicative update with KL-Shampoo's KL objective to propose a new optimizer that eliminates the need for eigen-decomposition, matrix inversion, or solving linear systems.

The core method involves multiplicative updates of P under the KL divergence objective KL(N(0, Σ), N(0, P^{-2})). The work was assisted by GPT Pro.

Related event: New Optimizer Combining PSGD-Kron and KL-Shampoo Avoids Eigendecomposition and Inversion(3 posts)→

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