New optimizer without eig/inverse/solve by combining PSGD-Kron and KL-Shampoo

YouJiacheng · x · 2026-08-26

Researchers combined PSGD-Kron's multiplicative update and KL-Shampoo's KL objective to create an optimizer that avoids eigendecomposition, inversion, or solving linear systems. The method parametrizes $P=R.T@R$ and performs multiplicative updates by minimizing $KL(N(0, \Sigma), N(0, P^{-2}))$. The author noted the work was assisted by GPT Pro.

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