PSGD cost function matches KL-shampoo objective exactly, author notes

YouJiacheng · x · 2026-08-31

YouJiacheng points out that the online PCA cost function in section H.3 of the paper 'Curvature-Informed SGD via General Purpose Lie-Group Preconditioners' (2402.04553) is identical to the KL divergence objective in KL-shampoo. Interestingly, this cost was not interpreted as a KL divergence in the paper. The author asks if this cost is well-known in the online PCA literature.

Related event: PSGD Optimizer Objective Found Identical to KL-Shampoo(3 posts)→

Original post →

More from Research

Research channel →