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 Objective Found Mathematically Equivalent to KL-Shampoo(6 posts)→
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