Correlations Are Ruining Your Gradient Descent

Abstract: Herein the topics of (natural) gradient descent, data decorrelation, and approximate methods for backpropagation are brought into a common discussion. Natural gradient descent illuminates how gradient vectors, pointing at directions of steepest descent, can be improved by considering the local curvature of loss landscapes. We extend this perspective and show that to fully solve the problem illuminated by natural gradients in neural networks, one must recognise that correlations in the data at any linear transformation, including node responses at every layer of a neural network, cause a non-orthonormal relationship between the model's parameters. To solve this requires a method for decorrelating inputs at each individual layer of a neural network. We describe a range of methods which have been proposed for decorrelation and whitening of node output, and expand on these to provide a novel method specifically useful for distributed computing and computational neuroscience. Implementing decorrelation within multi-layer neural networks, we can show that not only is training via backpropagation sped up significantly but also existing approximations of backpropagation, which have failed catastrophically in the past, benefit significantly in their accuracy and convergence speed. This has the potential to provide a route forward for approximate gradient descent methods which have previously been discarded, training approaches for analogue and neuromorphic hardware, and potentially insights as to the efficacy and utility of decorrelation processes in the brain.