Fisher-Orthogonal Projection Methods for Natural Gradient Descent with Large Batches

Abstract: Modern GPUs are equipped with large amounts of high-bandwidth memory, enabling them to support mini-batch sizes of up to tens of thousands of training samples. However, most existing optimizers struggle to perform effectively at such a large batch size. As batch size increases, gradient noise decreases due to averaging over many samples, limiting the ability of first-order methods to escape sharp or suboptimal minima and reach the global minimum. Meanwhile, second-order methods like the natural gradient with Kronecker-Factored Approximate Curvature (KFAC) often require excessively high damping to remain stable at large batch sizes. This high damping effectively washes out the curvature information that gives these methods their advantage, reducing their performance to that of simple gradient descent. In this paper, we introduce Fisher-Orthogonal Projection (FOP), a novel technique that restores the effectiveness of the second-order method at very large batch sizes, enabling scalable training with improved generalization and faster convergence. FOP constructs a variance-aware update direction by leveraging gradients from two sub-batches, enhancing the average gradient with a component of the gradient difference that is orthogonal to the average under the Fisher-metric.