ngd
Performance Evaluation of Ising and QUBO Variable Encodings in Boltzmann Machine Learning
Hasegawa, Yasushi, Ohzeki, Masayuki
We compare Ising ({-1,+1}) and QUBO ({0,1}) encodings for Boltzmann machine learning under a controlled protocol that fixes the model, sampler, and step size. Exploiting the identity that the Fisher information matrix (FIM) equals the covariance of sufficient statistics, we visualize empirical moments from model samples and reveal systematic, representation-dependent differences. QUBO induces larger cross terms between first- and second-order statistics, creating more small-eigenvalue directions in the FIM and lowering spectral entropy. This ill-conditioning explains slower convergence under stochastic gradient descent (SGD). In contrast, natural gradient descent (NGD)-which rescales updates by the FIM metric-achieves similar convergence across encodings due to reparameterization invariance. Practically, for SGD-based training, the Ising encoding provides more isotropic curvature and faster convergence; for QUBO, centering/scaling or NGD-style preconditioning mitigates curvature pathologies. These results clarify how representation shapes information geometry and finite-time learning dynamics in Boltzmann machines and yield actionable guidelines for variable encoding and preprocessing.
concerns below (due to space constraints, we focus on the main concerns): 2
We thank the reviewers for their detailed reviews and constructive feedback. It is not known how tight any of these bounds are. We will clarify this point in the final version. Red lines are GD while blue lines are NGD (Hessian-free). Solid lines are training curves while dashed lines are testing curves.
Guiding Time-Varying Generative Models with Natural Gradients on Exponential Family Manifold
Liu, Song, Wang, Leyang, Wang, Yakun
Optimising probabilistic models is a well-studied field in statistics. However, its connection with the training of generative models remains largely under-explored. In this paper, we show that the evolution of time-varying generative models can be projected onto an exponential family manifold, naturally creating a link between the parameters of a generative model and those of a probabilistic model. We then train the generative model by moving its projection on the manifold according to the natural gradient descent scheme. This approach also allows us to approximate the natural gradient of the KL divergence efficiently without relying on MCMC for intractable models. Furthermore, we propose particle versions of the algorithm, which feature closed-form update rules for any parametric model within the exponential family. Through toy and real-world experiments, we validate the effectiveness of the proposed algorithms.
NGD converges to less degenerate solutions than SGD
Saghir, Moosa, Raghavendra, N. R., Liu, Zihe, Gunter, Evan Ryan
The number of free parameters, or dimension, of a model is a straightforward way to measure its complexity: a model with more parameters can encode more information. However, this is not an accurate measure of complexity: models capable of memorizing their training data often generalize well despite their high dimension. Effective dimension aims to more directly capture the complexity of a model by counting only the number of parameters required to represent the functionality of the model. Singular learning theory (SLT) proposes the learning coefficient $ \lambda $ as a more accurate measure of effective dimension. By describing the rate of increase of the volume of the region of parameter space around a local minimum with respect to loss, $ \lambda $ incorporates information from higher-order terms. We compare $ \lambda $ of models trained using natural gradient descent (NGD) and stochastic gradient descent (SGD), and find that those trained with NGD consistently have a higher effective dimension for both of our methods: the Hessian trace $ \text{Tr}(\mathbf{H}) $, and the estimate of the local learning coefficient (LLC) $ \hat{\lambda}(w^*) $.
Deep Causal Learning to Explain and Quantify The Geo-Tension's Impact on Natural Gas Market
Peter, Philipp Kai, Li, Yulin, Li, Ziyue, Ketter, Wolfgang
Natural gas demand is a crucial factor for predicting natural gas prices and thus has a direct influence on the power system. However, existing methods face challenges in assessing the impact of shocks, such as the outbreak of the Russian-Ukrainian war. In this context, we apply deep neural network-based Granger causality to identify important drivers of natural gas demand. Furthermore, the resulting dependencies are used to construct a counterfactual case without the outbreak of the war, providing a quantifiable estimate of the overall effect of the shock on various German energy sectors. The code and dataset are available at https://github.com/bonaldli/CausalEnergy.