Gradient Regularized Natural Gradients

Gradient regularization (GR) has been shown to improve the generalizability of trained models. While Natural Gradient Descent has been shown to accelerate optimization in the initial phase of training, little attention has been paid to how the training dynamics of second-order optimizers can benefit from GR. In this work, we propose Gradient-Regularized Natural Gradients (GRNG), a family of scalable second-order optimizers that integrate explicit gradient regularization with natural gradient updates. Our framework provides two complementary algorithms: a frequentist variant that avoids explicit inversion of the Fisher Information Matrix (FIM) via structured approximations, and a Bayesian variant based on a Regularized-Kalman formulation that eliminates the need for FIM inversion entirely. We establish convergence guarantees for GRNG, showing that gradient regularization improves stability and enables convergence to global minima. Empirically, we demonstrate that GRNG consistently enhances both optimization speed and generalization compared to first-order methods (SGD, AdamW) and second-order baselines (K-FAC, Sophia), with strong results on vision and language benchmarks. Our findings highlight gradient regularization as a principled and practical tool to unlock the robustness of natural gradient methods for large-scale deep learning.

Rank-1 Approximation of Inverse Fisher for Natural Policy Gradients in Deep Reinforcement Learning

Natural gradients have long been studied in deep reinforcement learning due to their fast convergence properties and covariant weight updates. However, computing natural gradients requires inversion of the Fisher Information Matrix (FIM) at each iteration, which is computationally prohibitive in nature. In this paper, we present an efficient and scalable natural policy optimization technique that leverages a rank-1 approximation to full inverse-FIM. We theoretically show that under certain conditions, a rank-1 approximation to inverse-FIM converges faster than policy gradients and, under some conditions, enjoys the same sample complexity as stochastic policy gradient methods. We benchmark our method on a diverse set of environments and show that it achieves superior performance to standard actor-critic and trust-region baselines.