Revisiting End To End Sparse Autoencoder Training -- A Short Finetune is All You Need

Sparse autoencoders (SAEs) are widely used for interpreting language model activations. A key evaluation metric is the increase in cross-entropy loss when replacing model activations with SAE reconstructions. Typically, SAEs are trained solely on mean squared error (MSE) using precomputed, shuffled activations. Recent work introduced training SAEs directly with a combination of KL divergence and MSE ("end-to-end" SAEs), significantly improving reconstruction accuracy at the cost of substantially increased computation, which has limited their widespread adoption. We propose a brief KL+MSE fine-tuning step applied only to the final 25M training tokens (just a few percent of typical training budgets) that achieves comparable improvements, reducing the cross-entropy loss gap by 20-50%, while incurring minimal additional computational cost. We further find that multiple fine-tuning methods (KL fine-tuning, LoRA adapters, linear adapters) yield similar, non-additive cross-entropy improvements, suggesting a common, easily correctable error source in MSE-trained SAEs. We demonstrate a straightforward method for effectively transferring hyperparameters and sparsity penalties despite scale differences between KL and MSE losses. While both ReLU and TopK SAEs see significant cross-entropy loss improvements, evaluations on supervised SAEBench metrics yield mixed results, suggesting practical benefits depend on both SAE architecture and the specific downstream task. Nonetheless, our method offers meaningful improvements in interpretability applications such as circuit analysis with minor additional cost.