Natural Gradient Methods
Overview
Natural gradient methods study how to use the geometry of a model’s probability distributions, commonly represented by the Fisher information matrix, to choose updates that are less dependent on parameterization. They matter when ordinary gradients are poorly scaled or constrained, including neural-network training, policy optimization in reinforcement learning, variational inference, and optimization on manifolds. Approaches range from exact Fisher-based updates to Kronecker-factored, low-rank, and matrix-free approximations, alongside Riemannian methods and convergence analyses for policy learning and other structured problems. A central tension is that curvature-aware updates can improve convergence, but estimating and applying them can be costly or noisy, and useful step sizes and reliable scaling remain challenging.
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