Fourier-diagonalized natural gradients coincide with Sobolev mirror descent when their spectral symbols match and are otherwise preconditioned by it, yielding a new Spectral Natural Gradient implementation.
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Fourier-Diagonalized Natural Gradients and Sobolev Mirror Descent
Fourier-diagonalized natural gradients coincide with Sobolev mirror descent when their spectral symbols match and are otherwise preconditioned by it, yielding a new Spectral Natural Gradient implementation.