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REVIEW 4 major objections 5 minor 41 references

NysAct: A Scalable Preconditioned Gradient Descent using Nystrom Approximation

T0 review · 4 major / 5 minor · reviewed 2026-08-07 · deepseek-v4-flash

Pith's one-line read NysAct preconditions gradients with a low-rank Nyström approximation of the activation covariance matrix, matching second-order optimizers at near-SGD speed.

desk verdict Promising fast Nyström preconditioner with sound empirical scaling, but the convergence theorem analyzes a different update than the pseudocode and the abstract's accuracy claim is contradicted by the paper's own tables. read the letter →

arxiv 2506.08360 v1 pith:CCEILMG7 submitted 2025-06-10 cs.LG

classification cs.LG
keywords gradientpreconditioningNyströmapproximationactivationcovariancesecond-orderoptimizationdeeplearningoptimizerconvergenceanalysisimageclassification
verification ladder T0 review T1 audit T2 compute T3 formal

The pith

A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.

The reading

This paper tries to establish that a cheap randomized sketch of the activation covariance matrix is enough to precondition gradients in deep neural networks, giving the accuracy benefits of curvature-based preconditioning without storing or inverting full matrices. The proposed optimizer, NysAct, keeps an exponential moving average of activation covariances but stores only a rank-$r$ Nyström sketch per layer, dropping memory from $O(d^2)$ to $O(dr)$ and inversion cost from $O(d^3)$ to roughly $O(d r^2)$. On CIFAR image classification the authors report test accuracy that matches or beats KFAC, Eva, and SGD while coming close to the stronger FOOF baseline, at 1.2 to 1.4 times SGD wall-clock time instead of the 1.7 to 2.5 times typical of other preconditioners; on ImageNet it reaches fixed accuracy thresholds with less wall-clock time than SGD and the second-order baselines. They also prove an $O(1/T)$ gradient-norm convergence rate for non-convex smooth losses, with the Nyström error entering the bound linearly. If the claim holds, expensive curvature-based preconditioning becomes tractable for large models at almost first-order cost.

What carries the argument

The load-bearing object is the eigenvalue-shifted Nyström approximation of a positive-semidefinite covariance matrix: given a sketch $S$ made of $r$ randomly chosen columns (or $r$ Gaussian combinations) of the activation covariance $A$, NysAct forms $A S (S^T A S)^+ S^T A$ and computes its inverse stably using damping $\rho$, a Cholesky factor $R$ of $S^T (\tilde C_{\text{damped}}) S$, and an SVD of $\tilde C_{\text{damped}} R^{-1}$, with a shift by $|\lambda_{\min}| + \rho$ added and then removed to keep the linear algebra positive definite. This reduces per-layer preconditioning from $O(d_{\text{out}}^3 + d_{\text{in}}^3)$ time and $O(d_{\text{out}}^2 + d_{\text{in}}^2)$ memory for KFAC, or $O(d_{\text{in}}^3)$ and $O(d_{\text{in}}^2)$ for FOOF, to $O(r^3 + d_{\text{in}} r^2)$ time and $O(d_{\text{in}} r)$ memory, with $r = 10$ on CIFAR and $r = 50$ or $20$ on ImageNet. The mechanism carries the argument because every expensive matrix in the preconditioner is replaced by a small sketch, while the convergence theorem tracks the approximation error $\epsilon$ through the eigenvalues of the preconditioned update.

What would settle it

On a small network, maintain the exact exponential moving average $C_k$ of activation covariances alongside NysAct's sketch, and at each update compare the Nyström approximation of $C_k$ with the sketch-averaged preconditioner from Algorithm 1. A Frobenius-norm gap that grows with training steps rather than shrinking as the rank $r$ increases, or a clear test-accuracy gap favoring the exact-EMA version, would show the sketch-EMA update is not a valid stand-in.

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Extended reading notes

Core claim

The paper's central claim is that the exponential moving average of activation covariances is a sufficient preconditioner for gradient descent, and that this matrix can be replaced by its eigenvalue-shifted Nyström approximation without losing accuracy. Concretely, NysAct maintains $\tilde C_k = \beta_2 \tilde C_{k-1} + (1-\beta_2) A_k S_k$ for each layer, a rank-$r$ sketch of the covariance EMA, and builds a stable damped inverse from the Cholesky and singular value decompositions of the small $r \times r$ sketch. The claimed payoff is that a method with $O(dr)$ memory and near-SGD wall-clock time matches or exceeds KFAC, Eva, and SGD on CIFAR classification, trails the full-covariance FOOF baseline by only a few tenths of a percent, and reaches ImageNet accuracy thresholds faster in wall-clock time than SGD and the second-order methods, while Theorem 5.5 gives a gradient-norm convergence rate of $O(1/T)$ under Assumptions 5.1 through 5.4.

Load-bearing premise

The method's correctness depends on treating the exponentially averaged random column samples of the covariance as though they were random column samples of the exponentially averaged covariance, even though the sampled columns are redrawn at every update; if that averaging shortcut fails, both the preconditioner and the proof lose their footing.

Editorial extensions

If this is right

  • A rank as small as 10 on CIFAR captures enough of the activation covariance structure that NysAct stays within a few tenths of a percent of exact FOOF, so the Nyström approximation, not the full matrix, is doing the work.
  • On ImageNet, NysAct-S reaches the 72% top-1 threshold for ResNet-50 in 8.21 hours versus 8.48 for SGD and 10.10 for KFAC, showing the speedup persists at 27M-parameter scale.
  • KFAC and FOOF fail to complete 200-epoch DeiT-S training due to numerical issues in preconditioner inversion, while NysAct-S completes it, suggesting the damped shifted Nyström inverse is more robust.
  • Theorem 5.5 makes the Nyström approximation error enter the convergence rate linearly, so reducing $\epsilon$, for example by raising the rank, should speed convergence as well as improve the preconditioner.
  • Subcolumn sampling is the safer choice at ImageNet scale; Gaussian sketching performs comparably on small datasets but degrades on large-scale inputs.

Reading between the lines

Editorial extensions of the paper, not claims the author makes directly.

  • Editorial inference: the same sketch-EMA preconditioner should transfer to embedding and attention-projection layers of transformers, where the analogous covariance matrices are also too large to invert exactly; the DeiT-S experiment is a first hint but does not establish this.
  • Editorial inference: because the convergence bound depends on the Nyström error $\epsilon$, an adaptive-rank schedule that increases $r$ when preconditioned gradient norms stall is a natural untested extension.
  • Editorial inference: the sketch-EMA update is the part most worth stress-testing; comparing NysAct against an exact-EMA preconditioner on a small network would cleanly separate approximation error from the averaging-invalidity issue.
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Editorial analysis

A structured set of objections, weighed in public.

Desk editor's note, referee report, and a circularity audit.

Referee Report

4 major / 5 minor

Summary. The paper introduces NYSACT, a preconditioned gradient method that replaces the exact activation covariance matrix in FOOF/KFAC-style updates with an eigenvalue-shifted Nyström approximation maintained as an exponential moving average of sketched activations. Two sketching variants are proposed (Gaussian, NYSACT-G; column sampling, NYSACT-S). The paper claims a convergence rate of O(1/T) for non-convex smooth stochastic optimization (Theorem 5.5), reports complexity advantages over KFAC/FOOF/Eva, and presents image-classification experiments on CIFAR and ImageNet. The central theoretical and empirical claims are not supported by the manuscript as written.

Significance. If it worked as claimed, NYSACT would be a practically useful scalable preconditioner: the complexity analysis in Table 1 and the wall-clock/memory results in Tables 3 and 6 are attractive, and the empirical study is wide (multiple architectures, datasets, epochs, ablations over rank, damping, and update frequency). The code is made public. However, the core algorithmic object maintained in Algorithm 1 is not a valid Nyström sketch of the EMA covariance, so the convergence theorem analyzes a different update from the one implemented; the proof of that theorem also contains a sign error. The abstract's accuracy claim is contradicted by the paper's own tables. These are load-bearing issues, so the contribution as presented is not established.

major comments (4)
  1. [Algorithm 1, Eq. (4)] The maintained array eC_k = β2 eC_{k-1} + (1-β2) A_k S_k is not a Nyström sketch of the EMA covariance C_k, because S_k is freshly drawn at every covariance update (lines 3-7) and sketching does not commute with the EMA. For Gaussian sketching with zero-mean entries independent of the activations, the conditional expectation of eC_k over the sketching randomness is zero, so the object carries no covariance information in expectation. Similarly, line 12 adds ρ S_k rather than a fixed projection of ρI, so bC_{k,damped} is not a sketch of C_k + ρI. Consequently, the preconditioner computed in lines 13-20 is not an approximation of (C_k+ρI)^{-1}, and the update analyzed in Appendix A, W_{k+1}=W_k-ηG(W_k)(A_nys+ρI)^{-1}, is not the update implemented by Algorithm 1. This mismatch invalidates Theorem 5.5 as a statement about NYSACT.
  2. [Appendix A, proof of Theorem 5.5] The descent inequality is derived with the wrong direction. After Taylor expansion the proof needs to upper-bound -η Tr(∇L(W_k)(A_nys+ρI)^{-1}G(W_k)^⊺), but it invokes Tr(ABC) ≤ ‖A‖_F‖B‖_2‖C‖_F, which is an upper bound on the trace, not on its negative. Since the trace can be negative, this yields a lower bound on -ηTr(...), so the displayed chain of inequalities is invalid. A lower bound on Tr (e.g., Tr(ABC) ≥ -‖A‖_F‖B‖_2‖C‖_F) is needed, and it is not supplied.
  3. [Eq. (6) and the O(1/T) claim] Even setting the sign issue aside, the algebra leading to Eq. (6) is incorrect and the claimed O(1/T) rate does not follow. After summing and dividing by T, the variance term should have denominator 2(λL-ε νL+ρ)^2/(λU+ε νU+ρ) - ηL, not 2(λL-ε νL+ρ)^2 - ηL(λU+ε νU+ρ). Moreover, with the constant learning rate specified in Theorem 5.5, the variance term in Eq. (6) is independent of T, so the right-hand side does not tend to zero as T→∞ unless η is also sent to zero. The advertised O(1/T) convergence for fixed η is therefore unsupported.
  4. [Abstract and Section 1.1] The abstract's claim that NYSACT 'achieves improved test accuracy compared to both first-order and second-order methods' is contradicted by the paper's own tables. In Table 2, FOOF (a first-order preconditioning baseline) is the best method in every reported CIFAR block, with NYSACT second; in Table 4, NYSACT-S on ImageNet ResNet-50 reaches 75.62%/78.77% top-1 accuracy at 100/200 epochs versus 78.05%/79.46% for SGD and 78.37%/79.69% for FOOF. The contribution bullet in Section 1.1 repeats the unsupported accuracy claim. The experimental section itself is more measured, but the abstract and contributions overstate the results.
minor comments (5)
  1. [Section 4, Eq. (5)] The symbol eC_k is used both for the EMA of sketched covariances and, in Eq. (5), for a Nyström sketch of a single covariance; please use distinct notation to avoid conflating the two objects.
  2. [Section 4, line 12] The sentence 'to ensure the positive semi-definiteness C_k' should refer to C_k + ρI; the damping is added to the sketched quantity, not to the raw covariance.
  3. [Section 5, Figure 2] The empirical support for Assumption 5.3 shows only the Frobenius norm of activation covariances; the assumption also requires a uniform lower bound on eigenvalues, which the figure does not address.
  4. [Tables 4-6] Only NYSACT-S is reported for ImageNet, while the algorithm defines both NYSACT-G and NYSACT-S; please specify which variant is used in each table and whether the reported times and accuracies correspond to that variant alone.
  5. [Table 7] The ImageNet row for NYSACT lists two values for weight decay ('0.00002 / 0.0001') and two values for r ('50 / 20') without explaining which applies to ResNet-50 and which to DeiT-S; please clarify.

Circularity Check

0 steps flagged · score 0.0 of 10

No circularity found: the paper's claims rest on external prior work and standard assumptions rather than on fitted inputs or self-citation.

full rationale

No load-bearing circular step appears in NysAct. The method combines two external ingredients: Benzing's FOOF observation that the activation covariance, not the pre-activation gradient covariance, drives KFAC's performance [2], and Tropp et al.'s eigenvalue-shifted Nyström approximation [35]. Neither ingredient is derived from, nor fitted to, the paper's own test-accuracy claims. Assumption 5.4 posits a bound on the Nyström approximation error and is used inside Theorem 5.5, but this is an assumption about the approximation, not a restatement of the convergence theorem; the theorem's stated rate is then derived, not assumed. The hyperparameters are grid-searched in the experiments, but no fitted parameter is renamed as a prediction. The paper contains no self-citation of the authors' prior work, and no uniqueness theorem or ansatz is imported from the authors themselves. Concerns raised by a skeptical reader, such as the resampled sketching matrix in the EMA update not being a sketch of the EMA covariance, the sign of the trace bound in the proof of Theorem 5.5, and the ImageNet results showing NYSACT below SGD and FOOF on ResNet-50, are correctness or validation issues rather than circularity: they do not show that a claimed 'prediction' is equivalent by construction to its inputs. Accordingly, the circularity score is 0.

Assumptions & free parameters 2 free parameters · 4 assumptions · 0 invented entities

The method introduces no new physical or conceptual entities. Its free parameters are standard optimizer hyperparameters plus the rank and damping; the main load-bearing assumptions are the smoothness and variance conditions and the unverified Nyström error and covariance bounds.

free parameters (2)
  • rank r = 10 (CIFAR), 50 and 20 (ImageNet)
    Approximation rank for the Nyström sketch; chosen by hand, controls trade-off between accuracy and compute.
  • damping factor ρ = 1.0 for NYSACT on both CIFAR and ImageNet
    Selected via grid search over [0.01, 0.05, 0.1, 0.5, 1, 5, 10] for FOOF and NYSACT (Appendix B).
assumptions (4)
  • domain assumption The loss is L-smooth (Assumption 5.1)
    Standard smoothness assumption for neural network objectives; invoked in the Taylor expansion in the proof.
  • domain assumption Stochastic gradients are unbiased with bounded variance (Assumption 5.2)
    Standard in SGD analysis; used to take expectations in the proof.
  • domain assumption Activation covariance eigenvalues are bounded away from zero and above (Assumption 5.3)
    Supported only by a toy LeNet-5 experiment (Figure 2); needed for the inverse preconditioner norm bounds.
  • ad hoc to paper The Nyström approximation error satisfies ||A - A_nys||_F ≤ ε ||A||_F for small ε (Assumption 5.4)
    Assumed without proof; the convergence rate and eigenvalue bounds depend on this unverified ε.

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Cite this review

Pith. "Pith review of NysAct: A Scalable Preconditioned Gradient Descent using Nystrom Approximation." pith.science (2026). https://pith.science/paper/CCEILMG7

@misc{pith2026250608360,
  author       = {Pith},
  title        = {Pith review of: NysAct: A Scalable Preconditioned Gradient Descent using Nystrom Approximation},
  year         = {2026},
  howpublished = {\url{https://pith.science/paper/CCEILMG7}},
  note         = {Machine review of arXiv:2506.08360}
}
read the original abstract

Adaptive gradient methods are computationally efficient and converge quickly, but they often suffer from poor generalization. In contrast, second-order methods enhance convergence and generalization but typically incur high computational and memory costs. In this work, we introduce NysAct, a scalable first-order gradient preconditioning method that strikes a balance between state-of-the-art first-order and second-order optimization methods. NysAct leverages an eigenvalue-shifted Nystrom method to approximate the activation covariance matrix, which is used as a preconditioning matrix, significantly reducing time and memory complexities with minimal impact on test accuracy. Our experiments show that NysAct not only achieves improved test accuracy compared to both first-order and second-order methods but also demands considerably less computational resources than existing second-order methods. Code is available at https://github.com/hseung88/nysact.

Figures

Figures reproduced from arXiv: 2506.08360 by the authors.

Figure 1
Figure 1. Comparison of exact activation covariance and Nyström-approximated activation covariance in ResNet-32 architecture [PITH_FULL_IMAGE:figures/full_fig_p002_1.png] view at source ↗
Figure 2
Figure 2. Trajectories of the Frobenius norm of the activation covariance for LeNet-5 layers on CIFAR-10 for 100 epochs. [PITH_FULL_IMAGE:figures/full_fig_p007_2.png] view at source ↗
Figure 3
Figure 3. Comparison of training loss and test accuracy of optimizers on CIFAR-100 dataset using [PITH_FULL_IMAGE:figures/full_fig_p009_3.png] view at source ↗
Figures from the paper (4 more)
Figure 4
Figure 4. Figure 4: Comparison of training loss and top-1 accuracy of optimizers on ImageNet dataset. The curves are truncated at thresholds [PITH_FULL_IMAGE:figures/full_fig_p010_4.png]
Figure 5
Figure 5. Figure 5: Comparison of the effects of learning rate, EMA coefficient, damping, and mini-batch size on gradient preconditioning [PITH_FULL_IMAGE:figures/full_fig_p016_5.png]
Figure 6
Figure 6. Figure 6: Comparison of wall-clock time for different inverse update frequencies during ResNet-110 training on the CIFAR-100 [PITH_FULL_IMAGE:figures/full_fig_p016_6.png]
Figure 7
Figure 7. Figure 7: Comparison of test accuracy and wall-clock time for different ranks of [PITH_FULL_IMAGE:figures/full_fig_p017_7.png]

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