We will make Shampoo/SOAP, including KL-Shampoo/KL-SOAP, faster. Our goal is to match Muon's runtime while maintaining Shampoo/SOAP's strong per-step performance. Stay tuned for new updates.
KL Shampoo and KL SOAP outperform their non-KL counterparts by learning the preconditioners compositionally, so that each stage corrects what remains after the last.
Available in HeavyBall 3.1.1, with major PSGD stability backports.