The Ky Fan Norms and Beyond: Dual Norms and Combinations for Matrix Optimization

Abstract: In this article, we explore the use of various matrix norms for optimizing functions of weight matrices, a crucial problem in training LLMs. Moving beyond the spectral norm underlying the Muon update, we leverage duals of the Ky Fan $k$-norms to introduce a family of Muon-like algorithms we name Fanions, which are closely related to Dion. By working with duals of convex combinations of the Ky Fan $k$-norms with either the Frobenius norm or the $l_\infty$ norm, we construct the families of F-Fanions and S-Fanions, respectively. Their most prominent members are F-Muon and S-Muon. We complement our theoretical analysis with an extensive empirical study of these algorithms across a wide range of tasks and settings, demonstrating that F-Muon and S-Muon consistently match Muon's performance, while outperforming vanilla Muon on a synthetic linear least squares problem.