Pretty in depth article and well laid out explanation of natural gradient descent with a small pre-fit dataset for a conclusion of 'too computationally expensive for machine learning/big data world'.
This is what I struggled with in school. You'd spend a class week learning some tough stuff only to be told 'this is no longer done, better methods are now used.'
Sometimes the work is needed to allow you to understand why/how the new method is used, but in many cases I didn't find that to be true.