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Pearlmutter, Barak A. (1994) Fast Exact Multiplication by the Hessian. Neural Computation, 6 (1). pp. 147-160. ISSN 0899-7667
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Abstract
Just storing the Hessian H (the matrix of second derivatives a2E/aw, aw, of the error E with
respect to each pair of weights) of a large neural network is difficult. Since a common use of
a large matrix like H is to compute its product with various vectors, we derive a technique
that directly calculates Hv, where v is an arbitrary vector. To calculate Hv, we first define a
differential operator Rycf (w)}=(a/&) f (w+ W) J~=~, note that%{Vw}= Hv and%{w}= v, and
then apply R {.} to the equations used to compute 0,.
| Item Type: | Article |
|---|---|
| Keywords: | Fast Exact Multiplication; Hessian; |
| Academic Unit: | Faculty of Science and Engineering > Computer Science Faculty of Science and Engineering > Research Institutes > Hamilton Institute |
| Item ID: | 5501 |
| Depositing User: | Barak Pearlmutter |
| Date Deposited: | 15 Oct 2014 10:21 |
| Journal or Publication Title: | Neural Computation |
| Publisher: | MIT Press |
| Refereed: | Yes |
| Related URLs: | |
| Use Licence: | This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here |
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