Hessian by DL toolbox

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MAHSA YOUSEFI
MAHSA YOUSEFI le 27 Sep 2021
Commenté : MAHSA YOUSEFI le 27 Sep 2021
Hi there.
In my Matlab code, I am using customize training loop for my algorithm, so I am using forward and dlgradient to create my loss and gradient models, and then taking them by dlfeval.
I am going to ask you, is there any way to calculate the Hessian model of the objective function (in my case softmax cross entropy) in the training loop? Something similar dlgradent, lets say.
Thank you...
  3 commentaires
MAHSA YOUSEFI
MAHSA YOUSEFI le 27 Sep 2021
3.500,000 parameters totally and a dataset with 50,000 samples. For sure, yes! It would be a large matrix.
In my Algorithm, I have a subsampled Hessian (10,000 samples) multiply by a vectore.
MAHSA YOUSEFI
MAHSA YOUSEFI le 27 Sep 2021
Actually, if I find the way of computing Hessian, I can take some strategies to solve this problem, storing issue. I am going to do computations layer by layer. In this case, the size of Hessian matrix, depends on only to the number of that specific layter. So it would noy be too large if it is considered per layer.

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