Fast Exact Multiplication by the Hessian - 1993 (nc-hessian)-计算机...

Fast Exact Multiplication by the HessianBarak A. Pearlmutter Siemens Corporate Research755 College Road East Princeton, NJ 08540bap@learning.siemens.comJune 9, 1993 To appear in Neural ComputationAbstractJust storing the Hessian �(the matrix of second derivatives ∂2E � ∂wi∂wj 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� is to compute its product with various vectors, we derive a techniquethat directly calc