Re:The Matrix Calculus You Need for Deep Learning
by Rainymood on Friday June 29, 2018 @04:07AM
(#17423123)
>So my question - is there a layman's explanation for what a Hessian matrix is
(I'm approaching this from a graduate level stats angle). Just like the score vector is the derivative of the ML wrt its parameters, the Hessian matrix is just the derivative of the score vector. It's just the second derivative wrt the parameters of the ML. It's the derivative of the derivative of the ML function.
(I'm approaching this from a graduate level stats angle). Just like the score vector is the derivative of the ML wrt its parameters, the Hessian matrix is just the derivative of the score vector. It's just the second derivative wrt the parameters of the ML. It's the derivative of the derivative of the ML function.