Re:The Matrix Calculus You Need for Deep Learning
by thomasahle on Friday June 29, 2018 @04:54AM
(#17423285)
> I'm not sure how you saw [the Hessian] used for fitting a logistic model
Probably some 2nd derivative version of gradient descent or Newton's method.
https://en.wikipedia.org/wiki/Newton%27s_method_in_optimizat...
I'm not sure how you saw it used for fitting a logistic model, but in general knowing the concavity of a function is useful for minimizing or maximizing it (e.g. by repeatedly approximating it as a 2nd-order polynomial and minimizing that), so maybe that's what you saw.