Series of Hessian-Vector Products for Tractable Saddle-Free Newton Optimisation of Neural Networks
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Abstract (arXiv)
Despite their popularity in the field of continuous optimisation, second-order quasi-Newton methods are challenging to apply in machine learning, as the Hessian matrix is intractably large. This computational burden is exacerbated by the need to address non-convexity, for instance by modifying the Hessian's eigenvalues as in Saddle-Free Newton methods. We propose an optimisation algorithm which addresses both of these concerns - to our knowledge, the first efficiently-scalable optimisation algorithm to asymptotically use the exact inverse Hessian with absolute-value eigenvalues. Our method frames the problem as a series which principally square-roots and inverts the squared Hessian, then uses it to precondition a gradient vector, all without explicitly computing or eigendecomposing the Hessian. A truncation of this infinite series provides a new optimisation algorithm which is scalable and comparable to other first- and second-order optimisation methods in both runtime and optimisation performance. We demonstrate this in a variety of settings, including a ResNet-18 trained on CIFAR-10.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 28 of its 69 references that are in the map. First posted on arXiv 23 Oct 2023.
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28 of 69 references.
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16 more
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