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Math

Hessian Matrix

https://en.wikipedia.org/wiki/Hessian_matrix some sort of crazy math thing I’ve come across while researching NNs. My own opinion is that neurons in the brain are not doing any calculus, and to my knowledge, there’s still no proof of back-propagation in the brain, so whenever the math gets too complicated, there’s probably a simpler way to do it.

In mathematics, the Hessian matrix or Hessian is a square matrix of second-order partial derivatives of a scalar-valued function, or scalar field. It describes the local curvature of a function of many variables. The Hessian matrix was developed in the 19th century by the German mathematician Ludwig Otto Hesse and later named after him. Hesse originally used the term “functional determinants”.

https://stackoverflow.com/questions/23297090/how-calculating-hessian-works-for-neural-network-learning

https://activecalculus.org/multi/S-10-3-Second-Order-Partial-Derivatives.html

Second-order Partial Derivatives

A function ff of two independent variables xx and yy has two first order partial derivatives, fxfx and fy.fy. Each of these first-order partial derivatives has two partial derivatives, giving a total of four second-order partial derivatives:

  • fxx=(fx)x=∂∂x(∂f∂x)=∂2f∂x2,fxx=(fx)x=∂∂x(∂f∂x)=∂2f∂x2,
  • fyy=(fy)y=∂∂y(∂f∂y)=∂2f∂y2,fyy=(fy)y=∂∂y(∂f∂y)=∂2f∂y2,
  • fxy=(fx)y=∂∂y(∂f∂x)=∂2f∂y∂x,fxy=(fx)y=∂∂y(∂f∂x)=∂2f∂y∂x,
  • fyx=(fy)x=∂∂x(∂f∂y)=∂2f∂x∂y.fyx=(fy)x=∂∂x(∂f∂y)=∂2f∂x∂y.

The first two are called unmixed second-order partial derivatives while the last two are called the mixed second-order partial derivatives.