Related papers: Estimating the Hessian by Back-propagating Curvatu…

We present highly efficient algorithms for performing forward and backward propagation of Convolutional Neural Network (CNN) for pixelwise classification on images. For pixelwise classification tasks, such as image segmentation and object…

Neural network pruning is a practical way for reducing the size of trained models and the number of floating-point operations. One way of pruning is to use the relative Hessian trace to calculate sensitivity of each channel, as compared to…

Efficiently approximating local curvature information of the loss function is a key tool for optimization and compression of deep neural networks. Yet, most existing methods to approximate second-order information have high computational or…

In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…

In this paper, we consider stochastic second-order methods for minimizing a finite summation of nonconvex functions. One important key is to find an ingenious but cheap scheme to incorporate local curvature information. Since the true…

The Hessian matrix has a number of important applications in a variety of different fields, such as optimzation, image processing and statistics. In this paper we focus on the practical aspects of efficiently computing Hessian matrices in…

Nonlinear least-squares problems are a special class of unconstrained optimization problems in which their gradient and Hessian have special structures. In this paper, we exploit these structures and proposed a matrix-free algorithm with a…

Flatness measures based on the spectrum or the trace of the Hessian of the loss are widely used as proxies for the generalization ability of deep networks. However, most existing definitions are either tailored to fully connected…

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…

Deep Gaussian processes have recently been proposed as natural objects to fit, similarly to deep neural networks, possibly complex features present in modern data samples, such as compositional structures. Adopting a Bayesian nonparametric…

This paper presents a method for approximate Gaussian process (GP) regression with tensor networks (TNs). A parametric approximation of a GP uses a linear combination of basis functions, where the accuracy of the approximation depends on…

Compressive sensing (CS) is an emerging field based on the revelation that a small collection of linear projections of a sparse signal contains enough information for stable, sub-Nyquist signal acquisition. When a statistical…

Fundamental tasks in computational chemistry, from transition state search to vibrational analysis, rely on molecular Hessians, which are the second derivatives of the potential energy. Yet, Hessians are computationally expensive to…

Conformal Prediction (CP) is a popular framework for constructing prediction bands with valid coverage in finite samples, while being free of any distributional assumption. A well-known limitation of conformal prediction is the lack of…

For many inverse parameter problems for partial differential equations in which the domain contains only well-separated objects, an asymptotic solution to the forward problem involving 'polarization tensors' exists. These are functions of…

The lack of theoretical results for Layer Normalization and feedforward Hessians has left a gap in the study of Transformer optimization landscapes. We address this by deriving explicit second-order expressions for these components, thereby…

Predictive coding (PC) accounts of perception now form one of the dominant computational theories of the brain, where they prescribe a general algorithm for inference and learning over hierarchical latent probabilistic models. Despite this,…

We study online inference and asymptotic covariance estimation for the stochastic gradient descent (SGD) algorithm. While classical methods (such as plug-in and batch-means estimators) are available, they either require inaccessible…

We propose a modular extension of backpropagation for the computation of block-diagonal approximations to various curvature matrices of the training objective (in particular, the Hessian, generalized Gauss-Newton, and positive-curvature…