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There are "limited memory" algorithms which use low rank approximations. https://en.wikipedia.org/wiki/Limited-memory_BFGS https://en.wikipedia.org/wiki/Limite
by xscott 6y ago
There are "limited memory" algorithms which use low rank approximations.
https://en.wikipedia.org/wiki/Limited-memory_BFGS https://en.wikipedia.org/wiki/Limited-memory_BFGS
- jleahy 6y agoAlso techniques that only require the product of the hessian with some arbitrary vector, which itself is just a vector. That can be easy to compute in some problems.