3 ms·
The second moments of the gradient and the Hessian are absolutely related! See the Fisher Information, and the Cramer-Rao Lower Bound (an inequality on how muc
by jmalicki 3mo ago
The second moments of the gradient and the Hessian are absolutely related!
See the Fisher Information, and the Cramer-Rao Lower Bound (an inequality on how much the inverse covariance matrix and the Hessian can differ).
https://en.wikipedia.org/wiki/Fisher_information https://en.wikipedia.org/wiki/Fisher_information