Second order derivative

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Second order derivative #1582

Open March-08 opened 3 years ago

March-08 commented 3 years ago

How to compute the second-order derivative of the loss function wrt W and b? In particular, I need to compute only the diagonal of the Hessian matrix, so each entry h_kk of that matrix. So given w ∈ W, I need his second derivative. d²L/dw²

ToucheSir commented 3 years ago

You may be interested in https://github.com/FluxML/Zygote.jl/pull/959.