noahgolmant / pytorch-hessian-eigenthings

Efficient PyTorch Hessian eigendecomposition tools!
MIT License
360 stars 43 forks source link

Add power iteration accuracy tests with minor stability fixes for power iteration #26

Closed noahgolmant closed 5 years ago

noahgolmant commented 5 years ago

This adds tests for

  1. Power iteration on random PSD Wishart matrices
  2. Power iteration using the full dataset for simple linear models
  3. Power iteration using a fixed mini-batch
  4. Stochastic power iteration using a new mini-batch for each hessian-vector product evaluation

Plots can be found in #23.