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ml-recall

#preconditioning

5 questions from Optimization & Calculus

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Question 1: Single choice

mediumAI-checkedOptimization & Calculus

A lightweight Newton method preconditions with the Hessian diagonal, x←x−η diag(H)−1∇f(x)\mathbf{x} \leftarrow \mathbf{x} - \eta\, \textrm{diag}(\mathbf{H})^{-1} \nabla f(\mathbf{x}). On nonconvex functions, why divide by ∣Hii∣|H_{ii}| rather than by HiiH_{ii}?

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