torch_numopt.curvature.gauss_newton_approximation

Gauss-Newton approximation of the Hessian.

For least-squares problems, the Gauss-Newton method approximates the Hessian as Jᵀ J, where J is the Jacobian of the residuals. This module provides both full and block-diagonal versions.

Classes

GaussNewtonApproximation([vectorize, ...])

Full Gauss-Newton Hessian approximation.