torch_numopt.curvature.hutchinson_diagonal_approximation

Hutchinson diagonal Hessian approximation.

This estimator uses random Rademacher vectors and the Hessian-vector product to estimate the diagonal of the Hessian. It is unbiased and works well for large models where full Hessian computation is infeasible.

Classes

HutchinsonDiagonalApproximation([n_samples, ...])

Diagonal Hessian estimator via Hutchinson's method.