/pyhessian

pyhessian is a TensorFlow module which can be used to estimate Hessian matrices

Primary LanguagePythonGNU General Public License v3.0GPL-3.0

** pyhessian

This package `pyhessian' contains the following components:

   pyhessian.py
      A python3 module to estimate Hessian matrices using TensorFlow
      (https://www.tensorflow.org) and NumPy (http://www.numpy.org)
      
   pyhessian_example.py
      An example showing how to apply HessianEstimator on
      a feed-forward neural network TensorFlow model

pyhessian is written in Python3 and depends on the TensorFlow and
NumPy libraries.


pyhessian
~~~~~~~~~
pyhessian is a module used to estimate Hessian matrices of TensorFlow
models. See the accompagnying paper "Efficient Computation of Hessian Matrices
in TensorFlow" found at: http://arxiv.org/abs/1905.05559

For very large models where the full Hessian matrix is too large to fit in memory, 
an alternative is to use the module pydeepdelta, see https://github.com/gknilsen/pydeepdelta
The pydeepdelta module is described in the paper "On the Delta Method for Uncertainty Approximation in Deep Learning" 
found at https://arxiv.org/abs/1912.00832

Where to get
~~~~~~~~~~~~
By GIT (development):
	https://github.com/gknilsen/pyhessian

Author
~~~~~~
Author: Geir K. Nilsen <geir.kjetil.nilsen@gmail.com>
My blog: http://octovoid.com

Other people have contributed to hessian_estimator theory development, see the 
THANKS file.

License
~~~~~~~
Copyright (c) 2019 by Geir K. Nilsen (geir.kjetil.nilsen@gmail.com) and 
the University of Bergen.

pyhessian is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with hessian_estimator.  If not, see <http://www.gnu.org/licenses/>.