作者bcs (Arm myslef with KW)
看板Statistics
标题Re: [问题] 请问什麽是 Hessian matrix ?
时间Thu Jun 22 15:09:22 2006
※ 引述《yungjui (Daniel)》之铭言：
: Hessian matrix 是啥 ... ?
: 有没有人知道其来历.. 如: Hess 是个人名吗?
: 另外, 有没有人知道为何其反矩阵就是 asymptotic covariance matrix ?
a maxtri called the Hessian which represents how a small change in a
parameter values changes the gradien,is used by most of the min
algorithms to determine how to change the parameter values to reduce the
gradient.
"Donald Erdman and Mark Little,SAS Institue Inc.,Cary NC"
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