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We can leave the
error surface alone, but apply
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the correction to
the gradient vector.
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We multiply the
vector of gradients by the
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inverse of the
curvature matrix. This produces a
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direction that
points straight at the minimum for
a
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quadratic
surface.
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The curvature
matrix has too many terms to be
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of use in a big
network. Maybe we can get some
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benefit from just
using the terms along the
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leading diagonal
(Le Cun).
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