Nicheloom

Market intelligence for builders — see what's gaining traction before it's crowded.

The Hessian of tall-skinny networks is easy to invert

Details

External ID
46638894
Source
HN
Company
—
Product
The Hessian of tall-skinny networks is easy to invert
Website domain
github.com
Launched
Jan. 15, 2026
Cohort
—
Upvotes
31
Upvotes percentile
0.7200263504611331
Tags
—
Fetched at
Sept. 7, 2026, 9:25 p.m.
Updated at
Sept. 7, 2026, 9:25 p.m.

Description

It turns out the inverse of the Hessian of a deep net is easy to apply to a vector. Doing this naively takes cubically many operations in the number of layers (so impractical), but it's possible to do this in time linear in the number of layers (so very practical)!This is possible because the Hessian of a deep net has a matrix polynomial structure that factorizes nicely. The Hessian-inverse-product algorithm that takes advantage of this is similar to running backprop on a dual version of the deep net. It echoes an old idea of Pearlmutter's for computing Hessian-vector products.Maybe this idea is useful as a preconditioner for stochastic gradient descent?

Enrichment

Theme
scientific computing and research algorithms
Vertical
Horizontal
Function
Model & infra
Audience
Developer
AI stance
Not AI
Project type
Hobby / open-source project
Normalized one-liner
neural network optimization research
Manually corrected
False

Could you build this?

No This is a mathematical machine learning research project deriving and proving linear-time Hessian inversion algorithms for deep neural networks, representing novel academic computer science research.

What it would actually take: Implementing this requires deriving exact second-order gradient formulations for specific neural network topologies and implementing custom matrix factorizations (e.g. specialized Woodbury matrix identity variants or backpropagation through Kronecker-factored approximations). It requires a research scientist with a PhD-level background in theoretical deep learning, optimization theory, and high-performance linear algebra (C++/CUDA).

Discussion

20 comments analyzed.

Competitors mentioned: BFGS, Conjugate Gradient (CG), SGD-type optimizers, Levenberg-Marquardt, Jacobian-free Newton-Krylov methods

Concerns raised: Situation dependent - no free lunch theorem applies, Hessian often not invertible without regularization, Computational and memory overhead vs. gradient descent, Requires model architecture and tricks to be worthwhile on larger models

Feature requests: Training runs and experimental results, Comparison with Conjugate Gradient methods, Better educational resources explaining Hessians and Jacobians

Competitors

Other products that read as similar to this one — 127 launches clear the similarity bar, closest 8 shown.

Attention rank: #25 of 128 (itself plus its competitors, highest first — normalized so YC and Product Hunt are compared fairly).

Launched 68 days after the earliest competitor.

Other launches for this product

Same idea, different domain

Nobody's really built a model & infra tool for Fintech yet.