Flux.jacobian(::Chain, ::AbstractArray) gives the full jacobian of a neural network. Flux.hessian however throws the error “output is not scalar”. Let m = Chain(Dense(5,3,elu), Dense(3,3)) . What I can do is compute the gradient of each value in the jacobian matrix w.r. to each input using Flux.gra…

Is there an efficient way to compute the Hessian of a NN?

ChrisRackauckas August 2, 2019, 3:04pm 5

That will stack overflow an issue in flux (pun intended)

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