FGN is a positive semidefinite under-approximation of the multiclass GGN obtained by exact decomposition into true-vs-rest and within-competitor terms, exact for binary classification and implemented via matrix-free conjugate gradient on a whitened row-space system.
Preconditioned stochastic gradient descent.IEEE transactions on neural networks and learning systems, 29(5):1454–1466
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Fast Gauss-Newton for Multiclass Cross-Entropy
FGN is a positive semidefinite under-approximation of the multiclass GGN obtained by exact decomposition into true-vs-rest and within-competitor terms, exact for binary classification and implemented via matrix-free conjugate gradient on a whitened row-space system.