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arxiv: 1508.00952 · v3 · pith:CHGQWD2Jnew · submitted 2015-08-05 · 🧮 math.OC · cs.RO· cs.SY· eess.SY

Graphical Newton

classification 🧮 math.OC cs.ROcs.SYeess.SY
keywords newtonmathbbstepavenuesbeforehandboundcomputationalcomputational-graph
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Computing the Newton step for a generic function $f: \mathbb{R}^N \rightarrow \mathbb{R}$ takes $O(N^{3})$ flops. In this paper, we explore avenues for reducing this bound, when the computational structure of $f$ is known beforehand. It is shown that the Newton step can be computed in time, linear in the size of the computational-graph, and cubic in its tree-width.

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