The Hessian of tall-skinny networks is easy to invert
We describe an exact algorithm to solve linear systems of the form $Hx=b$ where $H$ is the Hessian of a deep net. The method computes Hessian-inverse-vector products without storing the Hessian or its inverse. It requires time and storage that scale linearly in the number of layers. This is in contrast to the naive approach of first...