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Graphical Newton
Published 5 Aug 2015 in math.OC, cs.RO, and cs.SY | (1508.00952v3)
Abstract: 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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