reverse_hessian_ad

scirs2_optimize::automatic_differentiation::reverse_mode

Function reverse_hessian_ad 

Source 
pub fn reverse_hessian_ad<F>(
    func: F,
    x: &ArrayView1<'_, f64>,
) -> Result<Array2<f64>, OptimizeError>
where
    F: Fn(&mut ComputationGraph, &[ReverseVariable]) -> ReverseVariable,
Expand description

Compute Hessian using forward-over-reverse mode for AD functions