WoodFisher: Efficient Second-Order Approximation for Neural Network Compression

Second-order information, in the form of Hessian- or Inverse-Hessian-vector products, is a fundamental tool for solving optimization problems. Recently, there has been significant interest in utilizing this information in the context of deep neural networks; however, relatively little is known about the quality of existing approximations in this context. Our work considers this question, examines the accuracy of existing approaches, and proposes a method called WoodFisher to compute a faithful and efficient estimate of the inverse Hessian.