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Graphical Newton

5 August 2015
Akshay Srinivasan
E. Todorov
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Abstract

Computing the Newton step for a generic function f:RN→Rf: \mathbb{R}^N \rightarrow \mathbb{R}f:RN→R takes O(N3)O(N^{3})O(N3) flops. In this paper, we explore avenues for reducing this bound, when the computational structure of fff 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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