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Add ggn and ggnvp #63

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SamDuffield opened this issue Apr 16, 2024 · 1 comment
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Add ggn and ggnvp #63

SamDuffield opened this issue Apr 16, 2024 · 1 comment
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enhancement New feature or request (beyond just a new method)

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@SamDuffield
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We can add support for calculating the generalised Gauss-Newton (GGN) matrix and GGN vector products (paper, code)

Provides a convenient and efficient way to calculate the (non-empirical) Fisher.

Will require the user to provide a forward function and a loss function that together give the log posterior. Probably we should enforce has_aux=True on both.
@SamDuffield SamDuffield added the enhancement New feature or request (beyond just a new method) label Apr 16, 2024
This was referenced Apr 16, 2024
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@SamDuffield
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Added in #75

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