Submitted by jarekduda t3_zb7xjb in MachineLearning
serge_cell t1_iyv2zag wrote
Reply to comment by jarekduda in [R] SGD augmented with 2nd order information from seen sequence of gradients? by jarekduda
3D Localization/Registration/Reconstruction are traditional area of use for regularized Gauss-Newton and all are highly non-convex. The trick is to strat in nearly-convex area, sometimes after several tries, and/or convexify with regularizers and/or sensors fusion.
K-FAC seems stable enough but quite complex in implementation. It's identical to low-dimentional-blocks approximation of Gauss-Newton. Fisher information is only decoration.
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