stanford-cs-229-machine-learning
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Hessian definition makes unstated assumptions
Hi!
Thanks for putting together this helpful refresher on linear algebra and calculus (link for context)! At the risk of being overly pedantic, I noticed that your definition of the Hessian says:
The hessian of
f
with respect tox
is an×n
symmetric matrix
This is true if f
has continuous second partial derivatives, but is not guaranteed in general. (Source)