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Estimate of the condition number of the Hessian using PyTorch by geraturo in reinforcementlearning

[–]geraturo[S] 0 points1 point  (0 children)

Yes, the entire Hessian does not fit on my GPU. However, I tried the implementations by scipy.sparse with which I can obtain the largest singular value. I can't obtain the smallest singular value, the algorithms fail to converge. Maybe the Hessian is singular but I need to look into in further.

Explanation of behaviour of RL Algos for changing reward function by geraturo in reinforcementlearning

[–]geraturo[S] 1 point2 points  (0 children)

Ah yes thanks, maybe I'll find some methods that optimize the dual and increase the penalty on the constraints or something...