Gauss-Newton Optimization
Overview
Gauss–Newton methods optimize objectives expressed through residuals by replacing the full Hessian with a Jacobian-based curvature matrix, often adding Levenberg–Marquardt damping to stabilize steps. Work spans nonlinear parameter fitting, neural-network training—especially physics-informed neural networks—and inverse problems, using matrix-free solvers, sketching, preconditioning, and structure-aware reductions to make updates affordable. These methods are useful when first-order optimizers struggle with ill-conditioning and are being adapted to PDE solvers, diffusion-based reconstruction, motion fitting, and hyperparameter search. A central tension is that approximate curvature can improve convergence but may be expensive or misleading outside suitable regimes, so scaling, damping, and guarantees about when it tracks true Hessian behavior remain important concerns.
Latest papers
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