What is the relationship between Hessian matrix and curvature in optimization?

Updated May 16, 2026

Short answer

Hessian matrix measures second-order curvature of loss surface.

Deep explanation

The Hessian contains second partial derivatives, capturing how gradients change. Its eigenvalues determine whether a point is a minimum, maximum, or saddle point. Positive eigenvalues indicate convex curvature directions.

Real-world example

Used in Newton’s method for fast convergence.

Common mistakes

  • Ignoring negative eigenvalues in non-convex optimization.

Follow-up questions

  • Why is Hessian expensive to compute?

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