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Hessian concept

DefinitionThe matrix of second derivatives of a score, whose off-diagonal entries are the interactions. Naive Bayes has a diagonal one. Chapter 6. Also cross-partial.
ExampleFor the score 3x1 + 2x2 + x1 x2 the Hessian has 1 off the diagonal; for naive Bayes it has 0.
BookData Mining as Observation, draft 0.2, commit f3914f0; entry id hessian, kind concept.
Statusmeasures [predicted]. Corrections: none recorded.
Defining equationnone
Assumptions and scope
  • The matrix of second derivatives of a score, whose off-diagonal entries are the interactions. The second difference recovers a quadratic’s curvature exactly, and a score that is additive across features, naive Bayes, has a diagonal Hessian because one feature’s contribution is the same whatever the others are.
  • The read operator is not the Hessian. Two features’ sensitivities can rise and fall together across rows even when neither changes the other’s effect, so a diagonal Hessian does not give a diagonal read operator.
Prior artnone recorded
Evidencegeometric-observation/claims/LEDGER.md:122, geometric-observation/claims/LEDGER.md, lean/DataMiningAsObservation/Curvature.lean, lean/DataMiningAsObservation/NaiveBayes.lean
Reviewednot yet reviewed; generated 2026-09-10 from records at the commits on the provenance page.
diagonal for naive Bayes
Second derivatives, with the interactions off the diagonal.

Equation

none

Conditions

Conditions are curated in entries.toml rather than read from a record.

Ledger

First stated

Chapter 6 section 6.1 and chapter 7 section 7.2 of Data Mining as Observation, with the exact Hessian of a real logistic model in geometric-observation/claims/LEDGER.md row GO-B-optim-D4.

Measurements

Where the book states it Numbers, as the book’s sources table records them Source
chapter 7 section 7.2 real logistic model, exact Hessian, anti 300 of 300, flip 82 of 300, coupling diagnosis, bound not refutation geometric-observation/claims/LEDGER.md row GO-B-optim-D4

Failures and corrections

none

Invariance envelope

none declared

Machine checked

lean/DataMiningAsObservation/Curvature.lean, theorems second_quad, second_affine, linear_error, gradient_change, at observation-data-mining f3914f0; what the check covers is stated in the book’s appendix C.

lean/DataMiningAsObservation/NaiveBayes.lean, theorems log_likelihood_sum, log_odds_sum, contribution_independent, at observation-data-mining f3914f0; what the check covers is stated in the book’s appendix C.

Used in

Data Mining as Observation chapters 6, 7, 14.

Related

curvature; naive Bayes; boosting; read operator; Jacobian.

See also

Book equations stated beside the entry’s terms, not defining it: 6.1, 0.9.

Sources-table rows that share a record with the entry without naming it: chapter 7 section 7.2.

Status

Generated 2026-09-10 by encyclopedia/generate.py; book at observation-data-mining f3914f0; the commit of every record is listed in the encyclopedia’s provenance.

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