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Which weight to quantize next

ProofIntermediate⏱ 30 minQuantizationgreedyselectionordering

Problem

Using Eq=(wq−quant⁡(wq))2/(2[H−1]qq)\mathcal E_q = (w_q-\operatorname{quant}(w_q))^2/(2[H^{-1}]_{qq}):

  1. Explain what large and small [H−1]qq[H^{-1}]_{qq} mean geometrically.
  2. Show that a weight already on the quantization grid costs nothing, whatever the Hessian.
  3. Construct a two-coordinate example where the greedy order and the reverse order give different final errors, demonstrating that order matters.

Write a complete argument. Every inequality you use should be one you could state precisely.

Solution

Opening this before you have a real attempt on paper is the fastest way to feel like you understand something you cannot reproduce.

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