  Large language models (LLMs), such as ChatGPT and GPT4, have shown
outstanding performance in many human life task. Attention computation plays an
important role in training LLMs. Softmax unit and ReLU unit are the key
structure in attention computation. Inspired by them, we put forward a softmax
ReLU regression problem. Generally speaking, our goal is to find an optimal
solution to the regression problem involving the ReLU unit. In this work, we
calculate a close form representation for the Hessian of the loss function.
Under certain assumptions, we prove the Lipschitz continuous and the PSDness of
the Hessian. Then, we introduce an greedy algorithm based on approximate Newton
method, which converges in the sense of the distance to optimal solution. Last,
We relax the Lipschitz condition and prove the convergence in the sense of loss
value.
