We thank all three reviewers for their thorough reviews and constructive feedback

We thank all three reviewers for their thorough reviews and constructive feedback. Otherwise, including additional second order information can make the results worse. "...CGD still requires that the step-size is bounded by one over the max diagonal entry of the Hessian...": Concern 1: Why not use full second order? See also our answer to Reviewer #7. Concern 3: Is CGD scalable?