convex function

RebeccaCute

已于 2023-06-04 16:38:42 修改

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文章标签：机器学习

于 2023-06-04 16:37:21 首次发布

原文链接：https://stats.stackexchange.com/questions/324561/difference-between-convex-and-concave-functions#:~:text=A%20function%20is%20non-convex%20if%20the%20function%20is,a%20straight%20line%20is%20both%20convex%20and%20concave.

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文章介绍了二次可微的函数若其二阶导数大于等于零则为凸函数，如函数f(x)=x^2。非凸函数具有波动性质，可能有局部最小值，优化算法可能陷入局部最优。而凹函数是凸函数的负值形式，非凹函数则不具有凹性特点。

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1. convex function

If the function is twice differentiable, and the second derivative is always greater than or equal to zero for its entire domain, then the function is convex. For example, $x^2-1$ .

2. non-convex function

A non-convex function “curves up and down” — it is neither convex nor concave. A non-convex function is wavy - has some 'valleys' (local minima) that aren't as deep as the overall deepest 'valley' (global minimum). Optimization algorithms can get stuck in the local minimum, and it can be hard to tell when this happens. For example, $x^4+x^3-2x^2-2x$ ,

3. concave function

A concave function is the negative of a convex function.

4. non-concave function

A non-concave function isn't a widely used term, and it's sufficient to say it's a function that isn't concave - though I've seen it used to refer to non-convex functions. I wouldn't really worry about this one.