+2 votes
in Data Science by
Difference between convex and non-convex cost function; what does it mean when a cost function is non-convex?

1 Answer

0 votes
by

Taken from Cho-Jui Hsieh, UCLA

A convex function is one where a line drawn between any two points on the graph lies on or above the graph. It has one minimum.

A non-convex function is one where a line drawn between any two points on the graph may intersect other points on the graph. It characterized as “wavy”.

When a cost function is non-convex, it means that there’s a likelihood that the function may find local minima instead of the global minimum, which is typically undesired in machine learning models from an optimization perspective.

Related questions

+1 vote
asked May 29, 2021 in Data Science by Robindeniel
0 votes
asked Nov 27, 2021 in Data Science by DavidAnderson
...