Convex functions have only one global minimum
Image: Alexander Migl, CC BY-SA 4.0, via Wikimedia Commons
Convex functions have only one global minimum
Convex functions are easy to optimize because they have only one global minimum. This unique minimum simplifies the optimization process, as there is no need to compare multiple local minima to find the best solution. Additionally, the convexity property ensures that any local minimum encountered during optimization is indeed the global minimum.
Example
Consider the function f(x) = x^2. The graph of this function is a parabola opening upwards, with its vertex at the origin (0,0). This vertex represents the unique global minimum of the function.
Understanding this property is crucial for efficiently solving optimization problems in various fields, such as machine learning, economics, and engineering.
non-convex loss landscapes are hard: many local minima and saddle points
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Proximal gradient methods for learning
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to standardize: when you need zero mean and unit variance for gradient-based optimization
Standardize when zero mean and unit variance are required for gradient-based optimization
UMAP is faster than t-SNE
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