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Ridge function

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Not to be confused with ridge regression.

In mathematics, a ridge function is any function f : R d → R {\displaystyle f:\mathbb {R} ^{d}\rightarrow \mathbb {R} } that can be written as the composition of a univariate function with an affine transformation, that is: f ( x ) = g ( x ⋅ a ) {\displaystyle f({\boldsymbol {x}})=g({\boldsymbol {x}}\cdot {\boldsymbol {a}})} for some g : R → R {\displaystyle g:\mathbb {R} \rightarrow \mathbb {R} } and a ∈ R d {\displaystyle {\boldsymbol {a}}\in \mathbb {R} ^{d}} . Coinage of the term 'ridge function' is often attributed to B.F. Logan and L.A. Shepp.

Relevance

A ridge function is not susceptible to the curse of dimensionality, making it an instrumental tool in various estimation problems. This is a direct result of the fact that ridge functions are constant in d − 1 {\displaystyle d-1} directions: Let a 1 , … , a d − 1 {\displaystyle a_{1},\dots ,a_{d-1}} be d − 1 {\displaystyle d-1} independent vectors that are orthogonal to a {\displaystyle a} , such that these vectors span d − 1 {\displaystyle d-1} dimensions. Then

f ( x + ∑ k = 1 d − 1 c k a k ) = g ( x ⋅ a + ∑ k = 1 d − 1 c k a k ⋅ a ) = g ( x ⋅ a + ∑ k = 1 d − 1 c k 0 ) = g ( x ⋅ a ) = f ( x ) {\displaystyle f\left({\boldsymbol {x}}+\sum _{k=1}^{d-1}c_{k}{\boldsymbol {a}}_{k}\right)=g\left({\boldsymbol {x}}\cdot {\boldsymbol {a}}+\sum _{k=1}^{d-1}c_{k}{\boldsymbol {a}}_{k}\cdot {\boldsymbol {a}}\right)=g\left({\boldsymbol {x}}\cdot {\boldsymbol {a}}+\sum _{k=1}^{d-1}c_{k}0\right)=g({\boldsymbol {x}}\cdot {\boldsymbol {a}})=f({\boldsymbol {x}})}

for all c i ∈ R , 1 ≤ i < d {\displaystyle c_{i}\in \mathbb {R} ,1\leq i<d} . In other words, any shift of x {\displaystyle {\boldsymbol {x}}} in a direction perpendicular to a {\displaystyle {\boldsymbol {a}}} does not change the value of f {\displaystyle f} .

Ridge functions play an essential role in amongst others projection pursuit, generalized linear models, and as activation functions in neural networks. For a survey on ridge functions, see. For books on ridge functions, see.

References

  1. Logan, B.F.; Shepp, L.A. (1975). "Optimal reconstruction of a function from its projections". Duke Mathematical Journal. 42 (4): 645–659. doi:10.1215/S0012-7094-75-04256-8.
  2. Konyagin, S.V.; Kuleshov, A.A.; Maiorov, V.E. (2018). "Some Problems in the Theory of Ridge Functions". Proc. Steklov Inst. Math. 301: 144–169. doi:10.1134/S0081543818040120. S2CID 126211876.
  3. Pinkus, Allan (August 2015). Ridge functions. Cambridge: Cambridge Tracts in Mathematics 205. Cambridge University Press. 215 pp. ISBN 9781316408124.
  4. Ismailov, Vugar (December 2021). Ridge functions and applications in neural networks. Providence, RI: Mathematical Surveys and Monographs 263. American Mathematical Society. 186 pp. ISBN 978-1-4704-6765-4.
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