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Ramp function

Piecewise function that clamps its input to be non-negative

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The ramp function is a unary real function, whose graph is shaped like a ramp. It can be expressed by numerous definitions, for example "0 for negative inputs, output equals input for non-negative inputs". The term "ramp" can also be used for other functions obtained by scaling and shifting, and the function in this article is the unit ramp function (slope 1, starting at 0).

In mathematics, the ramp function is also known as the positive part.

In machine learning, it is commonly known as a ReLU activation function or a rectifier in analogy to half-wave rectification in electrical engineering. In statistics (when used as a likelihood function) it is known as a tobit model.

This function has numerous applications in mathematics and engineering, and goes by various names, depending on the context. There are differentiable variants of the ramp function.

01Definitions

The ramp function (R(x) : RR0+) may be defined analytically in several ways. Possible definitions are:

It could approximated as close as desired by choosing an increasing positive value a>0.

Payoff and profits from buying a call option
Payoff and profits from buying a call option

02Applications

The ramp function has numerous applications in engineering, such as in the theory of digital signal processing.

In finance, the payoff of a call option is a ramp (shifted by strike price). Horizontally flipping a ramp yields a put option, while vertically flipping (taking the negative) corresponds to selling or being "short" an option. In finance, the shape is widely called a "hockey stick", due to the shape being similar to an ice hockey stick.

In statistics, hinge functions of multivariate adaptive regression splines (MARS) are ramps, and are used to build regression models.

03Analytic properties

Non-negativity

In the whole domain the function is non-negative, so its absolute value is itself, i.e. \forall x\in \mathbb {R} :R(x)\geq 0 and \left|R(x)\right|=R(x)

Proof

by the mean of definition 2, it is non-negative in the first quarter, and zero in the second; so everywhere it is non-negative.

Derivative

Its derivative is the Heaviside step function: R'(x)=H(x)\quad {\mbox{for }}x\neq 0.

Second derivative

The ramp function satisfies the differential equation: {\frac {d^{2}}{dx^{2}}}R(x-x_{0})=\delta (x-x_{0}), where δ(x) is the Dirac delta. This means that R(x) is a Green's function for the second derivative operator. Thus, any function, f(x), with an integrable second derivative, f″(x), will satisfy the equation: f(x)=f(a)+(x-a)f'(a)+\int _{a}^{b}R(x-s)f''(s)\,ds\quad {\mbox{for }}a<x<b.

Antiderivative

Ramp function has the following antiderivative:

\int {R(x)dx}={\frac {x^{2}+x\vert x\vert }{4}}+C={\frac {x}{2}}R(x)+C\,,

where C is the integration constant.

Fourier transform

{\mathcal {F}}{\big \{}R(x){\big \}}(f)=\int _{-\infty }^{\infty }R(x)e^{-2\pi ifx}\,dx={\frac {i\delta '(f)}{4\pi }}-{\frac {1}{4\pi ^{2}f^{2}}}, where δ(x) is the Dirac delta (in this formula, its derivative appears).

Laplace transform

The single-sided Laplace transform of R(x) is given as follows, {\mathcal {L}}{\big \{}R(x){\big \}}(s)=\int _{0}^{\infty }e^{-sx}R(x)dx={\frac {1}{s^{2}}}.

A mirrored pair of hinge functions with a knot at x=3.1
A mirrored pair of hinge functions with a knot at x=3.1

04Algebraic properties

Iteration invariance

Every iterated function of the ramp mapping is itself, as R{\big (}R(x){\big )}=R(x).

Proof

R{\big (}R(x){\big )}:={\frac {R(x)+|R(x)|}{2}}={\frac {R(x)+R(x)}{2}}=R(x). This applies the non-negative property.

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Sources and credits

This article is adapted from the Wikipedia article Ramp function, written by its contributors and licensed under CC BY-SA 4.0. Fathomly has changed the layout, removed citation markers, navigation and maintenance notices, and adjusted punctuation. This adapted version is shared under the same license. For references, see the original article.

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