Ridge function
In mathematics, a ridge function is any function that can be written as the composition of an univariate function
, that is called a profile function, with an affine transformation, given by a direction vector
with shift
.
Then, the ridge function reads
for
.
Coinage of the term 'ridge function' is often attributed to B.F. Logan and L.A. Shepp.
01Relevance
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 directions:
Let
be
independent vectors that are orthogonal to
, such that these vectors span
dimensions.
Then
for all .
In other words, any shift of
in a direction perpendicular to
does not change the value of
.
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.
Sources and credits
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