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Ridge function

In mathematics, a ridge function is any function f:\mathbb {R} ^{d}\rightarrow \mathbb {R} that can be written as the composition of an univariate function g:\mathbb {R} \rightarrow \mathbb {R}, that is called a profile function, with an affine transformation, given by a direction vector a\in \mathbb {R} ^{d} with shift b\in \mathbb {R}.

Then, the ridge function reads f(x)=g(x^{\top }a+b) for x\in \mathbb {R} ^{d}.

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 d-1 directions: Let a_{1},\dots ,a_{d-1} be d-1 independent vectors that are orthogonal to a, such that these vectors span d-1 dimensions. Then

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}\in \mathbb {R} ,1\leq i<d. In other words, any shift of {\boldsymbol {x}} in a direction perpendicular to {\boldsymbol {a}} does not change the value of 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.

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Sources and credits

This article is adapted from the Wikipedia article Ridge 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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