AI engineering glossary · Calculus optimisation
What is convex function?
Convex function: A function where the line segment between any two points on its graph lies on or above the graph, so it is bowl-shaped. Every local minimum of such a function is a global minimum, which makes gradient-based methods reliable and provably convergent.
Convex function: an example
f(x) = x^2 is convex. Linear regression with squared error is a convex problem, so gradient descent will find the best coefficients.
Related terms
More Calculus optimisation terms
- Convex optimisation
- Convex set
- Coordinate descent
- Cosine annealing
- Derivative
- Derivative-free optimisation
- Differentiability
- Directional derivative
Where you learn it
Convex function is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.