Ridge function

In mathematics, a ridge function is any function ${\displaystyle f:\mathbb {R} ^{d}\rightarrow \mathbb {R} }$ that can be written as the composition of a univariate function with an affine transformation, that is: ${\displaystyle f({\boldsymbol {x}})=g({\boldsymbol {x}}\cdot {\boldsymbol {a}})}$ for some ${\displaystyle g:\mathbb {R} \rightarrow \mathbb {R} }$ and ${\displaystyle {\boldsymbol {a}}\in \mathbb {R} ^{d}}$. Coinage of the term 'ridge function' is often attributed to B.F. Logan and L.A. Shepp.[1]

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

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

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

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.[2]

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.