Who is Afraid of Non-Convex Loss Functions?
The NIPS community has suffered of an acute convexivitis epidemic:
- ML applications seem to have trouble moving beyond logistic regression, SVMs, and exponential-family graphical models;
- For a new ML model, convexity is viewed as a virtue;
- Convexity is sometimes a virtue;
- But it is often a limitation.
ML theory has essentially never moved beyond convex models - the same way control theory has not really moved beyond linear systems.
Author: Yann Lecun, New York University