Ridge Function
Mathematical Definition
\[f(\textbf{x}) = x_1 + d\left(\sum_{i=2}^{n}x_i^2\right)^\alpha\]In this formula, \(d\) and \(\alpha\) are constants and are usually set to \(d = 1, \alpha=0.5\).
Plots
For \(d=2, \alpha=0.1\), the plots are:
For \(d=2, \alpha=2\), the plots are:
Two contours of the function are presented below: For \(d=2, \alpha=0.1\), the function contour is:
For \(d=2, \alpha=2\), the function contour is:
Description and Features
- The function is not convex.
- The function is defined on n-dimensional space.
- The function is non-separable.
- The function is differentiable.
Input Domain
The function can be defined on any input domain. It is evaluated on $x_i \in [-5, 5]$ for $i=1, 2$.
Global Minima
The global minimum of the function depends on the hypercube it is defined on. On the hypercube \([-\gamma, \gamma]^n\), $f(\textbf{x}^{\ast})= -\gamma$ located at $\mathbf{x^\ast}=(-\gamma, 0, …, 0)$.
Implementation
Python
For Python, the function is implemented in the benchmarkfcns package, which can be installed from command line with pip install benchmarkfcns
.
MATLAB
An implementation of the Ridge Function with MATLAB
is provided below.
The function can be represented in Latex as follows:
Acknowledgement:
- Prof Hans-Georg Beyer kindly contributed the literature for this function.
References:
- Beyer HG., Finck S. (2012) HappyCat – A Simple Function Class Where Well-Known Direct Search Algorithms Do Fail. In: Coello C.A.C., Cutello V., Deb K., Forrest S., Nicosia G., Pavone M. (eds) Parallel Problem Solving from Nature - PPSN XII. PPSN 2012. Lecture Notes in Computer Science, vol 7491. Springer, Berlin, Heidelberg, https://doi.org/10.1007/978-3-642-32937-1_37
- Oyman, A.I.: Convergence Behavior of Evolution Strategies on Ridge Functions. Ph.D. Thesis, University of Dortmund, Department of Computer Science (1999)