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Information-Theoretic Machine Learning and Data Mining Group

Department of Mathematical Informatics
The University of Tokyo
jsMath

Convex Conjugate Function Pairs

Logistic loss function & Negative entropy function
f (x) = log(1 + e−x ) f (−y ) = y log(y ) + (1 − y ) log(1 − y )

Norm & Indicator function of the dual norm

0 if y 1
f (x) = x f (y ) =
+ otherwise

1 of 2 04/04/2011 05:17 PM
RyotaTomioka/Notes/ConvexConjugatePairs - 数... http://www.ibis.t.u-tokyo.ac.jp/RyotaTomioka/Not...

Logarithm
f (x) = −log (x) f (y ) = −log (−y ) − 1

2 of 2 04/04/2011 05:17 PM