Who is Afraid of Non-Convex Loss Functions?
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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.