Log( {convex} ) is almost the same as your problem, except that you would need log(sigma^2)
instead of 0
as the first element in the argument of log_sum_exp
And you need to divide log_sum_exp
by log(2)
Then use t
in place of log2(...)
, so -t
in place of -log2(...)
. The model will only be correct if you use -t
in a way in which concave would be allowed.