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Using the Hessian to prove that the loss function is convex

Hi, I have a question regarding the use of the Hessian (H) to prove that the loss function for logistic regression is convex.

At the end of the second lecture of week 5 we derive the Hessian to use it in the Newton method. It is also mentioned that since the diagonal entries of S are non-negative. H is non-negative definite (which I assume is the same as positive semi-definite).
Why do the values of S mater here ? Is it because these are the eigenvalues of H and thus H has positive eigenvalues? (If so, why are these the eigenvalues of H ?)

Capture.JPG

Best regards and thank you in advance

I think the following classical result from calculus is what you are searching for : "A twice differentiable function of several variables is convex on a convex set if and only if its Hessian matrix of second partial derivatives is positive semidefinite on the interior of the convex set."

Thank you for your answer, I get that part.

More specifically my question would be: how can you see from:

Capture.JPG

That H is positive semi-definite ?

Thank you in advance,

This is because for any X, (X^T X) is positive semidefinite. Since S is a diagonal matrix and all its entries are non-negative, (X^T S X) is also psd.

Clearer answer:
ml proof.jpg

Thank you so much, it makes sense now!

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