[D] (Interview question) What happens if we add L3 term to a logistic regression model?

Hi, I've recently gotten this question during an interview with a tech company. I answered that it'd have more dramatic effect that L2 term has, making the weight coefficient even smaller. The interviewer said that there is even more important aspect to it: it now makes the problem non-convex because the third order function is no longer convex function. Can anyone elaborate on this explanation further? Does adding L3 term with the log-likelihood also make the cost function non-convex? I …

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