15. Connections, Extensions, and Further Directions

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from mlwpy import *

15.1 Optimization

When we try to find a best line, curve, or tree to match our data—which is our main goal in training—we want to have an automated method do the work for us. We’re not asking the hot dog vendor for a quick stock tip: we need an algorithm. One of the principal—principled—ways to do this is by assessing our cost and looking for ways to lower that cost. Remember, the cost is a combination of the loss—how well our model’s predictions match the training data—and the complexity of the model. When we minimize cost, we try to achieve a small loss while keeping a low complexity. We can’t always get to that ideal, but that’s our goal.

When we train a learning ...

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