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Spark Cookbook by Rishi Yadav

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Understanding cost function

Cost function or loss function is a very important function in machine learning algorithms. Most algorithms have some form of cost function and the goal is to minimize that. Parameters, which affect cost function, such as stepSize in the last recipe, need to be set by hand. Therefore, understanding the whole concept of cost function is very important.

In this recipe, we are going to analyze cost function for linear regression. Linear regression is a simple algorithm to understand and it will help readers understand the role of cost functions for even complex algorithms.

Let's go back to linear regression. The goal is to find the best-fitting line so that the mean square of error is minimum. Here, we are referring error ...

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