Beginner · Fundamentals
Mathematical optimization
Visual diagram · (in preparation) · Math · (in preparation) · Worked example · 3 difficulty levels.
TL;DR. The process of finding the best solution from a set of available alternatives according to a specific criterion.
Technical Definition
The process of finding the best solution from a set of available alternatives according to a specific criterion.
How it works
Mathematical optimization, also known as mathematical programming, involves selecting the best option from a defined set of possibilities to achieve a specific objective. This objective is often to minimize cost or maximize profit, subject to certain constraints. It's a core concept used across many fields, including machine learning.
Related Concepts
- Gradient Descent — An optimization algorithm that iteratively adjusts model parameters by moving in the direction of steepest decrease of the loss function.
- Loss Function — A mathematical function that measures how far the model's predictions are from the actual values, guiding the learning process.
- Algorithm — A finite, well-defined sequence of steps used to learn from data or solve a computational problem.