Goal setting for function fitting (regression)

Goal

Whenever we see the word “optimization”, the first question to ask is “what is to be optimized?” Defining an optimization goal that is meaningful and approachable is the starting point in function fitting. In this post, I will discuss goal setting for function fitting in regression. 

Restrict function search space by assumptions

Gaussian process

In the previous post, I discussed the function fitting view of supervised learning. It is theoretically impossible to find the best fitting function from an infinite search space. In this post, I will discuss how we can restrict the search space in function fitting with assumptions.