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.
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.
In this very first post of the Connect the Dots series, I set up the supervised learning problem from a function fitting perspective and discuss the objective of function fitting.
Entering Year 2019, I plan to start a post series discussing what I have learned in statistics, machine learning, big data, computer science, and neuroscience (always!). I name this series “Connect the Dots”, as in the puzzle game “connect the dots“.