Objective Function

  • 비용 함수(Cost function)목적 함수(objective function) 의 한 종류입니다.
    • 비용 함수는 모델의 오차를 최소화하기 위한 함수이며, 목적 함수로 사용됩니다.

What is Objective Function

  • Definition:
    • An objective function in Machine Learning is a mathematical function that quantifies the performance of a model, which the learning algorithm aims to optimize (minimize or maximize) during the training process (Kronosapiens Labs, 2017).
    • It provides a formal specification of the problem and guides the model towards optimal parameters (MathWorks, n.d.).
  • Examples:
    • Mean Squared Error (MSE) for Regressionon problems: Measures the average squared difference between predicted and actual values.
    • Cross-Entropy Loss for Classification problems: Quantifies the difference between predicted probability distributions and actual class labels.
    • Hinge Loss for Support Vector Machines: Measures the margin violation in classification tasks.

Literature Review

Kronosapiens Labs, 2017

  • Objective Functions in Machine Learning
    • Source: Kronosapiens Labs Blog
  • Key points:
    • Describes objective functions as a fundamental component of machine learning problems.
    • Explains how objective functions provide a formal specification of the problem to be solved.
    • Discusses the relationship between objective functions and optimization in machine learning.

MathWorks, n.d

  • Machine Learning Models
    • Source: MathWorks
  • Key points:
    • Discusses various types of machine learning models and their associated objective functions.
    • Explains how objective functions are used to evaluate and optimize model performance.
    • Provides examples of objective functions for different machine learning tasks.
  • Gradient DescentGradientDescent
    • An optimization algorithm commonly used to minimize the objective function by iteratively adjusting model parameters.
  • Model Evaluation (Model Evaluation)ModelEvaluation
    • The process of assessing a model’s performance, often using metrics derive