6 Algorithm
Once we have described a class of models and a way of scoring a model given data, we
have an algorithmic problem: what sequence of computational instructions should we run
in order to find a good model from our class? For example, determining the parameter
vector θ which minimizes E
n
(θ)
might be done using a familiar least-squares minimization
algorithm, when the model h is a function being fit to some data x.
Sometimes we can use software that was designed, generically, to perform optimiza-
tion. In many other cases, we use algorithms that are specialized for machine-learning
problems, or for particular hypotheses classes.
Some algorithms are not easily seen as trying to optimize a particular criterion. In fact,
the first algorithm we study for finding linear classifiers, the perceptron algorithm, has this
character.
Last Updated: 08/04/21 21:06:54
