AI engineering glossary · Calculus optimisation
What is objective function?
Objective function (also called Cost function): The quantity an optimisation seeks to minimise or maximise, written as a function of the variables being tuned. In machine learning it is usually a loss measuring how wrong a model is on the training data.
Objective function: an example
Mean squared error, (1/n) * sum of (prediction - actual)^2, is the objective when fitting a line to house prices.
Related terms
More Calculus optimisation terms
- Optimisation problem
- Partial derivative
- Power rule
- Preconditioning
- Product rule
- Projected gradient descent
- Proximal gradient method
- Quasi-Newton method
Where you learn it
Objective function is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.