Optimization: Why Minimize or Maximize?

Finding minimum or maximum points, often referred to as 'flat spots' where the derivative might be zero, is an important concept. The process of finding the best possible value, the minimum or maximum, of a function is called optimization.

Imagine you're hiking. You might want to find the lowest point in a valley (a minimum) to set up camp, or perhaps the highest peak (a maximum) for the best view. In everyday life, you might want to minimize your travel time to work or maximize your savings. Businesses aim to minimize production costs and maximize profits. These are all optimization problems: finding the best possible outcome under certain conditions.

Why Optimize in Machine Learning?

In machine learning, our goal is often to create a model that makes predictions. Think of a simple model trying to predict house prices based on square footage. The model is essentially a function: you give it an input (square footage), and it produces an output (predicted price).

But how do we know if the model is any good? We need a way to measure its performance, specifically, how wrong its predictions are compared to the actual house prices. This measure of "wrongness" or error is what we typically call a cost function or loss function. We'll look at these in detail in the next section.

Here's the connection:

1. We want the best model: The "best" model is the one that makes the most accurate predictions.
2. Accuracy means low error: Accurate predictions mean the difference between the model's predicted values and the actual values is small.
3. Low error means low cost: Our cost function is designed to be small when the error is small and large when the error is large.

Therefore, the primary goal when training many machine learning models is to minimize the cost function. By finding the settings (or parameters) for our model that result in the lowest possible value of the cost function, we are effectively finding the model that makes the least amount of error, the one that performs best on the data we used to train it.

While sometimes we might want to maximize something (like the probability of the data given the model, known as likelihood), the most common scenario, especially when starting out, involves minimizing error. Finding that minimum point of the cost function is an optimization task.

This is precisely where derivatives come into play. As we saw, derivatives help us understand the slope of a function. By looking at the derivative (or more accurately, the gradient when we have multiple inputs, which we'll cover later), we can figure out which way to adjust our model's parameters to decrease the cost. Finding where the derivative is zero helps us locate potential minimum points for that cost function.

So, we optimize because we want the best-performing model, and in machine learning, "best" usually means "minimum error" or "minimum cost". Derivatives provide the mathematical machinery needed to systematically search for that minimum.