[Explained] Machine Learning Fundamentals: Optimization Problems and How to Solve Them

If you start to look into machine learning and the math behind it, you will quickly notice that everything comes down to an optimization problem. Even the training of neural networks is basically just finding the optimal parameter configuration for a really high dimensional function. In this article, we will go through the steps of solving a simple Machine Learning problem step by step. We will see why and how it always comes down to an optimization problem, which parameters are optimized and how we compute the optimal value in the end. To start, let's have a look at a simple dataset (x1, x2): If you are lucky, one computer in the dataset had the exactly same age as your, but that's highly unlikely.