An Absolute Guide to Take Off in Machine Learning – DataTurks: Data Annotations Made Super Easy – Medium

Whenever we look at any online course, they take off with linear regression and this is a concept that most of us study write from our 8th grades, that is, an equation of a line initially and then gradually fitting of the best fit line. The application of this algorithm is used in machine learning as a way to predict results in the future given the feature vectors, x. So, why is the cost function a squared cost function? Why not have an absolute cost function? Well, there are plenty of reasons as to why we consider this, but when we derive this mathematically, we come across the concept of exponential families under general linear models, which generalize the notion of loss functions for any given model, and thus the square function is actually an exponential family curve.