What are the basic Machine Learning ingredients?

Almost every problem in ML and data science starts with the same ingredients:

  • The dataset \( \boldsymbol{x} \) (could be some observable quantity of the system we are studying)
  • A model which is a function of a set of parameters \( \boldsymbol{\alpha} \) that relates to the dataset, say a likelihood function \( p(\boldsymbol{x}\vert \boldsymbol{\alpha}) \) or just a simple model \( f(\boldsymbol{\alpha}) \)
  • A so-called loss/cost/risk function \( \mathcal{C} (\boldsymbol{x}, f(\boldsymbol{\alpha})) \) which allows us to decide how well our model represents the dataset.

We seek to minimize the function \( \mathcal{C} (\boldsymbol{x}, f(\boldsymbol{\alpha})) \) by finding the parameter values which minimize \( \mathcal{C} \). This leads to various minimization algorithms. It may surprise many, but at the heart of all machine learning algortihms there is an optimization problem.