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Ensemble Machine Learning by Ankit Dixit

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Gradient descent

As we have seen earlier in GBM, our objective function to minimize is an error between predicted and actual output. Let's rewrite the equation for this:

                             equation (1)

Our final goal always is to reduce this error by improving our predictions; for perceptrons, error is simply a function of two variables that is weights and bias, so we can rewrite the equation, as follows:

                            equation (2)

From now on, we will call the preceding objective function as the cost function, which is ...

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