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Empirical Risk Minimization
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Empirical Risk Minimization (ERM) : Finding the best model parameters :: Gradient Descent : ?

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Learning Path
Learning Path

Question & Answer
1
Understand Question
2
Review Options
3
Learn Explanation
4
Explore Topic

Choose AnswerChoose the Best Answer

A

Minimizing the loss function

B

Calculating the average loss

C

Selecting the training dataset

D

Evaluating model performance

Understanding the Answer

Let's break down why this is correct

ERM chooses parameters by reducing the average loss. Other options are incorrect because The mistake is thinking Gradient Descent only calculates an average; Some think Gradient Descent picks the training data.

Key Concepts

Empirical Risk Minimization
Gradient Descent
Loss Function
Topic

Empirical Risk Minimization

Difficulty

medium level question

Cognitive Level

understand

Deep Dive: Empirical Risk Minimization

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Definition
Definition

Empirical risk minimization (ERM) is a method for selecting the best parameters for a predictive model by minimizing the average loss over a given dataset. ERM aims to find the parameters that provide the best fit to the training data based on a chosen loss function.

Topic Definition

Empirical risk minimization (ERM) is a method for selecting the best parameters for a predictive model by minimizing the average loss over a given dataset. ERM aims to find the parameters that provide the best fit to the training data based on a chosen loss function.

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