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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
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Choose 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

Answer

Empirical Risk Minimization is the problem of selecting the model parameters that give the lowest average loss on the training data. Gradient Descent is the routine that moves the parameters step by step in the direction that most reduces that loss. At each step it computes the loss gradient, scales it by a learning rate, and subtracts that from the current parameters. For example, if a linear regression model has weight 2, a gradient of 0. 5 and a step size of 0.

Detailed Explanation

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

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