objective function

Objective Function

• A general term for any function that we aim to maximize or minimize in an optimization problem.

• In machine learning, the objective function represents the overall goal (e.g., minimize error, maximize likelihood).

• It may include primary loss plus regularization terms:

  $$\text{Objective}=\text{Loss}+\text{Regularization}$$

Examples:

• In linear regression: minimize Mean Squared Error (MSE).
• In logistic regression: minimize cross-entropy loss.
• In regularized models: minimize (Loss + $\lambda$ * penalty).