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Surrogate Objective
When a primary objective function—such as the error rate in classification—is difficult to optimize directly due to non-differentiability or other mathematical complications, machine learning models instead optimize a surrogate objective. This proxy function is chosen because it is easier to compute gradients for while still aligning with the ultimate goal.
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Related
Cross-entropy loss
Logistic Regression Cost Function
A machine learning model is being trained for a prediction task. A key metric, the objective function, is tracked over time. The value of this function represents the magnitude of the model's error. A graph of this process shows the objective function's value consistently decreasing as the number of training iterations increases. What is the most accurate interpretation of this trend?
Diagnosing Model Training Issues
Calculating and Interpreting a Model's Objective Function
Surrogate Objective
Loss Function
Differentiable Objectives
Second-Order Optimization Algorithm
Objective Function Curvature
Convex Quadratic Objective Function
Recognizing a Scoring-Function Issue
If a candidate answer gets a lower score than an incorrect answer, the search procedure is usually the part that should be fixed first.
A scoring rule can mislead learning if it gives the correct output a _____ score than the system's prediction.
When to Treat a Scoring Problem as an Objective-Function Issue
When the Scoring Rule Is the Source of the Error
Diagnosing a Scoring-Rule Failure
Automatic Dictation Score Check
Improving the Score Estimator
What an Objective Function Must Do
A Metric Can Still Be Wrong