Cost function
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Squared error function:
J(a, b) = (sum of (h(xi) - yi)^2)/2mwhereh(x) = ax^2 + b -
It is probably the most common used for linear regression problems because it seems to work the best in most cases.
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We would like to find
aandbsoJ(a, b)is minimal. -
If we assume b=0 then we are looking at
min(J(a, 0))which is a 2D function -
In the general case though
min(J(a, b))is a 3D function for which we need to find the minimum -
Contour plots (contour figures)