Optimization for Data Science

             Data science is a field used to analyze the vast volume of data through different techniques to make it understandable. To understand data science, we need to have a good understanding of these three concepts: statistics, linear algebra, and optimization.Wikipedia defines optimization as a problem where you maximize or minimize a real function by systematically choosing input values from an allowed set and computing the value of the function. That means when we talk about optimization we are always interested in finding the best solution. From a mathematical foundation viewpoint, it can be said that the three pillars for data science that we need to understand quite well are Linear Algebra, Statistics and the third pillar is Optimization which is used pretty much in all data science algorithms. And to understand the optimization concepts one needs a good fundamental understanding of linear algebra.


  • Almost all machine learning algorithms can be viewed as solutions to optimization problems and it is interesting that even in cases, where the original machine learning technique has a basis derived from other fields for example, from biology and so on one could still interpret all of these machine learning algorithms as some solution to an optimization problem.
  • A basic understanding of optimization will help in:
    • More deeply understand the working of machine learning algorithms.
    • Rationalize the working of the algorithm. That means if you get a result and you want to interpret it, and if you had a very deep understanding of optimization you will be able to see why you got the result.
    • And at an even higher level of understanding, you might be able to develop new algorithms yourselves.

         Optimization works as a backbone for almost all techniques used in data science. It also helps the business leaders to predict their business plans, and it allows the government to find an appropriate resolution for human welfare by analyzing data they provide suitably optimization helps in numerous other sectors like economic, artificial intelligence, and many more.

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