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Optimization Foundations

Parameter Space

Parameter space is the set of all possible parameter settings a learning system can search through.

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Parameter Space

Definition

Parameter space is the set of all possible parameter settings.

If a system has one parameter, the parameter space is all possible values that parameter can take.

Example:

parameter w can be any number
parameter space = all possible w values

If a system has two parameters:

parameters: w and b
parameter setting: (w, b)

The parameter space contains all possible pairs.

Parameter space is where optimization searches.


Parameter Setting

A parameter setting is one specific choice inside parameter space.

Example:

parameter space:
all possible (w, b)

one parameter setting:
(w = 2, b = 1)

Different settings can produce different outputs and different loss.

(w = 2, b = 1) -> loss 4.5
(w = 3, b = -1) -> loss 1.2

Optimization compares parameter settings by their objective value.


One Parameter

With one parameter, searching is easy to imagine.

w = -2
w = -1
w = 0
w = 1
w = 2

Each value gives a possible behavior.

The optimizer tries to move toward values with lower loss.

One parameter creates a one-dimensional search space.


Multiple Parameters

Most learning systems have more than one parameter.

Example:

output = w1 * x1 + w2 * x2 + b

The parameters are:

w1
w2
b

One setting is:

(w1 = 1, w2 = -2, b = 0.5)

The optimizer changes these values together.

A model with many parameters has a large parameter space.


Parameter Space vs Data Space

Data space contains possible inputs.

Parameter space contains possible internal settings.

Example:

data space:
all possible input values

parameter space:
all possible parameter values

Training does not usually change the input examples.

Training changes the parameter setting.

Data space is what the model receives. Parameter space is what optimization searches.


Final Summary

  • Parameter space is the set of all possible parameter settings.
  • A parameter setting is one specific point in that space.
  • One parameter creates a one-dimensional search.
  • Multiple parameters create a larger search space.
  • Different parameter settings produce different losses.
  • Optimization moves through parameter space to improve the objective.

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Continue the series.

Loss Landscape