An objective function is a measure of how similar a prediction of a value and the actual value are. Usually, we are looking to find the set of parameters that lead to the smallest possible cost which would imply that your algorithm will perform well.
S. Zhang. (2016)cite arxiv:1605.02216Comment: This is the author's thesis at under supervision of Yann LeCun. Part of the results are based on the paper arXiv:1412.6651 in collaboration with Anna Choromanska and Yann LeCun.
I. Mitliagkas, C. Zhang, S. Hadjis, and C. Ré. (2016)cite arxiv:1605.09774Comment: Full version of a paper published in Annual Allerton Conference on Communication, Control, and Computing (Allerton) 2016.