Why minimizing the variance of f(w) is the same as maximizing f(w)?
hi @flyunicorn
the screenshot you shared nowhere mention minimize variance of f(w) is same as maximizing f(w)?
can you point out which sentence in the screenshot mentions.your aforementioned statement.
Regards
DP
It is here. Because the question is about maximizing but then in the solution, the aim becomes to minimizing. I think there is some link missing in my understanding.
There are two different quantities discussed there. f(w) and L(w) are different functions. To maximize the profit, you minimize the cost, right? Although what they are doing is a bit more subtle than that. The loss function L(w) is the variance of f(w) values. The part that they just say we have to take for granted and they don’t explain or prove is that minimizing that definition of L(w) will maximize the profit. Or at least will give you the best chance of maximizing the profit, given that we can’t exactly predict the future price moves.
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