From Probability to Loss — How MLE Builds Machine Learning: Part 1

Loss functions aren’t magic. They aren’t some arbitrary design choice that researchers pulled out of thin air. Every loss function you’ve ever seen has a story, a logical, step-by-step derivation rooted in probability theory. By the end of this piece, you won’t just use loss functions. You’ll understand exactly where they come from and why they have to be the way they are.