To find the optimal functions and the best set of parameters, we start by initializing θ with a
random value, which includes weights and biases. Next, we compute the partial derivatives of the
loss function for each parameter, resulting in a gradient vector denoted as ∇L. Using these
gradients, we then update the parameters to minimize the loss function, typically through
gradient
descent. This process is repeated iteratively, continuously recalculating gradients and refining
the
parameters, ultimately converging towards a set of parameters that minimizes the loss function
and
optimizes model performance.