In this paper, we showed that it is possible to use gradient descent method to get minimal error values of loss functions close to their Bayesian estimators. We calculated Bayesian estimators mathematically for different loss functions and tested them using gradient descent algorithm. This algorithm, working on Normal and Poisson distributions showed that it is possible to find minimal error values without having Bayesian estimators. Using Python, we tested the theory on loss functions with known Bayesian estimators as well as another loss functions, getting results proving the theory.