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In a typical neural network, which way is the common way to add regularization?

Assuming regression task, regression error loss is Mean-squared-error

Then we can have two choice of regularization on weights:

  1. $\lambda$ * $\sum ||W||^2$
  2. $\lambda$ * $\textbf{average} ||W||^2$

I have seen most people use the first option, just being curious to ask.

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  • $\begingroup$ depending on what you mean by average, the two should be equivalent as they differ by the scalar value of the number of samples. $\endgroup$ – aginensky Jul 10 '18 at 21:02
  • $\begingroup$ What are you summing/averaging over? It's not clear from your expressions $\endgroup$ – user20160 Jul 10 '18 at 21:24
  • $\begingroup$ Is the difference between the two, the second $\lambda$ will be $\lambda/n$ of the original? If so, im not sure if it really matters much. $\endgroup$ – Anonymous Emu Jul 10 '18 at 22:14
  • $\begingroup$ I agree with @AnonymousEmu, it's just a different scale for lambda variable. With average you just reduce value of the lambda implicitly $\endgroup$ – itdxer Jul 17 '18 at 15:22
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Using the average implicitly rescales $\lambda$. This means that choosing the average or the sum isn't really consequential, because whatever the optimal $\lambda$ is on the mean scale has an equivalent choice of $\lambda$ on the sum scale, and vice versa. $$ \begin{align} \lambda \sum_i w_i^2 &= \lambda\sum_iw_i^2 \\ &= {n\lambda} \left[\frac{1}{n}\sum_iw_i^2 \right]\\ \end{align} $$

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