Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 188037

Inclusion of additional constraints (typically a penalty for complexity) in the model fitting process. Used to prevent overfitting / enhance predictive accuracy.

2 votes

Avoid overfitting in regression: alternatives to regularization

What is regularization, really? Perhaps you are conflating L1/L2 regularization (aka. … Lasso/ridge regression, Tikhonov regularization...), the most ubiquitous type, as the only type of regularization 🤔 Regularization is actually anything that prevents overfitting, that you can do to a …
Christabella Irwanto's user avatar
22 votes

Why is Laplace prior producing sparse solutions?

\begin{align*} {\bf \hat{\theta}_{\text{MLE}}} &= \arg\max_{\bf \theta} \log P(y | \theta) \\ &=\underset{\theta}{\arg\min} \sum_{i=1}^n(y_i - \theta^\top{\mathbf{x}_i})^2 \end{align*} Regularization … Similarly, if $P(\theta)$ is a Gaussian distribution, it's equivalent to L2 regularization on $\theta$. …
Christabella Irwanto's user avatar