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Inclusion of additional constraints (typically a penalty for complexity) in the model fitting process. Used to prevent overfitting / enhance predictive accuracy.
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How to choose the regularization parameter in ZCA whitening?
ZCA whitening can use regularization, as in
$$
\tilde{X} = L\sqrt{(D + \epsilon)^{-1}}L^{-1}X,
$$
where $LDL^\top$ is an eigendecomposition of the sample covariance matrix. … What's a good choice for the regularization parameter $\epsilon$? …