hirschme
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Under which circumstances does increasing the number of parameters increase the training loss?
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After some tests with toy examples I have at least one answer to this question: Regularization dependent on parameters! Specifically L2 penalty (though L1 would have the same effect, as any other norm ...

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How is Test MSE being calculated here?
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In order to have a measure of the perfomance of our model $f(x)$ on approximating the map $x \rightarrow y$, we define an error (cost) function that measures the distance between our target $y$ and ...

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