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diff --git a/SI/Resource/Data Science/Machine Learning/Contents/Regularization.md b/SI/Resource/Data Science/Machine Learning/Contents/Regularization.md new file mode 100644 index 0000000..7475105 --- /dev/null +++ b/SI/Resource/Data Science/Machine Learning/Contents/Regularization.md @@ -0,0 +1,46 @@ +--- +id: 2023-12-18 +aliases: December 18, 2023 +tags: +- link-note +- Data-Science +- Machine-Learning +- Regularization +--- + +# Regularization + +## Regularization Loss Function + +- The complexity of the model **$\uparrow$** == the number of model parameters **$\uparrow$** +- As the complexity of the model **$\uparrow$** == overfitting **$\uparrow$** +- Define a model with high complexity, learn only important parameters, and set unnecessary parameter values to **0** + +## Regularization Types + +### Ridge Regression (L2 Regression) + +- $L = \bbox[orange,3px] {\sum_{i=1}^{n} (y_i - (\beta_0 + \sum_{j=1}^{D} \beta_j x_{ij}))^{2}} + \bbox[blue,3px] {\lambda \sum_{j=1}^{D} \beta_j^2}$ + - $\bbox[orange,3px]{\text{MSE}}$ + - $\bbox[blue,3px]{\text{Ridge}}$ + - If MSE loss is not reduced, the loss value of the penalty term becomes larger + - Lambda $\lambda$ is a hyperparameter that controls the impact of regularization + - Normalization function expressed as sum of squares + +### Lasso Regression (L1 Regression) + +- $L = \sum\limits_{i=1}^{n}(y_{i}- (\beta_{0}+ \sum\limits_{j=1}^{D} \beta_{j}x_{ij}))^{2}+ \lambda \sum\limits_{j=1}^{D} |\beta_j|$ + - If MSE loss is not reduced, the loss value of the penalty term becomes larger + - Lambda $\lambda$ is a hyperparameter that controls the impact of regularization + - Normalization function expressed as sum of absolute + +![[Pasted image 20231218032332.png]] + +## Question + +- $\lambda \uparrow$ == Bias error $\uparrow$ and Variance error $\downarrow$ +- Sparsity: Ridge regression $<$ Lasso regression +- How to make more parameters that have 0 values? + 1. $\lambda \uparrow$ + 2. Exponent $\downarrow$ + - Good? or Bad?: don't know
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