Regularization Intuition
Machine Learning A-Z © SuperDataScience
The problem of Overfitting
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This fitting curve fits the data perfectly well
Machine Learning A-Z © SuperDataScience
The problem of Overfitting
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But if we look at new observations, we can get large errors
Machine Learning A-Z © SuperDataScience
The problem of Overfitting
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This is due to overfitting
Machine Learning A-Z © SuperDataScience
Solution
Regularization
Machine Learning A-Z © SuperDataScience
Examples of Regularization
Regularization
Ridge Regression Lasso Elastic Net
Machine Learning A-Z © SuperDataScience
No Regularization
Machine Learning A-Z © SuperDataScience
Ridge Regression
Machine Learning A-Z © SuperDataScience
Lasso
Machine Learning A-Z © SuperDataScience
Elastic Net
Machine Learning A-Z © SuperDataScience
Regularization
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Regularization reduced overfitting
Machine Learning A-Z © SuperDataScience