[PDF] [PDF] Lecture 2: Overfitting Regularization

Cross-validation • L2 and L1 regularization for linear estimators Recall: Overfitting • A general, HUGELY IMPORTANT problem for all machine learning



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[PDF] Lecture 2: Overfitting Regularization

Cross-validation • L2 and L1 regularization for linear estimators Recall: Overfitting • A general, HUGELY IMPORTANT problem for all machine learning



[PDF] Machine learning methodology: Overfitting, regularization, and all that

Machine learning methodology: Overfitting, regularization L2 regularization: complexity = sum of squares of weights L1 regularization (LASSO) ˆw = arg min

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