Introduction to Machine Learning (Part-9)
Regularization : Regularization of a model can be done by avoiding overfitting in the model. It adds a penalty term in the cost function based on the parameters. Cost func θ* = arg θ max logP(S;θ)= Σ m j=1 logP(y (f) |x j ;θ)-λΣ n i=1 β i 2 λ is a constant (Hyper-Parameter) that determine the strength of the penalty term. For Linear Regression : θ* = arg θ min = Σ m i=1 (y i -y i ') 2 +λΣ n j=1 β j 2 Way to minimize this is by minimizing individual terms. Here, for all j = 1 , β = 0. In linear regression using L 2 penalty term Σ n j=1 β j 2 results in Ridge regression and using L 1 penalty term Σ n i=1 |β j | results in Lasso Regression. In Linear regression remove co related independent variables . Overfitting : Try to keep the model simple by damping β to avoid complexity. Samples and Estimation : Sample is the subset of Population, training data is used to...