Regularization Prevents Overfitting

Hui Li has an explanation of what regularization is and how it works to reduce the likelihood of overfitting training data:

Assume that the red line is the regression model we learn from the training data set. It can be seen that the learned model fits the training data set perfectly, while it cannot generalize well to the data not included in the training set. There are several ways to avoid the problem of overfitting.

To remedy this problem, we could:

  • Get more training examples.
  • Use a simple predictor.
  • Select a subsample of features.

In this blog post, we focus on the second and third ways to avoid overfitting by introducing regularization on the parameters βi of the model.

Read the whole thing.

Related Posts

Tidy Anomaly Detection With Anomalize

Abdul Majed Raja walks us through an example using the anomalize package: One of the important things to do with Time Series data before starting with Time Series forecasting or Modelling is Time Series Decomposition where the Time series data is decomposed into Seasonal, Trend and remainder components. anomalize has got a function time_decompose() to perform the same. […]

Read More

Uploading Data Sets To Azure ML From R

Leila Etaati continues her series on the Azure ML R package by showing how to upload a data set: There is a function in AzureML package name “workspace” that creates a reference to an AzureML Studio workspace by getting the authentication token and workspace id as below: 1 ws <– workspace( id , auth  ) to […]

Read More


July 2017
« Jun Aug »