Regularization

Regularization is a technique that prevents overfitting in machine learning.

Techniques

There are primarily two regularization techniques:

• L1: Lasso regression
• L2: Ridge regression

The two differ slightly in degree of regularization but has similar principles: applying a penalty term to the loss function to discourage many large weights.

Regularization parameter

The regularization parameter controls the degree to which the model is regularized; a higher value penalizes large weights more.

When the regularization parameter is too high, some weights tend toward zero. The range of regularization parameter depends on the following

• scale of the weights of the model
• magnitude of noise