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Regularization Intuition

Machine Learning A-Z © SuperDataScience


The problem of Overfitting
y

x1
This fitting curve fits the data perfectly well

Machine Learning A-Z © SuperDataScience


The problem of Overfitting
y

x1
But if we look at new observations, we can get large errors

Machine Learning A-Z © SuperDataScience


The problem of Overfitting
y

x1
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
y

x1
Regularization reduced overfitting

Machine Learning A-Z © SuperDataScience

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